[HTML][HTML] Overlooked biases from misidentifications of causal structures

S Cenci - The Journal of Finance and Data Science, 2024 - Elsevier
Testing theories and explaining phenomena in empirical finance often requires estimating
causal effects from observational data. In this note, we argue that some of the standard …

A Bayesian nonparametric conditional two-sample test with an application to local causal discovery

PA Boeken, JM Mooij - Uncertainty in Artificial Intelligence, 2021 - proceedings.mlr.press
For a continuous random variable $ Z $, testing conditional independence $ X\indep Y| Z $
is known to be a particularly hard problem. It constitutes a key ingredient of many constraint …