Related papers: Learning the Conditional Independence Structure of…
Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…
High-dimensional multivariate time series are common in many scientific and industrial applications, where the interest lies in identifying key dependence structure within the data for subsequent analysis tasks, such as forecasting. An…
In many real-world scenarios, interested variables are often represented as discretized values due to measurement limitations. Applying Conditional Independence (CI) tests directly to such discretized data, however, can lead to incorrect…
Conditional independence (CI) constraints are critical for defining and evaluating fairness in machine learning, as well as for learning unconfounded or causal representations. Traditional methods for ensuring fairness either blindly learn…
Conditional Independence (CI) graphs are a type of probabilistic graphical models that are primarily used to gain insights about feature relationships. Each edge represents the partial correlation between the connected features which gives…
Recent Self-Supervised Learning (SSL) methods encapsulating relational information via masking in Graph Neural Networks (GNNs) have shown promising performance. However, most existing approaches rely on random masking strategies in either…
Log-linear models are a classical tool for the analysis of contingency tables. In particular, the subclass of graphical log-linear models provides a general framework for modelling conditional independences. However, with the exception of…
We propose the conditional predictive impact (CPI), a consistent and unbiased estimator of the association between one or several features and a given outcome, conditional on a reduced feature set. Building on the knockoff framework of…
The graphical structure of Probabilistic Graphical Models (PGMs) encodes the conditional independence (CI) relations that hold in the modeled distribution. Graph algorithms, such as d-separation, use this structure to infer additional…
In this paper, we propose a novel inference method for dynamic genetic networks which makes it possible to face with a number of time measurements n much smaller than the number of genes p. The approach is based on the concept of low order…
Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed…
We consider the problem of inferring the conditional independence graph (CIG) of a high-dimensional stationary multivariate Gaussian time series. A sparse-group lasso based frequency-domain formulation of the problem has been considered in…
Testing for conditional independence is a core aspect of constraint-based causal discovery. Although commonly used tests are perfect in theory, they often fail to reject independence in practice, especially when conditioning on multiple…
Graphical models have long been studied in statistics as a tool for inferring conditional independence relationships among a large set of random variables. The most existing works in graphical modeling focus on the cases that the data are…
We consider the problem of inferring the causal structure from observational data, especially when the structure is sparse. This type of problem is usually formulated as an inference of a directed acyclic graph (DAG) model. The linear…
Conditional independence testing is an important problem, especially in Bayesian network learning and causal discovery. Due to the curse of dimensionality, testing for conditional independence of continuous variables is particularly…
Conditional independence (CI) tests underlie many approaches to model testing and structure learning in causal inference. Most existing CI tests for categorical and ordinal data stratify the sample by the conditioning variables, perform…
We frequently encounter multiple series that are temporally correlated in our surroundings, such as EEG data to examine alterations in brain activity or sensors to monitor body movements. Segmentation of multivariate time series data is a…
Learning directed acyclic graphs (DAGs) to identify causal relations underlying observational data is crucial but also poses significant challenges. Recently, topology-based methods have emerged as a two-step approach to discovering DAGs by…
Distinguishing between cause and effect using time series observational data is a major challenge in many scientific fields. A new perspective has been provided based on the principle of Independence of Causal Mechanisms (ICM), leading to…