Related papers: Posterior Graph Selection and Estimation Consisten…

Bayesian causal discovery aims to infer the posterior distribution over causal models from observed data, quantifying epistemic uncertainty and benefiting downstream tasks. However, computational challenges arise due to joint inference over…

Directed acyclic graph (DAG) models are widely used to represent causal relationships among random variables in many application domains. This paper studies a special class of non-Gaussian DAG models, where the conditional variance of each…

We propose an approach termed ``qDAGx'' for Bayesian covariate-dependent quantile directed acyclic graphs (DAGs) where these DAGs are individualized, in the sense that they depend on individual-specific covariates. The individualized DAG…

Directed acyclic graphical (DAG) models are a powerful tool for representing causal relationships among jointly distributed random variables, especially concerning data from across different experimental settings. However, it is not always…

In this paper, we consider high-dimensional Gaussian graphical models where the true underlying graph is decomposable. A hierarchical $G$-Wishart prior is proposed to conduct a Bayesian inference for the precision matrix and its graph…

We give methods for Bayesian inference of directed acyclic graphs, DAGs, and the induced causal effects from passively observed complete data. Our methods build on a recent Markov chain Monte Carlo scheme for learning Bayesian networks,…

Covariance matrix estimation arises in multivariate problems including multivariate normal sampling models and regression models where random effects are jointly modeled, e.g. random-intercept, random-slope models. A Bayesian analysis of…

Directed acyclic graph (DAG) models, also called Bayesian networks, impose conditional independence constraints on a multivariate probability distribution, and are widely used in probabilistic reasoning, machine learning and causal…

We show that the only parameter prior for complete Gaussian DAG models that satisfies global parameter independence, complete model equivalence, and some weak regularity assumptions, is the normal-Wishart distribution. Our analysis is based…

Bayesian networks, with structure given by a directed acyclic graph (DAG), are a popular class of graphical models. However, learning Bayesian networks from discrete or categorical data is particularly challenging, due to the large…

We study a family of regularized score-based estimators for learning the structure of a directed acyclic graph (DAG) for a multivariate normal distribution from high-dimensional data with $p\gg n$. Our main results establish support…

Estimating the structure of Bayesian networks as directed acyclic graphs (DAGs) from observational data is a fundamental challenge, particularly in causal discovery. Bayesian approaches excel by quantifying uncertainty and addressing…

Directed acyclic graphs (DAGs) constitute a central modeling tool to enable principled reasoning about cause-effect interactions in complex systems. However, since the causal structure underlying a group of variables is often unknown and…

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

The problem of learning a directed acyclic graph (DAG) up to Markov equivalence is equivalent to the problem of finding a permutation of the variables that induces the sparsest graph. Without additional assumptions, this task is known to be…

We consider a binary response which is potentially affected by a set of continuous variables. Of special interest is the causal effect on the response due to an intervention on a specific variable. The latter can be meaningfully determined…

Structural learning of directed acyclic graphs (DAGs) or Bayesian networks has been studied extensively under the assumption that data are independent. We propose a new Gaussian DAG model for dependent data which assumes the observations…

We consider the problem of jointly estimating multiple related directed acyclic graph (DAG) models based on high-dimensional data from each graph. This problem is motivated by the task of learning gene regulatory networks based on gene…

Our article considers a Gaussian variational approximation of the posterior density in a high-dimensional state space model. The variational parameters to be optimized are the mean vector and the covariance matrix of the approximation. The…

Learning the causal structure that underlies data is a crucial step towards robust real-world decision making. The majority of existing work in causal inference focuses on determining a single directed acyclic graph (DAG) or a Markov…