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We assume that we have observational data generated from an unknown underlying directed acyclic graph (DAG) model. A DAG is typically not identifiable from observational data, but it is possible to consistently estimate the equivalence…

Methodology · Statistics 2009-09-02 Marloes H. Maathuis , Markus Kalisch , Peter Bühlmann

We consider the problem of recovering the true causal structure among a set of variables, generated by a linear acyclic structural equation model (SEM) with the error terms being independent, not necessarily Gaussian, and having equal…

Statistics Theory · Mathematics 2026-03-25 Anamitra Chaudhuri , Yang Ni , Anirban Bhattacharya

Causal discovery amounts to learning a directed acyclic graph (DAG) that encodes a causal model. This model selection problem can be challenging due to its large combinatorial search space, particularly when dealing with non-parametric…

Machine Learning · Statistics 2024-08-21 Yurou Liang , Oleksandr Zadorozhnyi , Mathias Drton

Directed Acyclic Graphical (DAG) models efficiently formulate causal relationships in complex systems. Traditional DAGs assume nodes to be scalar variables, characterizing complex systems under a facile and oversimplified form. This paper…

Methodology · Statistics 2024-04-23 Tian Lan , Ziyue Li , Junpeng Lin , Zhishuai Li , Lei Bai , Man Li , Fugee Tsung , Rui Zhao , Chen Zhang

We propose a linear-time, single-pass, top-down algorithm for multiple testing on directed acyclic graphs (DAGs), where nodes represent hypotheses and edges specify a partial ordering in which hypotheses must be tested. The procedure is…

Methodology · Statistics 2018-12-06 Aaditya Ramdas , Jianbo Chen , Martin J. Wainwright , Michael I. Jordan

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 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

In the context of inferring a Bayesian network structure (directed acyclic graph, DAG for short), we devise a non-reversible continuous time Markov chain, the ``Causal Zig-Zag sampler'', that targets a probability distribution over classes…

Machine Learning · Statistics 2024-09-12 Moritz Schauer , Marcel Wienöbst

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

Directed Acyclic Graphs (DAGs) are solid structures used to describe and infer the dependencies among variables in multivariate scenarios. Having a thorough comprehension of the accurate DAG-generating model is crucial for causal discovery…

Methodology · Statistics 2024-09-09 S. Nazari , M. Arashi , A. Sadeghkhani

In this paper, we consider Gaussian models Markov with respect to an arbitrary DAG. We first construct a family of conjugate priors for the Cholesky parametrization of the covariance matrix of such models. This family has as many shape…

Statistics Theory · Mathematics 2015-03-09 Emanuel Ben-David , Tianxi Li , Helene Massam , Bala Rajaratnam

Anomaly detection is a widely studied task for a broad variety of data types; among them, multiple time series appear frequently in applications, including for example, power grids and traffic networks. Detecting anomalies for multiple time…

Machine Learning · Computer Science 2022-05-10 Enyan Dai , Jie Chen

We introduce a new class of identifiable DAG models where the conditional distribution of each node given its parents belongs to a family of generalized hypergeometric distributions (GHD). A family of generalized hypergeometric…

Machine Learning · Statistics 2019-10-17 Gunwoong Park , Hyewon Park

Distributed estimation methods have recently been used to compute the maximum likelihood estimate of the precision matrix for large graphical Gaussian models. Our aim, in this paper, is to give a Bayesian estimate of the precision matrix…

Methodology · Statistics 2016-05-30 Qiong Li , Xin Gao , Helene Massam

We report a scalable hybrid quantum-classical machine learning framework to build Bayesian networks (BN) that captures the conditional dependence and causal relationships of random variables. The generation of a BN consists of finding a…

Machine Learning · Computer Science 2019-01-31 Radhakrishnan Balu , Ajinkya Borle

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

Machine Learning · Statistics 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

Learning the directed acyclic graph (DAG) structure of a Bayesian network from observational data is a notoriously difficult problem for which many hardness results are known. In this paper we propose a provably polynomial-time algorithm…

Machine Learning · Computer Science 2019-06-04 Asish Ghoshal , Jean Honorio

We study simultaneous inference for multiple matrix-variate Gaussian graphical models in high-dimensional settings. Such models arise when spatiotemporal data are collected across multiple sample groups or experimental sessions, where each…

Methodology · Statistics 2026-01-21 Zongge Liu , Heejong Bong , Zhao Ren , Matthew A. Smith , Robert E. Kass

We consider the problem of estimating high-dimensional Gaussian graphical models corresponding to a single set of variables under several distinct conditions. This problem is motivated by the task of recovering transcriptional regulatory…

Machine Learning · Statistics 2014-01-24 Karthik Mohan , Palma London , Maryam Fazel , Daniela Witten , Su-In Lee

This paper studies the problem of learning the correlation structure of a set of intervention functions defined on the directed acyclic graph (DAG) of a causal model. This is useful when we are interested in jointly learning the causal…

Machine Learning · Statistics 2020-09-29 Virginia Aglietti , Theodoros Damoulas , Mauricio Álvarez , Javier González