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Causal analyses of longitudinal data generally assume that the qualitative causal structure relating variables remains invariant over time. In structured systems that transition between qualitatively different states in discrete time steps,…

Methodology · Statistics 2020-11-11 Ranjani Srinivasan , Jaron Lee , Rohit Bhattacharya , Narges Ahmidi , Ilya Shpitser

Identifiability of parameters is a fundamental prerequisite for model identification. It concerns uniqueness of the model parameters determined from experimental or simulated observations. This dissertation specifically deals with…

Economics · Quantitative Finance 2016-02-04 Di Molfetta Giuseppe

We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional independence structure of an arbitrary distribution can be…

Machine Learning · Computer Science 2017-11-07 Rebecca E. Morrison , Ricardo Baptista , Youssef Marzouk

Decoding complex relationships among large numbers of variables with relatively few observations is one of the crucial issues in science. One approach to this problem is Gaussian graphical modeling, which describes conditional independence…

Methodology · Statistics 2019-04-26 A. Mohammadi , E. C. Wit

Structural equation modeling (SEM) is a statistical method widely used in educational research to investigate relationships between variables. SEM models are typically constructed based on theoretical foundations and assessed through fit…

Physics Education · Physics 2024-05-31 Yangqiuting Li , Chandralekha Singh

The field of causal discovery develops model selection methods to infer cause-effect relations among a set of random variables. For this purpose, different modelling assumptions have been proposed to render cause-effect relations…

Methodology · Statistics 2023-11-09 Daniela Schkoda , Mathias Drton

An important problem in biological modeling is choosing the right model. Given experimental data, one is supposed to find the best mathematical representation to describe the real-world phenomena. However, there may not be a unique model…

Dynamical Systems · Mathematics 2024-07-03 Cashous Bortner , Nicolette Meshkat

Bayesian networks, and especially their structures, are powerful tools for representing conditional independencies and dependencies between random variables. In applications where related variables form a priori known groups, chosen to…

Machine Learning · Statistics 2017-06-02 Pekka Parviainen , Samuel Kaski

Gaussian concentration graph models and covariance graph models are two classes of graphical models that are useful for uncovering latent dependence structures among multivariate variables. In the Bayesian literature, graphs are often…

Statistics Theory · Mathematics 2015-05-08 Hao Wang

We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility…

Methodology · Statistics 2026-05-15 Kilani Ghoudi , Bouchra R. Nasri , Bruno N. Remillard

This work addresses the following question: Under what assumptions on the data generating process can one infer the causal graph from the joint distribution? The approach taken by conditional independence-based causal discovery methods is…

Machine Learning · Computer Science 2012-02-20 Jonas Peters , Joris Mooij , Dominik Janzing , Bernhard Schoelkopf

Conditional-independence-based discovery uses statistical tests to identify a graphical model that represents the independence structure of variables in a dataset. These tests, however, can be unreliable, and algorithms are sensitive to…

Machine Learning · Computer Science 2026-04-21 Philipp M. Faller , Dominik Janzing

We study submodels of Gaussian DAG models defined by partial homogeneity constraints imposed on the model error variances and structural coefficients. We represent these models with colored DAGs and investigate their properties for use in…

Statistics Theory · Mathematics 2025-12-12 Tobias Boege , Kaie Kubjas , Pratik Misra , Liam Solus

We consider graphs that represent pairwise marginal independencies amongst a set of variables (for instance, the zero entries of a covariance matrix for normal data). We characterize the directed acyclic graphs (DAGs) that faithfully…

Artificial Intelligence · Computer Science 2015-08-04 Johannes Textor , Alexander Idelberger , Maciej Liśkiewicz

We consider linear non-Gaussian structural equation models that involve latent confounding. In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects. Instead, a…

Machine Learning · Statistics 2024-08-12 Daniela Schkoda , Elina Robeva , Mathias Drton

Graphical models are widely used in diverse application domains to model the conditional dependencies amongst a collection of random variables. In this paper, we consider settings where the graph structure is covariate-dependent, and…

Machine Learning · Statistics 2025-04-24 Jiahe Lin , Yikai Zhang , George Michailidis

The problem of learning tree-structured Gaussian graphical models from independent and identically distributed (i.i.d.) samples is considered. The influence of the tree structure and the parameters of the Gaussian distribution on the…

Machine Learning · Statistics 2010-05-06 Vincent Y. F. Tan , Animashree Anandkumar , Alan S. Willsky

Building on the theory of causal discovery from observational data, we study interactions between multiple (sets of) random variables in a linear structural equation model with non-Gaussian error terms. We give a correspondence between…

Statistics Theory · Mathematics 2020-07-21 Elina Robeva , Jean-Baptiste Seby

This paper considers inference of causal structure in a class of graphical models called "conditional DAGs". These are directed acyclic graph (DAG) models with two kinds of variables, primary and secondary. The secondary variables are used…

Methodology · Statistics 2014-11-12 Chris J. Oates , Jim Q. Smith , Sach Mukherjee

Causal structure learning with data from multiple contexts carries both opportunities and challenges. Opportunities arise from considering shared and context-specific causal graphs enabling to generalize and transfer causal knowledge across…

Machine Learning · Computer Science 2024-10-29 Martin Rabel , Wiebke Günther , Jakob Runge , Andreas Gerhardus