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In recent years, causal modelling has been used widely to improve generalization and to provide interpretability in machine learning models. To determine cause-effect relationships in the absence of a randomized trial, we can model causal…

Machine Learning · Computer Science 2021-06-03 Rohan Giriraj , Sinnu Susan Thomas

The invariance properties of interventional distributions relative to the observational distribution, and how these properties allow us to refine Markov equivalence classes (MECs) of DAGs, is central to causal DAG discovery algorithms that…

Statistics Theory · Mathematics 2020-06-09 Liam Solus

The posteriors over neural network weights are high dimensional and multimodal. Each mode typically characterizes a meaningfully different representation of the data. We develop Cyclical Stochastic Gradient MCMC (SG-MCMC) to automatically…

Machine Learning · Computer Science 2020-05-13 Ruqi Zhang , Chunyuan Li , Jianyi Zhang , Changyou Chen , Andrew Gordon Wilson

Many probabilistic models of interest in scientific computing and machine learning have expensive, black-box likelihoods that prevent the application of standard techniques for Bayesian inference, such as MCMC, which would require access to…

Machine Learning · Statistics 2018-11-30 Luigi Acerbi

We propose a novel score-based causal discovery method, named ABIC LiNGAM, which extends the linear non-Gaussian acyclic model (LiNGAM) framework to address the challenges of causal structure estimation in scenarios involving unmeasured…

Methodology · Statistics 2025-01-23 Yoshimitsu Morinishi , Shohei Shimizu

Bayesian causal discovery benefits from prior information elicited from domain experts, and in heterogeneous domains any prior knowledge would be badly needed. However, so far prior elicitation approaches have assumed a single causal graph…

Machine Learning · Computer Science 2026-04-30 Zachris Björkman , Jorge Loría , Sophie Wharrie , Samuel Kaski

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

Recently continuous relaxations have been proposed in order to learn Directed Acyclic Graphs (DAGs) from data by backpropagation, instead of using combinatorial optimization. However, a number of techniques for fully discrete…

Machine Learning · Computer Science 2022-10-28 Andrew J. Wren , Pasquale Minervini , Luca Franceschi , Valentina Zantedeschi

An acyclic causal structure can be described with directed acyclic graph (DAG), where arrows indicate the possibility of direct causation. The task of learning this structure from data is known as "causal discovery." Diverse populations or…

Machine Learning · Computer Science 2024-10-17 Bijan Mazaheri , Spencer Gordon , Yuval Rabani , Leonard Schulman

The combinatorial search space presents a significant challenge to learning causality from data. Recently, the problem has been formulated into a continuous optimization framework with an acyclicity constraint, allowing for the exploration…

Machine Learning · Computer Science 2022-04-04 Hristo Petkov , Colin Hanley , Feng Dong

We establish a novel framework for learning a directed acyclic graph (DAG) when data are generated from a Gaussian, linear structural equation model. It consists of two parts: (1) introduce a permutation matrix as a new parameter within a…

Machine Learning · Statistics 2021-07-06 Aramayis Dallakyan , Mohsen Pourahmadi

Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is considered the gold standard for Bayesian inference in large-scale models, such as Bayesian neural networks. Since practitioners face speed versus accuracy tradeoffs in these models,…

Machine Learning · Computer Science 2022-07-19 Antonios Alexos , Alex Boyd , Stephan Mandt

Bayesian experimental design (BED) is to answer the question that how to choose designs that maximize the information gathering. For implicit models, where the likelihood is intractable but sampling is possible, conventional BED methods…

Machine Learning · Computer Science 2021-03-16 Jiaxin Zhang , Sirui Bi , Guannan Zhang

We address the problem of causal discovery from data, making use of the recently proposed causal modeling framework of modular structural causal models (mSCM) to handle cycles, latent confounders and non-linearities. We introduce…

Machine Learning · Statistics 2022-08-31 Patrick Forré , Joris M. Mooij

We study the problem of automatically discovering Granger causal relations from observational multivariate time-series data.Vector autoregressive (VAR) models have been time-tested for this problem, including Bayesian variants and more…

Machine Learning · Computer Science 2024-05-27 He Zhao , Vassili Kitsios , Terence J. O'Kane , Edwin V. Bonilla

We develop a scalable deep non-parametric generative model by augmenting deep Gaussian processes with a recognition model. Inference is performed in a novel scalable variational framework where the variational posterior distributions are…

Machine Learning · Computer Science 2016-03-02 Zhenwen Dai , Andreas Damianou , Javier González , Neil Lawrence

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

Assessing the accuracy of the output of causal discovery algorithms is crucial in developing and comparing novel methods. Common evaluation metrics such as the structural Hamming distance are useful for assessing individual links of causal…

Methodology · Statistics 2025-04-07 Jonas Wahl , Jakob Runge

Graphs are expressive abstractions representing more effectively relationships in data and enabling data science tasks. They are also a widely adopted paradigm in causal inference focusing on causal directed acyclic graphs. Causal DAGs…

Databases · Computer Science 2024-12-19 Amedeo Pachera , Mattia Palmiotto , Angela Bonifati , Andrea Mauri

Understanding the causal relationships between data variables can provide crucial insights into the construction of tabular datasets. Most existing causality learning methods typically focus on applying a single identifiable causal model,…

Machine Learning · Computer Science 2026-04-07 Hristo Petkov , Calum MacLellan , Feng Dong
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