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20212026
most citedCausality in extremes of time series

6 citations · 8 across the 9 of their papers we have counts for

collaborators

9 papers

stat.ME2026

Retrospective Counterfactual Prediction by Conditioning on the Factual Outcome: A Cross-World Approach

Juraj Bodik

Retrospective causal questions ask what would have happened to an observed individual had they received a different treatment. We study the problem of estimating $μ(x,y)=\mathbb{E}…

stat.ME2025

Cross-World Assumption and Refining Prediction Intervals for Individual Treatment Effects

Juraj Bodik, Yaxuan Huang, Bin Yu

While average treatment effects (ATE) and conditional average treatment effects (CATE) provide valuable population- and subgroup-level summaries, they fail to capture uncertainty a…

stat.ML2025

CLEAR: Calibrated Learning for Epistemic and Aleatoric Risk

Ilia Azizi, Juraj Bodik, Jakob Heiss +1

Accurate uncertainty quantification is critical for reliable predictive modeling. Existing methods typically address either aleatoric uncertainty due to measurement noise or episte…

stat.ML2024

Granger Causality in Extremes

Juraj Bodik, Olivier C. Pasche

We introduce a rigorous mathematical framework for Granger causality in extremes, designed to identify causal links from extreme events in time series. Granger causality plays a pi…

stat.ME2024★ 1 cited

Extreme Treatment Effect: Extrapolating Dose-Response Function Into Extreme Treatment Domain

Juraj Bodik

The potential outcomes framework serves as a fundamental tool for quantifying causal effects. The average dose-response function (also called the effect curve), denoted as (μ(t)),…

stat.ME2023★ 1 cited

Structural restrictions in local causal discovery: identifying direct causes of a target variable

Juraj Bodik, Valérie Chavez-Demoulin

We consider the problem of learning a set of direct causes of a target variable from an observational joint distribution. Learning directed acyclic graphs (DAGs) that represent the…

stat.ME2023

Identifiability of causal graphs under nonadditive conditionally parametric causal models

Juraj Bodik, Valérie Chavez-Demoulin

Existing approaches to causal discovery often rely on restrictive modeling assumptions that limit their applicability in real-world settings, particularly when data are heavy-taile…

stat.ME2022

Detecting causal covariates for extreme dependence structures

Juraj Bodik, Linda Mhalla, Valérie Chavez-Demoulin

Determining the causes of extreme events is a fundamental question in many scientific fields. An important aspect when modelling multivariate extremes is the tail dependence. In ap…

math.ST2021★ 6 cited

Causality in extremes of time series

Juraj Bodik, Zbyněk Pawlas, Milan Paluš

Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in t…