Related papers: Neural graphical modelling in continuous-time: con…
This work proposes an algorithmic framework to learn time-varying graphs from online data. The generality offered by the framework renders it model-independent, i.e., it can be theoretically analyzed in its abstract formulation and then…
Undirected probabilistic graphical models represent the conditional dependencies, or Markov properties, of a collection of random variables. Knowing the sparsity of such a graphical model is valuable for modeling multivariate distributions…
The continuous-time Bayesian networks (CTBNs) represent a class of stochastic processes, which can be used to model complex phenomena, for instance, they can describe interactions occurring in living processes, in social science models or…
We describe a novel method for modeling non-stationary multivariate time series, with time-varying conditional dependencies represented through dynamic networks. Our proposed approach combines traditional multi-scale modeling and network…
Estimating the structure of directed acyclic graphs (DAGs) of features (variables) plays a vital role in revealing the latent data generation process and providing causal insights in various applications. Although there have been many…
Learning kinetic systems from data is one of the core challenges in many fields. Identifying stable models is essential for the generalization capabilities of data-driven inference. We introduce a computationally efficient framework, called…
We propose score dynamics (SD), a general framework for learning accelerated evolution operators with large timesteps from molecular-dynamics simulations. SD is centered around scores, or derivatives of the transition log-probability with…
The brain must extract behaviorally relevant latent variables from the signals streamed by the sensory organs. Such latent variables are often encoded in the dynamics that generated the signal rather than in the specific realization of the…
We revisit the structure learning problem for dynamic Bayesian networks and propose a method that simultaneously estimates contemporaneous (intra-slice) and time-lagged (inter-slice) relationships between variables in a time-series. Our…
Identifying latent variables and the causal structure involving them is essential across various scientific fields. While many existing works fall under the category of constraint-based methods (with e.g. conditional independence or rank…
We study a family of regularized score-based estimators for learning the structure of a directed acyclic graph (DAG) for a multivariate normal distribution from high-dimensional data with $p\gg n$. Our main results establish support…
Model-based reinforcement learning techniques accelerate the learning task by employing a transition model to make predictions. In this paper, a model-based learning approach is presented that iteratively computes the optimal value function…
We explore whether useful temporal neural generative models can be learned from sequential data without back-propagation through time. We investigate the viability of a more neurocognitively-grounded approach in the context of unsupervised…
Score-based models have achieved remarkable results in the generative modeling of many domains. By learning the gradient of smoothed data distribution, they can iteratively generate samples from complex distribution e.g. natural images.…
We consider linear models for stochastic dynamics. To any such model can be associated a network (namely a directed graph) describing which degrees of freedom interact under the dynamics. We tackle the problem of learning such a network…
We introduce a principled approach for unsupervised structure learning of deep neural networks. We propose a new interpretation for depth and inter-layer connectivity where conditional independencies in the input distribution are encoded…
Structural learning, which aims to learn directed acyclic graphs (DAGs) from observational data, is foundational to causal reasoning and scientific discovery. Recent advancements formulate structural learning into a continuous optimization…
We develop and evaluate a structure learning algorithm for clinical time series. Clinical time series are multivariate time series observed in multiple patients and irregularly sampled, challenging existing structure learning algorithms. We…
In this study, we address causal inference when only observational data and a valid causal ordering from the causal graph are available. We introduce a set of flow models that can recover component-wise, invertible transformation of…
Structural discovery amongst a set of variables is of interest in both static and dynamic settings. In the presence of lead-lag dependencies in the data, the dynamics of the system can be represented through a structural equation model…