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Causal questions are omnipresent in many scientific problems. While much progress has been made in the analysis of causal relationships between random variables, these methods are not well suited if the causal mechanisms only manifest…

Methodology · Statistics 2020-09-23 Nicola Gnecco , Nicolai Meinshausen , Jonas Peters , Sebastian Engelke

The behavior of extreme observations is well-understood for time series or spatial data, but little is known if the data generating process is a structural causal model (SCM). We study the behavior of extremes in this model class, both for…

Methodology · Statistics 2025-03-11 Sebastian Engelke , Nicola Gnecco , Frank Röttger

Understanding which parts of a dynamical system cause each other is extremely relevant in fundamental and applied sciences. However, inferring causal links from observational data, namely without direct manipulations of the system, is still…

Data Analysis, Statistics and Probability · Physics 2025-06-27 Matteo Allione , Vittorio Del Tatto , Alessandro Laio

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Learning the causal structure that underlies data is a crucial step towards robust real-world decision making. The majority of existing work in causal inference focuses on determining a single directed acyclic graph (DAG) or a Markov…

Machine Learning · Computer Science 2021-06-15 Yashas Annadani , Jonas Rothfuss , Alexandre Lacoste , Nino Scherrer , Anirudh Goyal , Yoshua Bengio , Stefan Bauer

The maxima and the minima of a randomly stopped sample of a random variable, $X$, together with two newly defined random variables that make $X$ into the maxima or minima of a randomly stopped sample of them, can be used to define…

Statistics Theory · Mathematics 2024-12-23 Jordi Valero , Josep Ginebra

Motivated by inferring cellular signaling networks using noisy flow cytometry data, we develop procedures to draw inference for Bayesian networks based on error-prone data. Two methods for inferring causal relationships between nodes in a…

Methodology · Statistics 2020-02-11 Xianzheng Huang , Hongmei Zhang

We consider the problem of structure learning for linear causal models based on observational data. We treat models given by possibly cyclic mixed graphs, which allow for feedback loops and effects of latent confounders. Generalizing…

Statistics Theory · Mathematics 2020-08-21 Carlos Améndola , Philipp Dettling , Mathias Drton , Federica Onori , Jun Wu

Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models…

Probability · Mathematics 2012-04-03 Johan Segers

We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…

Methodology · Statistics 2021-08-02 Amanda Lenzi , Julie Bessac , Johann Rudi , Michael L. Stein

In this note, we first derive a one-parameter family of hyperparameter scaling strategies that interpolates between the neural-tangent scaling and mean-field/maximal-update scaling. We then calculate the scalings of dynamical observables --…

Machine Learning · Computer Science 2022-10-19 Sho Yaida

Transport is an important function in many network systems and understanding its behavior on biological, social, and technological networks is crucial for a wide range of applications. However, it is a property that is not well-understood…

Disordered Systems and Neural Networks · Physics 2009-11-13 Lazaros K. Gallos , Chaoming Song , Shlomo Havlin , Hernan A. Makse

We discuss a new neural network-based direction of arrival estimation scheme that tackles the estimation task as a multidimensional classification problem. The proposed estimator uses a classification chain with as many stages as the number…

Signal Processing · Electrical Eng. & Systems 2022-03-25 Andreas Barthelme , Wolfgang Utschick

Causal structure learning refers to a process of identifying causal structures from observational data, and it can have multiple applications in biomedicine and health care. This paper provides a practical review and tutorial on scalable…

Machine Learning · Computer Science 2023-01-20 Pulakesh Upadhyaya , Kai Zhang , Can Li , Xiaoqian Jiang , Yejin Kim

The impact of an extreme climate event depends strongly on its geographical scale. Max-stable processes can be used for the statistical investigation of climate extremes and their spatial dependencies on a continuous area. Most existing…

Methodology · Statistics 2023-06-14 Justus Contzen , Thorsten Dickhaus , Gerrit Lohmann

The machine learning community has recently devoted much attention to the problem of inferring causal relationships from statistical data. Most of this work has focused on uncovering connections among scalar random variables. We generalize…

Machine Learning · Statistics 2012-07-10 Doris Entner , Patrik O. Hoyer

The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…

Statistics Theory · Mathematics 2017-07-14 Betina Berghaus , Axel Bücher

Estimating a causal query from observational data is an essential task in the analysis of biomolecular networks. Estimation takes as input a network topology, a query estimation method, and observational measurements on the network…

We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

In the estimation of the causal effect under linear Structural Causal Models (SCMs), it is common practice to first identify the causal structure, estimate the probability distributions, and then calculate the causal effect. However, if the…

Methodology · Statistics 2021-03-16 Shunsuke Horii