Related papers: On Learning Time Series Summary DAGs: A Frequency …
In this review, we discuss approaches for learning causal structure from data, also called causal discovery. In particular, we focus on approaches for learning directed acyclic graphs (DAGs) and various generalizations which allow for some…
We consider distributions arising from a mixture of causal models, where each model is represented by a directed acyclic graph (DAG). We provide a graphical representation of such mixture distributions and prove that this representation…
A structural equation model (SEM) is an effective framework to reason over causal relationships represented via a directed acyclic graph (DAG). Recent advances have enabled effective maximum-likelihood point estimation of DAGs from…
Recently directed acyclic graph (DAG) structure learning is formulated as a constrained continuous optimization problem with continuous acyclicity constraints and was solved iteratively through subproblem optimization. To further improve…
Spatio-temporal forecasting of future values of spatially correlated time series is important across many cyber-physical systems (CPS). Recent studies offer evidence that the use of graph neural networks to capture latent correlations…
In this article, we propose a new hypothesis testing method for directed acyclic graph (DAG). While there is a rich class of DAG estimation methods, there is a relative paucity of DAG inference solutions. Moreover, the existing methods…
Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…
Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…
Many real-world complex systems, such as epidemic spreading networks and ecosystems, can be modeled as networked dynamical systems that produce multivariate time series. Learning the intrinsic dynamics from observational data is pivotal for…
We present a method to generate directed acyclic graphs (DAGs) using deep reinforcement learning, specifically deep Q-learning. Generating graphs with specified structures is an important and challenging task in various application fields,…
Graph Neural Networks (GNNs) are becoming central in the study of time series, coupled with existing algorithms as Temporal Convolutional Networks and Recurrent Neural Networks. In this paper, we see time series themselves as directed…
Most tabular-data generators match marginal statistics yet ignore causal structure, leading downstream models to learn spurious or unfair patterns. We present TabSCM, a mixed-type generator that preserves those causal dependencies. Starting…
Bayesian networks are a class of popular graphical models that encode causal and conditional independence relations among variables by directed acyclic graphs (DAGs). We propose a novel structure learning method, annealing on regularized…
Domain adaptation on time series data is an important but challenging task. Most of the existing works in this area are based on the learning of the domain-invariant representation of the data with the help of restrictions like MMD.…
Causal discovery aims to uncover causal structure among a set of variables. Score-based approaches mainly focus on searching for the best Directed Acyclic Graph (DAG) based on a predefined score function. However, most of them are not…
Acyclic digraphs are the underlying representation of Bayesian networks, a widely used class of probabilistic graphical models. Learning the underlying graph from data is a way of gaining insights about the structural properties of a…
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…
Transformer models have recently gained popularity in graph representation learning as they have the potential to learn complex relationships beyond the ones captured by regular graph neural networks. The main research question is how to…
Random directed acyclic graphs (DAGs) based on imposing an order on Erd\H{o}s-R\'enyi and scale free random graphs are widely used for evaluating causal discovery algorithms. We show that in such DAGs, the set of nodes reachable via open…
This paper presents a new approach to automatically discovering accurate models of complex time series data. Working within a Bayesian nonparametric prior over a symbolic space of Gaussian process time series models, we present a novel…