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The ability to estimate joint, conditional and marginal probability distributions over some set of variables is of great utility for many common machine learning tasks. However, estimating these distributions can be challenging,…

Machine Learning · Computer Science 2018-09-20 Andrew Skabar

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

Causal inference from observational data plays critical role in many applications in trustworthy machine learning. While sound and complete algorithms exist to compute causal effects, many of them assume access to conditional likelihoods,…

Machine Learning · Computer Science 2024-11-04 Md Musfiqur Rahman , Matt Jordan , Murat Kocaoglu

In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…

Methodology · Statistics 2022-11-24 Jaime Roquero Gimenez , Dominik Rothenhäusler

Probabilistic inference in graphical models is the task of computing marginal and conditional densities of interest from a factorized representation of a joint probability distribution. Inference algorithms such as variable elimination and…

Machine Learning · Computer Science 2012-02-20 Ilya Shpitser , Thomas S. Richardson , James M. Robins

We consider the problem of identifying the causal direction between two discrete random variables using observational data. Unlike previous work, we keep the most general functional model but make an assumption on the unobserved exogenous…

Artificial Intelligence · Computer Science 2016-11-16 Murat Kocaoglu , Alexandros G. Dimakis , Sriram Vishwanath , Babak Hassibi

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

Existing identification results in proximal causal inference often focus on marginal interventional distributions using standard outcome or treatment bridge functions. These methods do not generally identify joint interventional…

Methodology · Statistics 2026-05-20 Constantin Schott

In the propositional setting, the marginal problem is to find a (maximum-entropy) distribution that has some given marginals. We study this problem in a relational setting and make the following contributions. First, we compare two…

Artificial Intelligence · Computer Science 2018-04-26 Ondrej Kuzelka , Yuyi Wang , Jesse Davis , Steven Schockaert

Given two discrete random variables $X$ and $Y,$ with probability distributions ${\bf p}=(p_1, \ldots , p_n)$ and ${\bf q}=(q_1, \ldots , q_m)$, respectively, denote by ${\cal C}({\bf p}, {\bf q})$ the set of all couplings of ${\bf p}$ and…

Information Theory · Computer Science 2019-01-24 Ferdinando Cicalese , Luisa Gargano , Ugo Vaccaro

Exponential models of distributions are widely used in machine learning for classiffication and modelling. It is well known that they can be interpreted as maximum entropy models under empirical expectation constraints. In this work, we…

Machine Learning · Computer Science 2012-07-19 Amir Globerson , Naftali Tishby

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…

Methodology · Statistics 2023-02-06 Dimitris Bertsimas , Kosuke Imai , Michael Lingzhi Li

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

The gold standard for discovering causal relations is by means of experimentation. Over the last decades, alternative methods have been proposed that can infer causal relations between variables from certain statistical patterns in purely…

Machine Learning · Computer Science 2020-08-21 Joris M. Mooij , Sara Magliacane , Tom Claassen

We consider causal models with two observed variables and one latent variables, each variable being discrete, with the goal of characterizing the possible distributions on outcomes that can result from controlling one of the observed…

Information Theory · Computer Science 2021-03-05 Kevin Shu

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

Causal representation learning seeks to extract high-level latent factors from low-level sensory data. Most existing methods rely on observational data and structural assumptions (e.g., conditional independence) to identify the latent…

Machine Learning · Statistics 2024-02-26 Kartik Ahuja , Divyat Mahajan , Yixin Wang , Yoshua Bengio

We address the problem of integrating data from multiple, possibly biased, observational and interventional studies, to eventually compute counterfactuals in structural causal models. We start from the case of a single observational dataset…

Artificial Intelligence · Computer Science 2023-03-17 Marco Zaffalon , Alessandro Antonucci , David Huber , Rafael Cabañas

Learning a causal directed acyclic graph from data is a challenging task that involves solving a combinatorial problem for which the solution is not always identifiable. A new line of work reformulates this problem as a continuous…

Machine Learning · Computer Science 2020-11-05 Philippe Brouillard , Sébastien Lachapelle , Alexandre Lacoste , Simon Lacoste-Julien , Alexandre Drouin