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In multivariate time series analysis, understanding the underlying causal relationships among variables is often of interest for various applications. Directed acyclic graphs (DAGs) provide a powerful framework for representing causal…

Methodology · Statistics 2025-07-30 Arkaprava Roy , Anindya Roy , Subhashis Ghosal

Quantifying causal effects of exposures on outcomes, such as a treatment and a disease respectively, is a crucial issue in medical science for the administration of effective therapies. Importantly, any related causal analysis should…

Methodology · Statistics 2024-09-04 Federico Castelletti , Laura Ferrini

Bayesian causal discovery offers the power to quantify epistemic uncertainties among a broad range of structurally diverse causal theories potentially explaining the data, represented in forms of directed acyclic graphs (DAGs). However,…

Machine Learning · Computer Science 2024-08-30 Nu Hoang , Bao Duong , Thin Nguyen

Directed acyclic graph (DAG) models, also called Bayesian networks, impose conditional independence constraints on a multivariate probability distribution, and are widely used in probabilistic reasoning, machine learning and causal…

Statistics Theory · Mathematics 2022-12-20 Robin J. Evans

We introduce a novel class of labeled directed acyclic graph (LDAG) models for finite sets of discrete variables. LDAGs generalize earlier proposals for allowing local structures in the conditional probability distribution of a node, such…

Machine Learning · Statistics 2014-11-12 Johan Pensar , Henrik Nyman , Timo Koski , Jukka Corander

We present an objective Bayes method for covariance selection in Gaussian multivariate regression models whose error term has a covariance structure which is Markov with respect to a Directed Acyclic Graph (DAG). The scope is…

Methodology · Statistics 2015-10-09 G. Consonni , L. La Rocca

The causal dependence in data is often characterized by Directed Acyclic Graphical (DAG) models, widely used in many areas. Causal discovery aims to recover the DAG structure using observational data. This paper focuses on causal discovery…

Machine Learning · Computer Science 2024-06-12 Boxin Zhao , Weishi Wang , Dingyuan Zhu , Ziqi Liu , Dong Wang , Zhiqiang Zhang , Jun Zhou , Mladen Kolar

Covariance estimation and selection for high-dimensional multivariate datasets is a fundamental problem in modern statistics. Gaussian directed acyclic graph (DAG) models are a popular class of models used for this purpose. Gaussian DAG…

Methodology · Statistics 2017-10-12 Xuan Cao , Kshitij Khare , Malay Ghosh

Structural learning of directed acyclic graphs (DAGs) or Bayesian networks has been studied extensively under the assumption that data are independent. We propose a new Gaussian DAG model for dependent data which assumes the observations…

Machine Learning · Statistics 2021-07-30 Hangjian Li , Oscar Hernan Madrid Padilla , Qing Zhou

We give methods for Bayesian inference of directed acyclic graphs, DAGs, and the induced causal effects from passively observed complete data. Our methods build on a recent Markov chain Monte Carlo scheme for learning Bayesian networks,…

Machine Learning · Computer Science 2020-11-19 Jussi Viinikka , Antti Hyttinen , Johan Pensar , Mikko Koivisto

We present a novel form of Fourier analysis, and associated signal processing concepts, for signals (or data) indexed by edge-weighted directed acyclic graphs (DAGs). This means that our Fourier basis yields an eigendecomposition of a…

Signal Processing · Electrical Eng. & Systems 2025-01-29 Bastian Seifert , Chris Wendler , Markus Püschel

Estimating the structure of Bayesian networks as directed acyclic graphs (DAGs) from observational data is a fundamental challenge, particularly in causal discovery. Bayesian approaches excel by quantifying uncertainty and addressing…

Machine Learning · Computer Science 2026-02-17 Edwin V. Bonilla , Pantelis Elinas , He Zhao , Maurizio Filippone , Vassili Kitsios , Terry O'Kane

Directed acyclic graph (DAG) learning is a central task in structure discovery and causal inference. Although the field has witnessed remarkable advances over the past few years, it remains statistically and computationally challenging to…

Machine Learning · Statistics 2026-02-09 Ryan Thompson , Edwin V. Bonilla , Robert Kohn

Hierarchical models for regionally aggregated disease incidence data commonly involve region specific latent random effects that are modeled jointly as having a multivariate Gaussian distribution. The covariance or precision matrix…

Methodology · Statistics 2019-04-30 Abhirup Datta , Sudipto Banerjee , James S. Hodges

In this paper, we consider Gaussian models Markov with respect to an arbitrary DAG. We first construct a family of conjugate priors for the Cholesky parametrization of the covariance matrix of such models. This family has as many shape…

Statistics Theory · Mathematics 2015-03-09 Emanuel Ben-David , Tianxi Li , Helene Massam , Bala Rajaratnam

We consider a binary response which is potentially affected by a set of continuous variables. Of special interest is the causal effect on the response due to an intervention on a specific variable. The latter can be meaningfully determined…

Methodology · Statistics 2020-09-11 Federico Castelletti , Guido Consonni

Estimating the structure of directed acyclic graphs (DAGs) from observational data remains a significant challenge in machine learning. Most research in this area concentrates on learning a single DAG for the entire population. This paper…

Machine Learning · Statistics 2024-02-21 Ryan Thompson , Edwin V. Bonilla , Robert Kohn

Directed acyclic graph (DAG) models are widely used to represent causal relationships among random variables in many application domains. This paper studies a special class of non-Gaussian DAG models, where the conditional variance of each…

Machine Learning · Statistics 2021-11-03 Wei Zhou , Xin He , Wei Zhong , Junhui Wang

Bayesian causal discovery aims to infer the posterior distribution over causal models from observed data, quantifying epistemic uncertainty and benefiting downstream tasks. However, computational challenges arise due to joint inference over…

Machine Learning · Computer Science 2023-12-11 Yashas Annadani , Nick Pawlowski , Joel Jennings , Stefan Bauer , Cheng Zhang , Wenbo Gong

Directed acyclic graphical (DAG) models are a powerful tool for representing causal relationships among jointly distributed random variables, especially concerning data from across different experimental settings. However, it is not always…

Machine Learning · Statistics 2026-04-03 Francisco Madaleno , Pratik Misra , Alex Markham
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