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Independent component analysis provides a principled framework for unsupervised representation learning, with solid theory on the identifiability of the latent code that generated the data, given only observations of mixtures thereof.…

Machine Learning · Statistics 2022-02-10 Luigi Gresele , Julius von Kügelgen , Vincent Stimper , Bernhard Schölkopf , Michel Besserve

We explore the issues of identification for nonlinear Impulse Response Functions in nonlinear dynamic models and discuss the settings in which the problem can be mitigated. In particular, we introduce the nonlinear autoregressive…

Econometrics · Economics 2025-08-01 Christian Gourieroux , Quinlan Lee

Active learning is proposed for selection of the next operating points in the design of experiments, for identifying linear parameter-varying systems. We extend existing approaches found in literature to multiple-input multiple-output…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Robert Chin , Alejandro I. Maass , Nalika Ulapane , Chris Manzie , Iman Shames , Dragan Nešić , Jonathan E. Rowe , Hayato Nakada

Nonlinear independent component analysis (ICA) aims to uncover the true latent sources from their observable nonlinear mixtures. Despite its significance, the identifiability of nonlinear ICA is known to be impossible without additional…

Machine Learning · Computer Science 2023-11-03 Yujia Zheng , Kun Zhang

Independent component analysis (ICA) decomposes multivariate data into mutually independent components (ICs). The ICA model is subject to a constraint that at most one of these components is Gaussian, which is required for model…

Methodology · Statistics 2018-05-18 Ze Jin , Benjamin B. Risk , David S. Matteson

Latent component identification from unknown nonlinear mixtures is a foundational challenge in machine learning, with applications in tasks such as disentangled representation learning and causal inference. Prior work in nonlinear…

Machine Learning · Computer Science 2025-10-22 Hoang-Son Nguyen , Xiao Fu

While the identification of nonlinear dynamical systems is a fundamental building block of model-based reinforcement learning and feedback control, its sample complexity is only understood for systems that either have discrete states and…

Machine Learning · Statistics 2020-06-19 Horia Mania , Michael I. Jordan , Benjamin Recht

Compressive learning forms the exciting intersection between compressed sensing and statistical learning where one exploits forms of sparsity and structure to reduce the memory and/or computational complexity of the learning task. In this…

Machine Learning · Statistics 2021-10-18 Michael P. Sheehan , Mike E. Davies

Recent literature has shown how linear time-invariant (LTI) systems can be represented by trajectories features, that is relying on a single input-output (IO) data dictionary to span all possible system trajectories, as long as the input is…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Marcelo Menezes Morato , Julio Elias Normey-Rico , Olivier Sename

We establish conditions under which latent causal graphs are nonparametrically identifiable and can be reconstructed from unknown interventions in the latent space. Our primary focus is the identification of the latent structure in…

Machine Learning · Statistics 2023-11-06 Yibo Jiang , Bryon Aragam

One of the most common mistakes made when performing data analysis is attributing causal meaning to regression coefficients. Formally, a causal effect can only be computed if it is identifiable from a combination of observational data and…

Artificial Intelligence · Computer Science 2019-10-31 Daniel Kumor , Bryant Chen , Elias Bareinboim

In recent years, several methods have been proposed for the discovery of causal structure from non-experimental data (Spirtes et al. 2000; Pearl 2000). Such methods make various assumptions on the data generating process to facilitate its…

Machine Learning · Computer Science 2012-07-09 Shohei Shimizu , Aapo Hyvarinen , Yutaka Kano , Patrik O. Hoyer

Most approaches for assessing causality in complex dynamical systems fail when the interactions between variables are inherently non-linear and non-stationary. Here we introduce Temporal Autoencoders for Causal Inference (TACI), a…

Machine Learning · Computer Science 2024-06-06 Josuan Calderon , Gordon J. Berman

The goal of this article is to study fundamental mechanisms behind so-called indirect and direct data-driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two…

Systems and Control · Electrical Eng. & Systems 2024-04-30 Bowen Song , Andrea Iannelli

Constraint-based causal discovery methods leverage conditional independence tests to infer causal relationships in a wide variety of applications. Just as the majority of machine learning methods, existing work focuses on studying…

Machine Learning · Statistics 2024-05-27 Siyuan Guo , Viktor Tóth , Bernhard Schölkopf , Ferenc Huszár

Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

Methodology · Statistics 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert

We study the problem of learning causal representations from unknown, latent interventions in a general setting, where the latent distribution is Gaussian but the mixing function is completely general. We prove strong identifiability…

Machine Learning · Computer Science 2023-12-19 Simon Buchholz , Goutham Rajendran , Elan Rosenfeld , Bryon Aragam , Bernhard Schölkopf , Pradeep Ravikumar

Online system identification algorithms are widely used for monitoring, diagnostics and control by continuously adapting to time-varying dynamics. Typically, these algorithms consider a model structure that lacks parsimony and offers…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Koen Classens , Rodrigo A. González , Tom Oomen

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

Logical inference algorithms for conditional independence (CI) statements have important applications from testing consistency during knowledge elicitation to constraintbased structure learning of graphical models. We prove that the…

Artificial Intelligence · Computer Science 2012-05-14 Mathias Niepert