Related papers: Probabilistic Modeling Using Tree Linear Cascades
The tree-based ensembles are known for their outstanding performance in classification and regression problems characterized by feature vectors represented by mixed-type variables from various ranges and domains. However, considering…
Graphical models can represent a multivariate distribution in a convenient and accessible form as a graph. Causal models can be viewed as a special class of graphical models that not only represent the distribution of the observed system…
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…
We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding…
In this paper, the relationship between probabilistic graphical models, in particular Bayesian networks, and causal diagrams, also called structural causal models, is studied. Structural causal models are deterministic models, based on…
Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…
Knowing the causal structure of a system is of fundamental interest in many areas of science and can aid the design of prediction algorithms that work well under manipulations to the system. The causal structure becomes identifiable from…
We provide a complete description of possible covariance matrices consistent with a Gaussian latent tree model for any tree. We then present techniques for utilising these constraints to assess whether observed data is compatible with that…
The increasing complexity of data requires methods and models that can effectively handle intricate structures, as simplifying them would result in loss of information. While several analytical tools have been developed to work with complex…
In this paper we investigate the use of staged tree models for discrete longitudinal data. Staged trees are a type of probabilistic graphical model for finite sample space processes. They are a natural fit for longitudinal data because a…
An important task in data analysis is the discovery of causal relationships between observed variables. For continuous-valued data, linear acyclic causal models are commonly used to model the data-generating process, and the inference of…
This paper proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a simple parametric copula model on each class. The association…
We present an integrated approach for structure and parameter estimation in latent tree graphical models. Our overall approach follows a "divide-and-conquer" strategy that learns models over small groups of variables and iteratively merges…
A linear structural equation model relates random variables of interest and corresponding Gaussian noise terms via a linear equation system. Each such model can be represented by a mixed graph in which directed edges encode the linear…
In the context of graphical causal discovery, we adapt the versatile framework of linear non-Gaussian acyclic models (LiNGAMs) to propose new algorithms to efficiently learn graphs that are polytrees. Our approach combines the Chow--Liu…
Dynamic regression trees are an attractive option for automatic regression and classification with complicated response surfaces in on-line application settings. We create a sequential tree model whose state changes in time with the…
We develop optimal algorithms for learning undirected Gaussian trees and directed Gaussian polytrees from data. We consider both problems of distribution learning (i.e. in KL distance) and structure learning (i.e. exact recovery). The first…
We consider the task of learning Ising models when the signs of different random variables are flipped independently with possibly unequal, unknown probabilities. In this paper, we focus on the problem of robust estimation of…
This work considers the problem of learning the structure of multivariate linear tree models, which include a variety of directed tree graphical models with continuous, discrete, and mixed latent variables such as linear-Gaussian models,…
A foundational question in the theory of linear compartmental models is how to assess whether a model is structurally identifiable -- that is, whether parameter values can be inferred from noiseless data -- directly from the combinatorics…