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Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications, the multivariate series exhibit variable-partitioned…

Methodology · Statistics 2026-04-09 Qin Fang , Xinghao Qiao , Zihan Wang

The inverse Gaussian (IG) is one of the most famous and considered distributions with positive support. We propose a convenient mode-based parameterization yielding the reparametrized IG (rIG) distribution; it allows/simplifies the use of…

Methodology · Statistics 2017-07-17 Antonio Punzo

We provide theoretical and empirical evidence for a type of asymmetry between causes and effects that is present when these are related via linear models contaminated with additive non-Gaussian noise. Assuming that the causes and the…

Machine Learning · Statistics 2016-02-23 Daniel Hernández-Lobato , Pablo Morales-Mombiela , David Lopez-Paz , Alberto Suárez

We consider the problem of structure recovery in a graphical model of a tree where some variables are latent. Specifically, we focus on the Gaussian case, which can be reformulated as a well-studied problem: recovering a semi-labeled tree…

Statistics Theory · Mathematics 2025-08-12 Luc Devroye , Gabor Lugosi , Piotr Zwiernik

Causal discovery from i.i.d. observational data is known to be generally ill-posed. We demonstrate that if we have access to the distribution {induced} by a structural causal model, and additional data from (in the best case) \textit{only…

Machine Learning · Statistics 2026-05-15 Francesco Montagna

We introduce the problem of active causal structure learning with advice. In the typical well-studied setting, the learning algorithm is given the essential graph for the observational distribution and is asked to recover the underlying…

Machine Learning · Computer Science 2023-06-01 Davin Choo , Themis Gouleakis , Arnab Bhattacharyya

We consider a new recursive structural equation model where all variables can be written as max-linear function of their parental node variables and independent noise variables. The model is max-linear in terms of the noise variables, and…

Probability · Mathematics 2017-02-07 Nadine Gissibl , Claudia Klüppelberg

The paper concerns the problem of predicting the effect of actions or interventions on a system from a combination of (i) statistical data on a set of observed variables, and (ii) qualitative causal knowledge encoded in the form of a…

Artificial Intelligence · Computer Science 2012-07-02 Carlos Brito , Judea Pearl

An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully…

Machine Learning · Statistics 2015-03-25 Henrik Nyman , Jie Xiong , Johan Pensar , Jukka Corander

Local causal discovery is of great practical significance, as there are often situations where the discovery of the global causal structure is unnecessary, and the interest lies solely on a single target variable. Most existing local…

Machine Learning · Computer Science 2024-03-25 Haoyue Dai , Ignavier Ng , Yujia Zheng , Zhengqing Gao , Kun Zhang

Directed Acyclic Graphs (DAGs) are solid structures used to describe and infer the dependencies among variables in multivariate scenarios. Having a thorough comprehension of the accurate DAG-generating model is crucial for causal discovery…

Methodology · Statistics 2024-09-09 S. Nazari , M. Arashi , A. Sadeghkhani

We consider the task of estimating a high-dimensional directed acyclic graph, given observations from a linear structural equation model with arbitrary noise distribution. By exploiting properties of common random graphs, we develop a new…

Machine Learning · Statistics 2019-12-30 Arjun Sondhi , Ali Shojaie

We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…

Statistics Theory · Mathematics 2019-04-23 Jeremiah Zhe Liu

We consider the problem of estimating an undirected Gaussian graphical model when the underlying distribution is multivariate totally positive of order 2 (MTP2), a strong form of positive dependence. Such distributions are relevant for…

Methodology · Statistics 2020-03-23 Yuhao Wang , Uma Roy , Caroline Uhler

In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…

Methodology · Statistics 2019-06-10 Ishfaq Shah Ahmad , Anwar Hassan , Peer Bilal Ahmad

Positive dependencies have been compared in the literature under rather strong assumptions such as equality of conditional distributions, exchangeability, or stationarity. We establish supermodular ordering results for distributions that…

Statistics Theory · Mathematics 2025-11-11 Jonathan Ansari , Moritz Ritter

The identification of the constrained dynamics of mechanical systems is often challenging. Learning methods promise to ease an analytical analysis, but require considerable amounts of data for training. We propose to combine insights from…

Machine Learning · Computer Science 2020-09-16 A. Rene Geist , Sebastian Trimpe

We investigate the task of learning causal structure in the presence of latent variables, including locating latent variables and determining their quantity, and identifying causal relationships among both latent and observed variables. To…

Machine Learning · Computer Science 2024-06-11 Feng Xie , Biwei Huang , Zhengming Chen , Ruichu Cai , Clark Glymour , Zhi Geng , Kun Zhang

The return distributions of the coherent noise model are studied for the system size independent case. It is shown that, in this case, these distributions are in the shape of q-Gaussians, which are the standard distributions obtained in…

Statistical Mechanics · Physics 2011-05-30 Ahmet Celikoglu , Ugur Tirnakli , Silvio M. Duarte Queiros

We investigate how the consistency relations of large-scale structures are modified when the initial density field is not Gaussian. We consider both scenarios where the primordial density field can be written as a nonlinear functional of a…

Cosmology and Nongalactic Astrophysics · Physics 2018-01-22 Patrick Valageas , Atsushi Taruya , Takahiro Nishimichi
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