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In this paper, learning of tree-structured Gaussian graphical models from distributed data is addressed. In our model, samples are stored in a set of distributed machines where each machine has access to only a subset of features. A central…

Machine Learning · Computer Science 2018-12-05 Mostafa Tavassolipour , Seyed Abolfazl Motahari , Mohammad-Taghi Manzuri Shalmani

We formalize constraint-based structure learning of the "true" causal graph from observed data when unobserved variables are also existent. We provide conditions for a "natural" family of constraint-based structure-learning algorithms that…

Statistics Theory · Mathematics 2022-05-10 Kayvan Sadeghi , Terry Soo

While it is widely recognised that linear (structural) VARs may fail to capture important aspects of economic time series, the use of nonlinear SVARs has to date been almost entirely confined to the modelling of stationary time series,…

Econometrics · Economics 2024-09-11 James A. Duffy , Sophocles Mavroeidis

Many dynamical systems, including thermal, fluid, and multi-agent systems, can be represented as weighted graphs. In this paper we consider whether the unstable states of such systems can be observed from limited discrete-time measurement,…

Systems and Control · Electrical Eng. & Systems 2022-09-28 Uduak Inyang-Udoh , Michael Shanks , Neera Jain

When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Andreas Gerhardus , Jonas Wahl , Jakob Runge

Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…

Statistical dependence measures like mutual information is ideal for analyzing autoencoders, but it can be ill-posed for deterministic, static, noise-free networks. We adopt the variational (Gaussian) formulation that makes dependence among…

Machine Learning · Computer Science 2026-03-24 Bo Hu , Jose C Principe

When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…

Methodology · Statistics 2020-11-11 Richard Creswell , Ben Lambert , Chon Lok Lei , Martin Robinson , David Gavaghan

For causal discovery in the presence of latent confounders, constraints beyond conditional independences exist that can enable causal discovery algorithms to distinguish more pairs of graphs. Such constraints are not well-understood yet. In…

Machine Learning · Computer Science 2024-06-14 Thijs van Ommen

Parameter identifiability is often requisite to the effective application of mathematical models in the interpretation of biological data, however theory applicable to the study of partial differential equations remains limited. We present…

Analysis of PDEs · Mathematics 2025-04-08 Yurij Salmaniw , Alexander P Browning

The variability of structure in a finite Markov equivalence class of causally sufficient models represented by directed acyclic graphs has been fully characterized. Without causal sufficiency, an infinite semi-Markov equivalence class of…

Artificial Intelligence · Computer Science 2013-02-01 Benoit Desjardins

Kalisch and B\"{u}hlmann (2007) showed that for linear Gaussian models, under the Causal Markov Assumption, the Strong Causal Faithfulness Assumption, and the assumption of causal sufficiency, the PC algorithm is a uniformly consistent…

Machine Learning · Statistics 2021-08-03 Shuyan Wang , Peter Spirtes

Linear structural equation models are multivariate statistical models encoded by mixed graphs. In particular, the set of covariance matrices for distributions belonging to a linear structural equation model for a fixed mixed graph $G=(V,…

Statistics Theory · Mathematics 2022-10-04 Bibhas Adhikari , Elizabeth Gross , Marc Härkönen , Elias Tsigaridas

Causal dependence modelling of multivariate extremes is intended to improve our understanding of the relationships amongst variables associated with rare events. Regular variation provides a standard framework in the study of extremes. This…

Methodology · Statistics 2025-02-20 Mario Krali

The theory of dependency graphs is a powerful toolbox to prove asymptotic normality of sums of random variables. In this article, we introduce a more general notion of weighted dependency graphs and give normality criteria in this context.…

Probability · Mathematics 2018-10-18 Valentin Féray

Extremal graphical models are sparse statistical models for multivariate extreme events. The underlying graph encodes conditional independencies and enables a visual interpretation of the complex extremal dependence structure. For the…

Methodology · Statistics 2022-08-18 Sebastian Engelke , Stanislav Volgushev

Existing methods for differentiable structure learning in discrete data typically assume that the data are generated from specific structural equation models. However, these assumptions may not align with the true data-generating process,…

Machine Learning · Computer Science 2025-10-28 Chang Deng , Bryon Aragam

Causal discovery methods are intrinsically constrained by the set of assumptions needed to ensure structure identifiability. Moreover additional restrictions are often imposed in order to simplify the inference task: this is the case for…

Machine Learning · Computer Science 2023-04-07 Francesco Montagna , Nicoletta Noceti , Lorenzo Rosasco , Kun Zhang , Francesco Locatello

The graphical structure of Probabilistic Graphical Models (PGMs) encodes the conditional independence (CI) relations that hold in the modeled distribution. Graph algorithms, such as d-separation, use this structure to infer additional…

Artificial Intelligence · Computer Science 2021-06-01 Batya Kenig

Graphs from complex systems often share a partial underlying structure across domains while retaining individual features. Thus, identifying common structures can shed light on the underlying signal, for instance, when applied to scientific…

Methodology · Statistics 2022-04-05 Katherine Tsai , Oluwasanmi Koyejo , Mladen Kolar
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