English
Related papers

Related papers: Identifiability in Continuous Lyapunov Models

200 papers

The discovery of causal relationships from observational data is very challenging. Many recent approaches rely on complexity or uncertainty concepts to impose constraints on probability distributions, aiming to identify specific classes of…

Methodology · Statistics 2024-04-09 Aramayis Dallakyan , Yang Ni

We discuss two parameterizations of models for marginal independencies for discrete distributions which are representable by bi-directed graph models, under the global Markov property. Such models are useful data analytic tools especially…

Machine Learning · Statistics 2008-01-10 Monia Lupparelli , Giovanni M. Marchetti , Wicher P. Bergsma

Identifiability of parameters is an essential property for a statistical model to be useful in most settings. However, establishing parameter identifiability for Bayesian networks with hidden variables remains challenging. In the context of…

Statistics Theory · Mathematics 2014-06-04 Elizabeth S. Allman , John A. Rhodes , Elena Stanghellini , Marco Valtorta

Low complexity of a system model is essential for its use in real-time applications. However, sparse identification methods commonly have stringent requirements that exclude them from being applied in an industrial setting. In this paper,…

Systems and Control · Electrical Eng. & Systems 2022-03-24 Mark Haring , Esten Ingar Grøtli , Signe Riemer-Sørensen , Katrine Seel , Kristian Gaustad Hanssen

Mixture models have been widely used in modeling of continuous observations. For the possibility to estimate the parameters of a mixture model consistently on the basis of observations from the mixture, identifiability is a necessary…

Probability · Mathematics 2014-07-02 ZiQiang Shi , TieRan Zheng , JiQing Han

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

Gaussian graphical models are a popular tool to learn the dependence structure in the form of a graph among variables of interest. Bayesian methods have gained in popularity in the last two decades due to their ability to simultaneously…

Statistics Theory · Mathematics 2019-04-02 Yabo Niu , Debdeep Pati , Bani Mallick

We outline a representation for discrete multivariate distributions in terms of interventional potential functions that are globally normalized. This representation can be used to model the effects of interventions, and the independence…

Machine Learning · Statistics 2012-05-14 Mark Schmidt , Kevin Murphy

Dynamical systems modeling is a core pillar of scientific inquiry across natural and life sciences. Increasingly, dynamical system models are learned from data, rendering identifiability a paramount concept. For systems that are not…

Machine Learning · Computer Science 2026-05-11 Cecilia Casolo , Sören Becker , Niki Kilbertus

We develop a criterion to certify whether causal effects are identifiable in linear structural equation models with latent variables. Linear structural equation models correspond to directed graphs whose nodes represent the random variables…

Statistics Theory · Mathematics 2025-07-25 Nils Sturma , Mathias Drton

While ensuring stability for linear systems is well understood, it remains a major challenge for nonlinear systems. A general approach in such cases is to compute a combination of a Lyapunov function and an associated control policy.…

Machine Learning · Computer Science 2023-12-27 Junlin Wu , Andrew Clark , Yiannis Kantaros , Yevgeniy Vorobeychik

An old problem in multivariate statistics is that linear Gaussian models are often unidentifiable, i.e. some parameters cannot be uniquely estimated. In factor (component) analysis, an orthogonal rotation of the factors is unidentifiable,…

Machine Learning · Statistics 2023-05-04 Aapo Hyvärinen , Ilyes Khemakhem , Ricardo Monti

Structural equation models are multivariate statistical models that are defined by specifying noisy functional relationships among random variables. We consider the classical case of linear relationships and additive Gaussian noise terms.…

Statistics Theory · Mathematics 2011-05-16 Mathias Drton , Rina Foygel , Seth Sullivant

In this paper, we introduce a new directed graphical model from Gaussian data: the Gaussian graphical interaction model (GGIM). The development of this model comes from considering stationary Gaussian processes on graphs, and leveraging the…

Machine Learning · Computer Science 2020-11-19 Katherine Fitch

We study identifiability of the parameters in autoregressions defined on a network. Most identification conditions that are available for these models either rely on the network being observed repeatedly, are only sufficient, or require…

Econometrics · Economics 2022-06-06 Federico Martellosio

Graphical Markov models combine conditional independence constraints with graphical representations of stepwise data generating processes.The models started to be formulated about 40 years ago and vigorous development is ongoing.…

Methodology · Statistics 2015-10-12 Nanny Wermuth

In this paper, we derive sufficient conditions on drift matrices under which block-diagonal solutions to Lyapunov inequalities exist. The motivation for the problem comes from a recently proposed basis pursuit algorithm. In particular, this…

Optimization and Control · Mathematics 2016-03-25 Aviar Sootla , James Anderson

We characterize the effectiveness of a classical algorithm for recovering the Markov graph of a general discrete pairwise graphical model from i.i.d. samples. The algorithm is (appropriately regularized) maximum conditional log-likelihood,…

Machine Learning · Computer Science 2019-06-20 Shanshan Wu , Sujay Sanghavi , Alexandros G. Dimakis

This work addresses the problem of identifiability, that is, the question of whether parameters can be recovered from data, for linear compartmental models. Using standard differential algebra techniques, the question of whether a given…

Algebraic Geometry · Mathematics 2021-06-30 Elizabeth Gross , Nicolette Meshkat , Anne Shiu

This work focuses on the generic identifiability of dynamical networks with partial excitation and measurement: a set of nodes are interconnected by transfer functions according to a known topology, some nodes are excited, some are…

Optimization and Control · Mathematics 2021-10-04 Antoine Legat , Julien M. Hendrickx