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Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…

Statistics Theory · Mathematics 2023-11-09 Mufang Ying , Koulik Khamaru , Cun-Hui Zhang

This paper introduces a novel adaptive framework for processing dynamic flow signals over simplicial complexes, extending classical least-mean-squares (LMS) methods to high-order topological domains. Building on discrete Hodge theory, we…

Signal Processing · Electrical Eng. & Systems 2025-05-30 Lorenzo Marinucci , Claudio Battiloro , Paolo Di Lorenzo

Network datasets appear across a wide range of scientific fields, including biology, physics, and the social sciences. To enable data-driven discoveries from these networks, statistical inference techniques like estimation and hypothesis…

Methodology · Statistics 2026-02-19 Arpan Kumar , Minh Tang , Srijan Sengupta

Inferring the connectivity structure of networked systems from data is an extremely important task in many areas of science. Most of real-world networks exhibit sparsely connected topologies, with links between nodes that in some cases may…

Physics and Society · Physics 2022-06-02 Lei Shi , Chen Shen , Libin Jin , Qi Shi , Zhen Wang , Marko Jusup , Stefano Boccaletti

To gain insight into complex systems it is a key challenge to infer nonlinear causal directional relations from observational time-series data. Specifically, estimating causal relationships between interacting components in large systems…

Machine Learning · Computer Science 2021-11-04 Axel Wismüller , Adora M. DSouza , Anas Z. Abidin

The characterisation of neuronal connectivity is one of the most important matters in neuroscience. In this work, we show that a recently proposed informational quantity, the causal mutual information, employed with an appropriate…

Neurons and Cognition · Quantitative Biology 2018-02-14 F. S. Borges , E. L. Lameu , K. C. Iarosz , P. R. Protachevicz , I. L. Caldas , R. L. Viana , E. E. N. Macau , A. M. Batista , M. S. Baptista

We prove that the ordinary least-squares (OLS) estimator attains nearly minimax optimal performance for the identification of linear dynamical systems from a single observed trajectory. Our upper bound relies on a generalization of…

Machine Learning · Computer Science 2018-05-25 Max Simchowitz , Horia Mania , Stephen Tu , Michael I. Jordan , Benjamin Recht

This work examines the problem of topology inference over discrete-time nonlinear stochastic networked dynamical systems. The goal is to recover the underlying digraph linking the network agents, from observations of their state-evolution.…

Multiagent Systems · Computer Science 2019-06-24 Augusto Santos , Vincenzo Matta , Ali H. Sayed

We study the relationship between dynamical properties and interaction patterns in complex oscillator networks in the presence of noise. A striking finding is that noise leads to a general, one-to-one correspondence between the dynamical…

Data Analysis, Statistics and Probability · Physics 2010-02-05 Jie Ren , Wen-Xu Wang , Baowen Li , Ying-Cheng Lai

Nonlinear causal discovery from observational data imposes strict identifiability assumptions on the formulation of structural equations utilized in the data generating process. The evaluation of structure learning methods under assumption…

Machine Learning · Statistics 2024-12-17 Georg Velev , Stefan Lessmann

This paper considers learning the hidden causal network of a linear networked dynamical system (NDS) from the time series data at some of its nodes -- partial observability. The dynamics of the NDS are driven by colored noise that generates…

Machine Learning · Computer Science 2024-02-13 Augusto Santos , Diogo Rente , Rui Seabra , José M. F. Moura

This paper proposes a novel model inference procedure to identify system matrix from a single noisy trajectory over a finite-time interval. The proposed inference procedure comprises an observation data processor, a redundant data processor…

Systems and Control · Electrical Eng. & Systems 2021-01-05 Yanbing Mao , Naira Hovakimyan , Petros Voulgaris , Lui Sha

Causality graphs are routinely estimated in social sciences, natural sciences, and engineering due to their capacity to efficiently represent the spatiotemporal structure of multivariate data sets in a format amenable for human…

Signal Processing · Electrical Eng. & Systems 2020-11-16 Bakht Zaman , Luis Miguel Lopez Ramos , Daniel Romero , Baltasar Beferull-Lozano

We analyze transport on a graph with multiple constraints and where the weight of the edges connecting the nodes is a dynamical variable. The network dynamics results from the interplay between a nonlinear function of the flow, dissipation,…

Statistical Mechanics · Physics 2023-11-28 Frederic Folz , Kurt Mehlhorn , Giovanna Morigi

When the sample path of a Hawkes process is observed discretely, such that only the total event counts in disjoint time intervals are known, the likelihood function becomes intractable. To overcome the challenge of likelihood-based…

Methodology · Statistics 2025-06-24 Jason J. Lambe , Feng Chen , Tom Stindl , Tsz-Kit Jeffrey Kwan

Estimating the unknown causal dependencies among graph-connected time series plays an important role in many applications, such as sensor network analysis, signal processing over cyber-physical systems, and finance engineering. Inference of…

Signal Processing · Electrical Eng. & Systems 2021-04-02 Rohan Money , Joshin Krishnan , Baltasar Beferull-Lozano

Despite the success of the carefully-annotated benchmarks, the effectiveness of existing graph neural networks (GNNs) can be considerably impaired in practice when the real-world graph data is noisily labeled. Previous explorations in…

Machine Learning · Computer Science 2024-08-30 Yuhao Wu , Jiangchao Yao , Xiaobo Xia , Jun Yu , Ruxin Wang , Bo Han , Tongliang Liu

Accurate knowledge of natural gas network topology is critical for the proper operation of natural gas networks. Failures, physical attacks, and cyber attacks can cause the actual natural gas network topology to differ from what the…

Signal Processing · Electrical Eng. & Systems 2020-04-03 Zisheng Wang , Rick S. Blum

We present a new finite-time analysis of the estimation error of the Ordinary Least Squares (OLS) estimator for stable linear time-invariant systems. We characterize the number of observed samples (the length of the observed trajectory)…

Statistics Theory · Mathematics 2020-03-27 Yassir Jedra , Alexandre Proutiere

Causal inference necessarily relies upon untestable assumptions; hence, it is crucial to assess the robustness of obtained results to violations of identification assumptions. However, such sensitivity analysis is only occasionally…

Methodology · Statistics 2025-05-19 Tobias Freidling , Qingyuan Zhao