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This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

Score-based diffusion models provide a powerful way to model images using the gradient of the data distribution. Leveraging the learned score function as a prior, here we introduce a way to sample data from a conditional distribution given…

Image and Video Processing · Electrical Eng. & Systems 2022-07-19 Hyungjin Chung , Jong Chul Ye

Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the…

Machine Learning · Computer Science 2019-07-02 Rohit Bhattacharya , Daniel Malinsky , Ilya Shpitser

Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…

Methodology · Statistics 2017-04-11 Alex Tank , Emily B. Fox , Ali Shojaie

Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an…

Methodology · Statistics 2022-07-25 Debo Cheng , Jiuyong Li , Lin Liu , Jiji Zhang , Jixue Liu , Thuc Duy Le

Two of the principle tasks of causal inference are to define and estimate the effect of a treatment on an outcome of interest. Formally, such treatment effects are defined as a possibly functional summary of the data generating…

Statistics Theory · Mathematics 2023-01-26 Herbert Susmann , Antoine Chambaz

Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are…

Machine Learning · Computer Science 2025-10-15 Huiyang Yi , Yanyan He , Duxin Chen , Mingyu Kang , He Wang , Wenwu Yu

Learning directed acyclic graphs using both observational and interventional data is now a fundamentally important problem due to recent technological developments in genomics that generate such single-cell gene expression data at a very…

Methodology · Statistics 2018-04-05 Yuhao Wang , Liam Solus , Karren Dai Yang , Caroline Uhler

Abstractions of causal models allow for the coarsening of models such that relations of cause and effect are preserved. Whereas abstractions focus on the relation between two models, in this paper we study a framework for causal embeddings…

Artificial Intelligence · Computer Science 2026-03-02 Willem Schooltink , Fabio Massimo Zennaro

We present a new algorithm for amortized inference in sparse probabilistic graphical models (PGMs), which we call $\Delta$-amortized inference ($\Delta$-AI). Our approach is based on the observation that when the sampling of variables in a…

Amortized simulator-based inference offers a powerful framework for tackling Bayesian inference in computational fields such as engineering or neuroscience, increasingly leveraging modern generative methods like diffusion models to map…

The inference of the causal relationship between a pair of observed variables is a fundamental problem in science, and most existing approaches are based on one single causal model. In practice, however, observations are often collected…

Machine Learning · Statistics 2018-11-13 Shoubo Hu , Zhitang Chen , Vahid Partovi Nia , Laiwan Chan , Yanhui Geng

In order to improve the fault diagnosis capability of multivariate statistical methods, this article introduces a fault isolation framework based on structured sparsity modeling. The developed method relies on the reconstruction based…

Applications · Statistics 2020-12-22 Wei Chen , Jiusun Zeng , Xiaobin Xu , Shihua Luo , Chuanhou Gao

Unobserved confounding is a fundamental challenge for estimating causal effects. To address unobserved confounding, recent literature has turned to two different approaches -- proxy variables and the use of multiple treatments. The first…

Methodology · Statistics 2026-05-20 Aytijhya Saha , Stephen Bates , Devavrat Shah

In this note we explore a fully unsupervised deep-learning framework for simulating non-linear structural equation models from observational training data. The main contribution of this note is an architecture for applying moment-matching…

Machine Learning · Statistics 2020-07-28 Michael Park

Algorithms with predictions is a growing area that aims to leverage machine-learned predictions to design faster beyond-worst-case algorithms. In this paper, we use this framework to design a learned data structure for the incremental…

Data Structures and Algorithms · Computer Science 2026-04-30 Ronald Deng , Samuel McCauley , Aidin Niaparast , Helia Niaparast , Bennett Ptak , Shirel Quintanilla , Shikha Singh , Nathan Vosburg

Machine learning approaches commonly rely on the assumption of independent and identically distributed (i.i.d.) data. In reality, however, this assumption is almost always violated due to distribution shifts between environments. Although…

Machine Learning · Computer Science 2022-10-18 Ronan Perry , Julius von Kügelgen , Bernhard Schölkopf

Penalized transformation models (PTMs) are a semiparametric location-scale regression family that estimate a response's conditional distribution directly from the data, and model the location and scale through structured additive…

Methodology · Statistics 2025-09-22 Johannes Brachem , Paul F. V. Wiemann , Thomas Kneib

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

Targeted and uniform interventions to a system are crucial for unveiling causal relationships. While several methods have been developed to leverage interventional data for causal structure learning, their practical application in…

Machine Learning · Computer Science 2025-05-20 Mathieu Chevalley , Patrick Schwab , Arash Mehrjou
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