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Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

In this paper, we study the Bayesian multi-task variable selection problem, where the goal is to select activated variables for multiple related data sets simultaneously. Our proposed method generalizes the spike-and-slab prior to multiple…

Methodology · Statistics 2023-08-15 Guanxun Li , Quan Zhou

Causal discovery, the learning of causality in a data mining scenario, has been of strong scientific and theoretical interest as a starting point to identify "what causes what?" Contingent on assumptions and a proper learning algorithm, it…

Methodology · Statistics 2022-05-23 Gabriel Ruiz , Oscar Hernan Madrid Padilla , Qing Zhou

We study the optimal sample complexity of learning a Gaussian directed acyclic graph (DAG) from observational data. Our main results establish the minimax optimal sample complexity for learning the structure of a linear Gaussian DAG model…

Statistics Theory · Mathematics 2022-03-22 Ming Gao , Wai Ming Tai , Bryon Aragam

A structural equation model (SEM) is an effective framework to reason over causal relationships represented via a directed acyclic graph (DAG). Recent advances have enabled effective maximum-likelihood point estimation of DAGs from…

Machine Learning · Computer Science 2021-12-07 Chris Cundy , Aditya Grover , Stefano Ermon

Though Gaussian graphical models have been widely used in many scientific fields, relatively limited progress has been made to link graph structures to external covariates. We propose a Gaussian graphical regression model, which regresses…

Methodology · Statistics 2022-02-01 Jingfei Zhang , Yi Li

A directed acyclic graph (DAG) provides valuable prior knowledge that is often discarded in regression tasks in machine learning. We show that the independences arising from the presence of collider structures in DAGs provide meaningful…

Machine Learning · Statistics 2023-06-22 Shahine Bouabid , Jake Fawkes , Dino Sejdinovic

A recent approach to building consensus protocols on top of Directed Acyclic Graphs (DAGs) shows much promise due to its simplicity and stable throughput. However, as each node in the DAG typically includes a linear number of references to…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-03 Michael Anoprenko , Andrei Tonkikh , Alexander Spiegelman , Petr Kuznetsov , Anatoliy Zinovyev , Konstantin Shprenger

Bayesian networks represent relations between variables using a directed acyclic graph (DAG). Learning the DAG is an NP-hard problem and exact learning algorithms are feasible only for small sets of variables. We propose two scalable…

Machine Learning · Computer Science 2021-07-02 Pierre Gillot , Pekka Parviainen

We consider jointly estimating the coefficient matrix and the error precision matrix in high-dimensional multivariate linear regression models. Bayesian methods in this context often face computational challenges, leading to previous…

Methodology · Statistics 2025-08-25 Xuan Cao , Kyoungjae Lee

Acyclic model, often depicted as a directed acyclic graph (DAG), has been widely employed to represent directional causal relations among collected nodes. In this article, we propose an efficient method to learn linear non-Gaussian DAG in…

Machine Learning · Statistics 2021-11-02 Ruixuan Zhao , Xin He , Junhui Wang

We deal with the combinatorial problem of learning directed acyclic graph (DAG) structure from observational data adhering to a linear structural equation model (SEM). Leveraging advances in differentiable, nonconvex characterizations of…

Machine Learning · Computer Science 2024-03-14 Seyed Saman Saboksayr , Gonzalo Mateos , Mariano Tepper

Quantifying causal effects of exposures on outcomes, such as a treatment and a disease respectively, is a crucial issue in medical science for the administration of effective therapies. Importantly, any related causal analysis should…

Methodology · Statistics 2024-09-04 Federico Castelletti , Laura Ferrini

We consider the use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection…

Statistics Theory · Mathematics 2015-03-09 Rina Foygel Barber , Mathias Drton

Bayesian inference for graphical models has received much attention in the literature in recent years. It is well known that when the graph G is decomposable, Bayesian inference is significantly more tractable than in the general…

Methodology · Statistics 2015-05-05 Kshitij Khare , Bala Rajaratnam , Abhishek Saha

A causal vector autoregressive (CVAR) model is introduced for weakly stationary multivariate processes, combining a recursive directed graphical model for the contemporaneous components and a vector autoregressive model longitudinally.…

We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension $p$ is large. Gaussian graphical models provide an important tool in describing conditional…

Statistics Theory · Mathematics 2014-04-08 Sayantan Banerjee , Subhashis Ghosal

In Gaussian graphical models, the zero entries in the precision matrix determine the dependence structure, so estimating that sparse precision matrix and, thereby, learning this underlying structure, is an important and challenging problem.…

Statistics Theory · Mathematics 2019-12-10 Chang Liu , Ryan Martin

This paper investigates the high-dimensional linear regression with highly correlated covariates. In this setup, the traditional sparsity assumption on the regression coefficients often fails to hold, and consequently many model selection…

Methodology · Statistics 2019-03-26 Jianqing Fan , Bai Jiang , Qiang Sun

We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…

Methodology · Statistics 2021-12-14 Eunice Okome Obiang , Pascal Jézéquel , Frédéric Proïa
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