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The dependency structure of multivariate data can be analyzed using the covariance matrix $\Sigma$. In many fields the precision matrix $\Sigma^{-1}$ is even more informative. As the sample covariance estimator is singular in…

Methodology · Statistics 2015-06-04 Viktoria Öllerer , Christophe Croux

Directed Acyclic Graphs (DAGs) provide a powerful framework to model causal relationships among variables in multivariate settings; in addition, through the do-calculus theory, they allow for the identification and estimation of causal…

Machine Learning · Statistics 2022-01-31 Federico Castelletti , Alessandro Mascaro

Statistical models used to estimate the spatio-temporal pattern in disease risk from areal unit data represent the risk surface for each time period with known covariates and a set of spatially smooth random effects. The latter act as a…

Applications · Statistics 2016-04-19 Alastair Rushworth , Duncan Lee , Christophe Sarran

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 clarify relationships between conditional (CAR) and simultaneous (SAR) autoregressive models. We review the literature on this topic and find that it is mostly incomplete. Our main result is that a SAR model can be written as a unique…

Statistics Theory · Mathematics 2017-10-20 Jay M. Ver Hoef , Ephraim M. Hanks , Mevin B. Hooten

Directed Gaussian graphical models are statistical models that use a directed acyclic graph (DAG) to represent the conditional independence structures between a set of jointly normal random variables. The DAG specifies the model through…

Commutative Algebra · Mathematics 2022-08-08 Pratik Misra , Seth Sullivant

In this paper, we develop a new approach to learning high-dimensional Poisson directed acyclic graphical (DAG) models from only observational data without strong assumptions such as faithfulness and strong sparsity. A key component of our…

Machine Learning · Statistics 2019-05-28 Gunwoong Park , Sion Park

Appropriate models for spatially autocorrelated data account for the fact that observations are not independent. A popular model in this context is the simultaneous autoregressive (SAR) model that allows to model the spatial dependency…

Methodology · Statistics 2017-07-12 A. Kreuzer , T. Erhardt , T. Nagler , C. Czado

Precise knowledge of causal directed acyclic graphs (DAGs) is assumed for standard approaches towards valid adjustment set selection for unbiased estimation, but in practice, the DAG is often inferred from data or expert knowledge,…

Statistics Theory · Mathematics 2025-11-14 Zhongyi Hu , Stéphanie van der Pas

An acyclic causal structure can be described with directed acyclic graph (DAG), where arrows indicate the possibility of direct causation. The task of learning this structure from data is known as "causal discovery." Diverse populations or…

Machine Learning · Computer Science 2024-10-17 Bijan Mazaheri , Spencer Gordon , Yuval Rabani , Leonard Schulman

We introduce a new method to estimate the Markov equivalence class of a directed acyclic graph (DAG) in the presence of hidden variables, in settings where the underlying DAG among the observed variables is sparse, and there are a few…

Methodology · Statistics 2018-08-07 Benjamin Frot , Preetam Nandy , Marloes H. Maathuis

Structural causal models (SCMs), with an underlying directed acyclic graph (DAG), provide a powerful analytical framework to describe the interaction mechanisms in large-scale complex systems. However, when the system exhibits extreme…

Methodology · Statistics 2026-04-28 Junshu Jiang , Jordan Richards , Raphaël Huser , David Bolin

A common theme in causal inference is learning causal relationships between observed variables, also known as causal discovery. This is usually a daunting task, given the large number of candidate causal graphs and the combinatorial nature…

Machine Learning · Statistics 2022-10-11 Romain Lopez , Jan-Christian Hütter , Jonathan K. Pritchard , Aviv Regev

The combinatorial search space presents a significant challenge to learning causality from data. Recently, the problem has been formulated into a continuous optimization framework with an acyclicity constraint, allowing for the exploration…

Machine Learning · Computer Science 2022-04-04 Hristo Petkov , Colin Hanley , Feng Dong

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

The Dynamical Graph Grammar (DGG) formalism can describe complex system dynamics with graphs that are mapped into a master equation. An exact stochastic simulation algorithm may be used, but it is slow for large systems. To overcome this…

Quantitative Methods · Quantitative Biology 2024-07-16 Eric Medwedeff , Eric Mjolsness

We develop a criterion to certify whether causal effects are identifiable in linear structural equation models with latent variables. Linear structural equation models correspond to directed graphs whose nodes represent the random variables…

Statistics Theory · Mathematics 2025-07-25 Nils Sturma , Mathias Drton

Discovering the underlying Directed Acyclic Graph (DAG) from time series observational data is highly challenging due to the dynamic nature and complex nonlinear interactions between variables. Existing methods typically search for the…

Machine Learning · Computer Science 2025-03-21 Jiajun Zhang , Boyang Qiang , Xiaoyu Guo , Weiwei Xing , Yue Cheng , Witold Pedrycz

In observational studies, the true causal model is typically unknown and needs to be estimated from available observational and limited experimental data. In such cases, the learned causal model is commonly represented as a partially…

Artificial Intelligence · Computer Science 2023-03-01 Malte Luttermann , Marcel Wienöbst , Maciej Liśkiewicz

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao
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