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Real causal processes may contain feedback loops and change over time. In this paper, we model cycles and non-stationary distributions using a mixture of directed acyclic graphs (DAGs). We then study the conditional independence (CI)…

Statistics Theory · Mathematics 2019-09-16 Eric V. Strobl

We develop the theory linking 'E-separation' in directed mixed graphs (DMGs) with conditional independence relations among coordinate processes in stochastic differential equations (SDEs), where causal relationships are determined by "which…

Machine Learning · Computer Science 2025-03-14 Georg Manten , Cecilia Casolo , Søren Wengel Mogensen , Niki Kilbertus

We present a new family of models that is based on graphs that may have undirected, directed and bidirected edges. We name these new models marginal AMP (MAMP) chain graphs because each of them is Markov equivalent to some AMP chain graph…

Machine Learning · Statistics 2014-11-10 Jose M. Peña

Predicting the effect of unseen interventions is a fundamental research question across the data sciences. It is well established that in general such questions cannot be answered definitively from observational data. This realization has…

Machine Learning · Statistics 2024-05-27 Alexis Bellot

Assessing the accuracy of the output of causal discovery algorithms is crucial in developing and comparing novel methods. Common evaluation metrics such as the structural Hamming distance are useful for assessing individual links of causal…

Methodology · Statistics 2025-04-07 Jonas Wahl , Jakob Runge

Representing the conditional independences present in a multivariate random vector via graphs has found widespread use in applications, and such representations are popularly known as graphical models or Markov random fields. These models…

Probability · Mathematics 2015-02-02 David Montague , Bala Rajaratnam

Markov models lie at the interface between statistical independence in a probability distribution and graph separation properties. We review model selection and estimation in directed and undirected Markov models with Gaussian…

Methodology · Statistics 2020-09-03 Irene Córdoba , Concha Bielza , Pedro Larrañaga

Chain graphs (CG) use undirected and directed edges to represent both structural and associative dependences. Like acyclic directed graphs (ADGs), the CG associated with a statistical Markov model may not be unique, so CGs fall into Markov…

Statistics Theory · Mathematics 2019-10-16 Steen A. Andersson , Michael D. Perlman

Although the concept of d-separation was originally defined for directed acyclic graphs (see Pearl 1988), there is a natural extension of he concept to directed cyclic graphs. When exactly the same set of d-separation relations hold in two…

Artificial Intelligence · Computer Science 2013-02-18 Thomas S. Richardson

We introduce a novel class of labeled directed acyclic graph (LDAG) models for finite sets of discrete variables. LDAGs generalize earlier proposals for allowing local structures in the conditional probability distribution of a node, such…

Machine Learning · Statistics 2014-11-12 Johan Pensar , Henrik Nyman , Timo Koski , Jukka Corander

Enumerating the directed acyclic graphs (DAGs) of a Markov equivalence class (MEC) is an important primitive in causal analysis. The central resource from the perspective of computational complexity is the delay, that is, the time an…

Artificial Intelligence · Computer Science 2023-12-19 Marcel Wienöbst , Malte Luttermann , Max Bannach , Maciej Liśkiewicz

With a sequence of regressions, one may generate joint probability distributions. One starts with a joint, marginal distribution of context variables having possibly a concentration graph structure and continues with an ordered sequence of…

Statistics Theory · Mathematics 2017-02-03 Kayvan Sadeghi , Nanny Wermuth

Acyclic directed mixed graphs (ADMGs) are graphs that contain directed ($\rightarrow$) and bidirected ($\leftrightarrow$) edges, subject to the constraint that there are no cycles of directed edges. Such graphs may be used to represent the…

Statistics Theory · Mathematics 2014-08-15 Robin J. Evans , Thomas S. Richardson

In mixed graphs, there are both directed and undirected edges. An extension of acyclicity to this mixed-graph setting is known as maximally ancestral graphs. This extension is of considerable interest in causal learning in the presence of…

Machine Learning · Computer Science 2025-05-23 Petr Ryšavý , Pavel Rytíř , Xiaoyu He , Georgios Korpas , Jakub Mareček

We present a graphical criterion for covariate adjustment that is sound and complete for four different classes of causal graphical models: directed acyclic graphs (DAGs), maximum ancestral graphs (MAGs), completed partially directed…

Statistics Theory · Mathematics 2018-06-20 Emilija Perković , Johannes Textor , Markus Kalisch , Marloes H. Maathuis

We study conditional independence relationships for random networks and their interplay with exchangeability. We show that, for finitely exchangeable network models, the empirical subgraph densities are maximum likelihood estimates of their…

Statistics Theory · Mathematics 2017-11-22 Steffen Lauritzen , Alessandro Rinaldo , Kayvan Sadeghi

We discuss a class of chain graph models for categorical variables defined by what we call a multivariate regression chain graph Markov property. First, the set of local independencies of these models is shown to be Markov equivalent to…

Methodology · Statistics 2011-07-14 Giovanni M. Marchetti , Monia Lupparelli

We consider sampling and enumeration problems for Markov equivalence classes. We create and analyze a Markov chain for uniform random sampling on the DAGs inside a Markov equivalence class. Though the worst case is exponentially slow…

Probability · Mathematics 2017-08-16 Megan Bernstein , Prasad Tetali

Inferring the causal structure that links n observables is usually based upon detecting statistical dependences and choosing simple graphs that make the joint measure Markovian. Here we argue why causal inference is also possible when only…

Statistics Theory · Mathematics 2008-04-24 Dominik Janzing , Bernhard Schoelkopf

We consider the problem of characterizing Bayesian networks up to unconditional equivalence, i.e., when directed acyclic graphs (DAGs) have the same set of unconditional $d$-separation statements. Each unconditional equivalence class (UEC)…

Machine Learning · Statistics 2022-08-11 Alex Markham , Danai Deligeorgaki , Pratik Misra , Liam Solus