Causal Diffusion Model is the first diffusion-based method to produce full probabilistic counterfactual outcome distributions for sequential interventions in longitudinal data, showing 15-30% better distributional accuracy than prior methods on a tumor-growth simulator.
CoRR abs/2107.03502 (2021)
3 Pith papers cite this work, alongside 73 external citations. Polarity classification is still indexing.
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abstract
The imputation of missing values in time series has many applications in healthcare and finance. While autoregressive models are natural candidates for time series imputation, score-based diffusion models have recently outperformed existing counterparts including autoregressive models in many tasks such as image generation and audio synthesis, and would be promising for time series imputation. In this paper, we propose Conditional Score-based Diffusion models for Imputation (CSDI), a novel time series imputation method that utilizes score-based diffusion models conditioned on observed data. Unlike existing score-based approaches, the conditional diffusion model is explicitly trained for imputation and can exploit correlations between observed values. On healthcare and environmental data, CSDI improves by 40-65% over existing probabilistic imputation methods on popular performance metrics. In addition, deterministic imputation by CSDI reduces the error by 5-20% compared to the state-of-the-art deterministic imputation methods. Furthermore, CSDI can also be applied to time series interpolation and probabilistic forecasting, and is competitive with existing baselines. The code is available at https://github.com/ermongroup/CSDI.
years
2026 3representative citing papers
A two-stage framework combining conditional flow matching with a topology-aware power-flow-guided refiner improves the accuracy and physical consistency of missing power grid data imputation.
MR-CDM uses hierarchical multi-resolution decomposition and multi-scale conditional diffusion to generate forecasts that reduce MAE and RMSE by 6-10% versus baselines like CSDI and Informer on four datasets.
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Causal Diffusion Models for Counterfactual Outcome Distributions in Longitudinal Data
Causal Diffusion Model is the first diffusion-based method to produce full probabilistic counterfactual outcome distributions for sequential interventions in longitudinal data, showing 15-30% better distributional accuracy than prior methods on a tumor-growth simulator.
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Flow-PIN: A Two-Stage Power-Flow-Guided Method for System-Wide Multivariate Profile Inpainting in Distribution Networks
A two-stage framework combining conditional flow matching with a topology-aware power-flow-guided refiner improves the accuracy and physical consistency of missing power grid data imputation.
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MR-ImagenTime: Multi-Resolution Time Series Generation through Dual Image Representations
MR-CDM uses hierarchical multi-resolution decomposition and multi-scale conditional diffusion to generate forecasts that reduce MAE and RMSE by 6-10% versus baselines like CSDI and Informer on four datasets.