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Independent component analysis (ICA) has become a standard data analysis technique applied to an array of problems in signal processing and machine learning. This tutorial provides an introduction to ICA based on linear algebra formulating…

Machine Learning · Computer Science 2014-04-14 Jonathon Shlens

We show that density models describing multiple observables with (i) hard boundaries and (ii) dependence on external parameters may be created using an auto-regressive Gaussian mixture model. The model is designed to capture how observable…

Data Analysis, Statistics and Probability · Physics 2022-02-01 Stephen B. Menary , Darren D. Price

Causal discovery is challenging in general dynamical systems because, without strong structural assumptions, the underlying causal graph may not be identifiable even from interventional data. However, many real-world systems exhibit…

Machine Learning · Computer Science 2026-04-07 Panayiotis Panayiotou , Özgür Şimşek

Causal representation learning is the task of identifying the underlying causal variables and their relations from high-dimensional observations, such as images. Recent work has shown that one can reconstruct the causal variables from…

Machine Learning · Computer Science 2023-03-09 Phillip Lippe , Sara Magliacane , Sindy Löwe , Yuki M. Asano , Taco Cohen , Efstratios Gavves

Our recent work lays out a general framework for inferring information about the parameters and associated dynamics of a differential equation model from a discrete set of data points collected from the system being modeled. Rigorous…

Dynamical Systems · Mathematics 2022-09-29 Xiaoyu Duan , Jonathan E Rubin , David Swigon

Independent component analysis (ICA) is a cornerstone of modern data analysis. Its goal is to recover a latent random vector S with independent components from samples of X=AS where A is an unknown mixing matrix. Critically, all existing…

Machine Learning · Statistics 2018-04-04 Nilin Abrahamsen , Philippe Rigollet

We study the problem of learning robust discriminative representations of causally related latent variables given the underlying causal graph and a training set comprising passively collected observational data and interventional data…

Machine Learning · Computer Science 2025-12-16 Gautam Sreekumar , Vishnu Naresh Boddeti

Modeling dynamical systems is important in many disciplines, e.g., control, robotics, or neurotechnology. Commonly the state of these systems is not directly observed, but only available through noisy and potentially high-dimensional…

Machine Learning · Statistics 2014-10-29 Niklas Wahlström , Thomas B. Schön , Marc Peter Deisenroth

Increasingly stringent performance requirements for motion control necessitate the use of increasingly detailed models of the system behavior. Motion systems inherently move, therefore, spatio-temporal models of the flexible dynamics are…

Systems and Control · Computer Science 2020-03-02 Robbert Voorhoeve , Robin de Rozario , Wouter Aangenent , Tom Oomen

As the growing demand for long sequence time-series forecasting in real-world applications, such as electricity consumption planning, the significance of time series forecasting becomes increasingly crucial across various domains. This is…

Machine Learning · Computer Science 2024-10-01 Wentao Gao , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le , Debo Cheng , Yanchang Zhao , Yun Chen

From observational data alone, a causal DAG is only identifiable up to Markov equivalence. Interventional data generally improves identifiability; however, the gain of an intervention strongly depends on the intervention target, that is,…

Methodology · Statistics 2014-06-03 Alain Hauser , Peter Bühlmann

Identifiability is a necessary condition for successful parameter estimation of dynamic system models. A major component of identifiability analysis is determining the identifiable parameter combinations, the functional forms for the…

Quantitative Methods · Quantitative Biology 2013-10-07 Marisa C. Eisenberg , Michael A. L. Hayashi

The ability to answer causal questions is crucial in many domains, as causal inference allows one to understand the impact of interventions. In many applications, only a single intervention is possible at a given time. However, in some…

Machine Learning · Statistics 2022-10-12 Olivier Jeunen , Ciarán M. Gilligan-Lee , Rishabh Mehrotra , Mounia Lalmas

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

We study the generic identifiability of causal effects in linear non-Gaussian acyclic models (LiNGAM) with latent variables. We consider the problem in two main settings: When the causal graph is known a priori, and when it is unknown. In…

Machine Learning · Statistics 2024-06-05 Daniele Tramontano , Yaroslav Kivva , Saber Salehkaleybar , Mathias Drton , Negar Kiyavash

We study causal discovery from observational data in linear Gaussian systems affected by \emph{mixed latent confounding}, where some unobserved factors act broadly across many variables while others influence only small subsets. This…

Machine Learning · Computer Science 2026-01-01 Amir Asiaee , Samhita Pal , James O'quinn , James P. Long

Unobserved confounding presents a major threat to causal inference from observational studies. Recently, several authors suggest that this problem may be overcome in a shared confounding setting where multiple treatments are independent…

Methodology · Statistics 2020-11-25 Dehan Kong , Shu Yang , Linbo Wang

We study identifiability in continuous-time linear stationary stochastic differential equations with known causal structure. Unlike existing approaches, we relax the assumption of a known diffusion matrix, thereby respecting the model's…

Statistics Theory · Mathematics 2026-03-10 Gijs van Seeventer , Saber Salehkaleybar

We provide explicit, finite-sample guarantees for learning causal representations from data with a sublinear number of environments. Causal representation learning seeks to provide a rigourous foundation for the general representation…

Machine Learning · Statistics 2026-03-30 Inbeom Lee , Tongtong Jin , Bryon Aragam

In this paper, we examine identification in dynamic panel logit models with state dependence, a first-order Markov feedback process, and individual unobserved heterogeneity by introducing sufficient statistics for the feedback process and…

Econometrics · Economics 2026-05-04 Sukgyu Shin