Related papers: Semidefinite tests for latent causal structures
A fundamental challenge of scientific research is inferring causal relations based on observed data. One commonly used approach involves utilizing structural causal models that postulate noisy functional relations among interacting…
Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…
Inferring causal structure poses a combinatorial search problem that typically involves evaluating structures with a score or independence test. The resulting search is costly, and designing suitable scores or tests that capture prior…
We introduce a simple diagnostic test for assessing the overall or partial goodness of fit of a linear causal model with errors being independent of the covariates. In particular, we consider situations where hidden confounding is…
Semidefinite programs (SDPs) -- some of the most useful and versatile optimization problems of the last few decades -- are often pathological: the optimal values of the primal and dual problems may differ and may not be attained. Such SDPs…
We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure,…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
Practitioners making decisions based on causal effects typically ignore structural uncertainty. We analyze when this uncertainty is consequential enough to warrant methodological solutions (Bayesian model averaging over competing causal…
Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…
Probabilistic argumentation is an alternative to causal modeling with Bayesian networks. Probabilistic argumentation structures (PAS) are defined on families of compatible frames (f.c.f). This is a generalization of the usual multivariate…
In this note we explore a fully unsupervised deep-learning framework for simulating non-linear structural equation models from observational training data. The main contribution of this note is an architecture for applying moment-matching…
Advances in architectural design, data availability, and compute have driven remarkable progress in semantic segmentation. Yet, these models often rely on relaxed Bayesian assumptions, omitting critical uncertainty information needed for…
Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…
We consider hypothesis testing of binary causal queries using observational data. Since the mapping of causal models to the observational distribution that they induce is not one-to-one, in general, causal queries are often only partially…
We study a class of hypothesis testing problems in which, upon observing the realization of an $n$-dimensional Gaussian vector, one has to decide whether the vector was drawn from a standard normal distribution or, alternatively, whether…
As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…
We consider a symmetric matrix, the entries of which depend linearly on some parameters. The domains of the parameters are compact real intervals. We investigate the problem of checking whether for each (or some) setting of the parameters,…
Causal inference can be formalized as Bayesian inference that combines a prior distribution over causal models and likelihoods that account for both observations and interventions. We show that it is possible to implement this approach…
Hypothesis testing of structure in covariance matrices is of significant importance, but faces great challenges in high-dimensional settings. Although consistent frequentist one-sample covariance tests have been proposed, there is a lack of…
We describe two families of statistical tests to detect partial correlation in vectorial timeseries. The tests measure whether an observed timeseries Y can be predicted from a second series X, even after accounting for a third series Z…