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Linear structural equation models, which relate random variables via linear interdependencies and Gaussian noise, are a popular tool for modeling multivariate joint distributions. These models correspond to mixed graphs that include both…

Computation · Statistics 2015-04-14 Mathias Drton , Luca Weihs

A linear structural equation model relates random variables of interest and corresponding Gaussian noise terms via a linear equation system. Each such model can be represented by a mixed graph in which directed edges encode the linear…

Statistics Theory · Mathematics 2012-10-04 Rina Foygel , Jan Draisma , Mathias Drton

We consider structural equation models in which variables can be written as a function of their parents and noise terms, which are assumed to be jointly independent. Corresponding to each structural equation model, there is a directed…

Machine Learning · Statistics 2014-06-03 Jonas Peters , Peter Bühlmann

An old problem in multivariate statistics is that linear Gaussian models are often unidentifiable, i.e. some parameters cannot be uniquely estimated. In factor (component) analysis, an orthogonal rotation of the factors is unidentifiable,…

Machine Learning · Statistics 2023-05-04 Aapo Hyvärinen , Ilyes Khemakhem , Ricardo Monti

We may attempt to encapsulate what we know about a physical system by a model structure, $S$. This collection of related models is defined by parametric relationships between system features; say observables (outputs), unobservable…

Methodology · Statistics 2021-02-16 Jason M. Whyte

Structural parameter identifiability is a property of a differential model with parameters that allows for the parameters to be determined from the model equations in the absence of noise. One of the standard approaches to assessing this…

Algebraic Geometry · Mathematics 2020-12-29 Alexey Ovchinnikov , Gleb Pogudin , Peter Thompson

Structural global parameter identifiability indicates whether one can determine a parameter's value from given inputs and outputs in the absence of noise. If a given model has parameters for which there may be infinitely many values, such…

Symbolic Computation · Computer Science 2022-04-05 Ilia Ilmer , Alexey Ovchinnikov , Gleb Pogudin , Pedro Soto

We consider identifiability of partially linear additive structural equation models with Gaussian noise (PLSEMs) and estimation of distributionally equivalent models to a given PLSEM. Thereby, we also include robustness results for errors…

Statistics Theory · Mathematics 2017-12-15 Dominik Rothenhäusler , Jan Ernest , Peter Bühlmann

Structural causal models postulate noisy functional relations among a set of interacting variables. The causal structure underlying each such model is naturally represented by a directed graph whose edges indicate for each variable which…

Statistics Theory · Mathematics 2022-03-15 David Strieder , Tobias Freidling , Stefan Haffner , Mathias Drton

In this work, we consider the identifiability assumption of Gaussian linear structural equation models (SEMs) in which each variable is determined by a linear function of its parents plus normally distributed error. It has been shown that…

Machine Learning · Statistics 2019-10-22 Gunwoong Park , Younghwan Kim

Structural identifiability is a property of a differential model with parameters that allows for the parameters to be determined from the model equations in the absence of noise. The method of input-output equations is one method for…

Dynamical Systems · Mathematics 2022-01-28 Alexey Ovchinnikov , Gleb Pogudin , Peter Thompson

A foundational question in the theory of linear compartmental models is how to assess whether a model is structurally identifiable -- that is, whether parameter values can be inferred from noiseless data -- directly from the combinatorics…

Dynamical Systems · Mathematics 2024-02-19 Cashous Bortner , Elizabeth Gross , Nicolette Meshkat , Anne Shiu , Seth Sullivant

Structural identifiability is an important property of parametric ODE models. When conducting an experiment and inferring the parameter value from the time-series data, we want to know if the value is globally, locally, or non-identifiable.…

Discrete Mathematics · Computer Science 2024-06-25 Natali Gogishvili

Graphical models can represent a multivariate distribution in a convenient and accessible form as a graph. Causal models can be viewed as a special class of graphical models that not only represent the distribution of the observed system…

Methodology · Statistics 2017-06-29 Christina Heinze-Deml , Marloes H. Maathuis , Nicolai Meinshausen

Structural-equations models (SEMs) are perhaps the most commonly used framework for modeling causality. However, as we show, naively extending this framework to infinitely many variables, which is necessary, for example, to model dynamical…

Artificial Intelligence · Computer Science 2021-12-20 Spencer Peters , Joseph Y. Halpern

Many real-world processes and phenomena are modeled using systems of ordinary differential equations with parameters. Given such a system, we say that a parameter is globally identifiable if it can be uniquely recovered from input and…

Classical Analysis and ODEs · Mathematics 2023-05-24 Hoon Hong , Alexey Ovchinnikov , Gleb Pogudin , Chee Yap

Dynamic networks are structured interconnections of dynamical systems (modules) driven by external excitation and disturbance signals. In order to identify their dynamical properties and/or their topology consistently from measured data, we…

Systems and Control · Computer Science 2018-04-12 Harm H. M. Weerts , Paul M. J. Van den Hof , Arne G. Dankers

Structural global parameter identifiability indicates whether one can determine a parameter's value in an ODE model from given inputs and outputs. If a given model has parameters for which there is exactly one value, such parameters are…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Sebastian Falkensteiner , Alexey Ovchinnikov , J. Rafael Sendra

A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model…

Methodology · Statistics 2024-04-22 Sahil Bhola , Karthik Duraisamy

Learning the unknown causal parameters of a linear structural causal model is a fundamental task in causal analysis. The task, known as the problem of identification, asks to estimate the parameters of the model from a combination of…

Artificial Intelligence · Computer Science 2024-07-18 Julian Dörfler , Benito van der Zander , Markus Bläser , Maciej Liskiewicz
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