I recently implemented the CSM in my engine. When I ran it in my laptop(AMD Vega GFX on Win 10), the shadows are rendered correctly. The same code w/o any modification, I ran it in my desktop(NVIDIA on Win 7), the shadows are not rendered correctly in fact they are missing. I didn't have time to isolate the problem. Why does that happen? Here's some codes.

void CSM_GetLightViewProjection(int Cascade_Index, Camera *ActiveCamera, XMMATRIX &LVP)
{
	XMFLOAT3 FrustumCorners[] = {	XMFLOAT3(-1,  1, 0 ),
									XMFLOAT3( 1,  1, 0 ),
									XMFLOAT3( 1, -1, 0 ),
									XMFLOAT3(-1, -1, 0 ),
									XMFLOAT3(-1,  1, 1 ),
									XMFLOAT3( 1,  1, 1 ),
									XMFLOAT3( 1, -1, 1 ),
									XMFLOAT3(-1, -1, 1 ) };

	XMMATRIX Camera_ViewProj = XMMatrixMultiply(ActiveCamera->mView, ActiveCamera->mProjection_Cascade[Cascade_Index]);

	XMMATRIX InverseCameraViewProjection;
	InverseCameraViewProjection = XMMatrixInverse(NULL, XMMatrixTranspose(Camera_ViewProj));

	for (int i=0; i<8; i++)
		FrustumCorners[i] = TransformTransposed(FrustumCorners[i], InverseCameraViewProjection);

	XMVECTOR FrustumCenter = XMVectorSet(0,0,0,1);
	for (int i=0; i<8; i++)
		FrustumCenter += XMLoadFloat3(&amp;amp;FrustumCorners[i]);
	FrustumCenter *= (1/8.0f);

	float Radius = XMVector3Length(XMLoadFloat3(&amp;amp;FrustumCorners[0]) - XMLoadFloat3(&amp;amp;FrustumCorners[6])).m128_f32[0] / 2.0f;
	float TexelPerUnit = (CSM_Sizes[Cascade_Index] / (2 * Radius));

	XMMATRIX Scalar = XMMatrixScaling(TexelPerUnit, TexelPerUnit, TexelPerUnit);
	XMVECTOR Zero = XMVectorSet(0,0,0,1);
	XMVECTOR UpDirection = XMVectorSet(0,1,0,0);
	XMVECTOR BaseLookAt = XMVectorSet(-LightDirection.m128_f32[0],-LightDirection.m128_f32[1],-LightDirection.m128_f32[2],1);

	XMMATRIX LookAt = XMMatrixLookAtLH(Zero, BaseLookAt, UpDirection);
	LookAt = XMMatrixMultiply(Scalar, LookAt);
	XMMATRIX InverseLookAt = XMMatrixInverse(NULL, LookAt);

	XMFLOAT3 mFC;
	XMStoreFloat3(&amp;amp;mFC, FrustumCenter);
	FrustumCenter = XMLoadFloat3(&amp;amp;Transform(mFC, LookAt));
	FrustumCenter.m128_f32[0] = floorf(FrustumCenter.m128_f32[0]);
	FrustumCenter.m128_f32[1] = floorf(FrustumCenter.m128_f32[1]);
	XMStoreFloat3(&amp;amp;mFC, FrustumCenter);
	FrustumCenter = XMLoadFloat3(&amp;amp;Transform(mFC, InverseLookAt));
	
	XMVECTOR Eye = FrustumCenter - (LightDirection * Radius * 2);
	mLightView = XMMatrixLookAtLH(Eye, FrustumCenter, UpDirection);
	mLightProjection = XMMatrixOrthographicOffCenterLH(-Radius, Radius, -Radius, Radius,-Radius * 6, Radius * 6);
	LVP = XMMatrixMultiply(mLightView, mLightProjection);
}

Texture2D txModel : register( t0 );
Texture2D DepthMapTextures[3] : register( t1 );
SamplerState ssModel : register( s0 );
SamplerState ssModelCSM : register( s1 );
...
float SampleDepthMap(Texture2D texArr[3], int index, float2 coord)
{
	float ret = 0;
    if(index == 0)
    {
	ret = texArr[0].Sample(ssModelCSM, coord).r;
    }
    else if(index == 1)
    {
	ret = texArr[1].Sample(ssModelCSM, coord).r;
    }
	else if (index == 2)
	{
		ret = texArr[2].Sample(ssModelCSM, coord).r;
	}
	return ret;
}
float4 PSMAIN(DS_OUTPUT Input) : SV_Target
{
	   float3 lightDir = -LightDirection;
    float shadowBias = 0.0005;
    float lightIntensity = 0;
	
    float inputPositionInv  = 1.0 / Input.PSPosition.w;
    float lightPositionInv1 = 1.0 / Input.lightPosition1.w;
    float lightPositionInv2 = 1.0 / Input.lightPosition2.w;
    float lightPositionInv3 = 1.0 / Input.lightPosition3.w;
	
    float depthTest = Input.PSPosition.z * inputPositionInv;
    

    float2 shadowCoords[3] = {
        float2( Input.lightPosition1.x * lightPositionInv1 * 0.5 + 0.5,  -Input.lightPosition1.y * lightPositionInv1 * 0.5 + 0.5),
	float2( Input.lightPosition2.x * lightPositionInv2 * 0.5 + 0.5,  -Input.lightPosition2.y * lightPositionInv2 * 0.5 + 0.5),
	float2( Input.lightPosition3.x * lightPositionInv3 * 0.5 + 0.5,  -Input.lightPosition3.y * lightPositionInv3 * 0.5 + 0.5)
    };
	
    float lightDepthValues[3];
    lightDepthValues[0] = Input.lightPosition1.z * lightPositionInv1;
    lightDepthValues[1] = Input.lightPosition2.z * lightPositionInv2;
    lightDepthValues[2] = Input.lightPosition3.z * lightPositionInv3;

	
    int shadowIndex = 3;
	
    if((saturate(shadowCoords[0].x) == shadowCoords[0].x) && (saturate(shadowCoords[0].y) == shadowCoords[0].y) && (depthTest > (1.0f - (DepthBounds.x * inputPositionInv))))
    {
	shadowIndex = 0;
    }
    else if((saturate(shadowCoords[1].x) == shadowCoords[1].x) && (saturate(shadowCoords[1].y) == shadowCoords[1].y) && (depthTest > (1.0f - (DepthBounds.y * inputPositionInv))))
    {
	shadowIndex = 1;
    }
    else if((saturate(shadowCoords[2].x) == shadowCoords[2].x) && (saturate(shadowCoords[2].y) == shadowCoords[2].y) && (depthTest > (1.0f - (DepthBounds.z * inputPositionInv))))
    {
	shadowIndex = 2;
    }
		float3 FinalColor = 0, AmbientColor, mAmb = float3(.48f,.77f,.46f), lAmb = float3(.2f,.2f,.2f);
		AmbientColor = mAmb*lAmb;

    if( shadowIndex < 3 ) //we are in a shadow map
    {
        float depthVal = SampleDepthMap(DepthMapTextures, shadowIndex, shadowCoords[shadowIndex]);
		
        if((lightDepthValues[shadowIndex]-shadowBias) <= depthVal)
        {
			lightIntensity = saturate(dot(Input.WSNormal, normalize(lightDir)));
			FinalColor = depthVal*lightIntensity;
			FinalColor = saturate(FinalColor);
			FinalColor = txModel.Sample(ssModel, Input.TextureCoords).rgb*(AmbientColor + FinalColor);
		}
		else
			FinalColor =  txModel.Sample(ssModel, Input.TextureCoords).rgb*AmbientColor;

    }

	return float4(FinalColor, 1.0f);
}

Solved the problem. The problem was the sampler state I provided from programme side was a comparison sampler state. I forgot to state it as SamplerComparisonState ssModelCSM : register( s1 ); in the shader. On AMD gpu it worked without mentioning that. But on NVIDIA gpu it has to be mentioned correctly.