Related papers: Faithlessness in Gaussian graphical models
Conditional independence in a multivariate normal (or Gaussian) distribution is characterized by the vanishing of subdeterminants of the distribution's covariance matrix. Gaussian conditional independence models thus correspond to algebraic…
Recursive linear structural equation models and the associated directed acyclic graphs (DAGs) play an important role in causal discovery. The classic identifiability result for this class of models states that when only observational data…
Despite recent success in using the invariance principle for out-of-distribution (OOD) generalization on Euclidean data (e.g., images), studies on graph data are still limited. Different from images, the complex nature of graphs poses…
Graphical models can represent a multivariate distribution in a convenient and accessible form as a graph. Causal models can be viewed as a special class of graphical models that not only represent the distribution of the observed system…
The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently…
We consider testing whether a set of Gaussian variables, selected from the data, is independent of the remaining variables. We assume that this set is selected via a very simple approach that is commonly used across scientific disciplines:…
Learning the causal structure that underlies data is a crucial step towards robust real-world decision making. The majority of existing work in causal inference focuses on determining a single directed acyclic graph (DAG) or a Markov…
We consider the problem of inferring the conditional independence graph (CIG) of a sparse, high-dimensional, stationary matrix-variate Gaussian time series. All past work on high-dimensional matrix graphical models assumes that independent…
Assuming a directed acyclic graph (DAG) that represents prior knowledge of causal relationships between variables is a common starting point for cause-effect estimation. Existing literature typically invokes hypothetical domain expert…
Graphical causal models led to the development of complete non-parametric identification theory in arbitrary structured systems, and general approaches to efficient inference. Nevertheless, graphical approaches to causal inference have not…
Describing the causal relations governing a system is a fundamental task in many scientific fields, ideally addressed by experimental studies. However, obtaining data under intervention scenarios may not always be feasible, while…
We show that one can perform causal inference in a natural way for continuous-time scenarios using tools from stochastic analysis. This provides new alternatives to the positivity condition for inverse probability weighting. The probability…
Learning causal relations from observational data is a fundamental problem with wide-ranging applications across many fields. Constraint-based methods infer the underlying causal structure by performing conditional independence tests.…
We consider the problem of inferring the conditional independence graph (CIG) of a sparse, high-dimensional stationary multivariate Gaussian time series. A sparse-group lasso-based frequency-domain formulation of the problem based on…
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…
Learning the structure of dependence relations between variables is a pervasive issue in the statistical literature. A directed acyclic graph (DAG) can represent a set of conditional independences, but different DAGs may encode the same set…
We study submodels of Gaussian DAG models defined by partial homogeneity constraints imposed on the model error variances and structural coefficients. We represent these models with colored DAGs and investigate their properties for use in…
Causality is essential for understanding complex systems, such as the economy, the brain, and the climate. Constructing causal graphs often relies on either data-driven or expert-driven approaches, both fraught with challenges. The former…
The statistical dependencies which independent component analysis (ICA) cannot remove often provide rich information beyond the linear independent components. It would thus be very useful to estimate the dependency structure from data.…
Learning causal relationships between variables is a fundamental task in causal inference and directed acyclic graphs (DAGs) are a popular choice to represent the causal relationships. As one can recover a causal graph only up to its Markov…