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Many real-world decision-making tasks require learning causal relationships between a set of variables. Traditional causal discovery methods, however, require that all variables are observed, which is often not feasible in practical…

Methodology · Statistics 2023-06-27 Raj Agrawal , Chandler Squires , Neha Prasad , Caroline Uhler

We develop a novel method for detection of signals and reconstruction of images in the presence of random noise. The method uses results from percolation theory. We specifically address the problem of detection of multiple objects of…

Applications · Statistics 2013-12-02 Mikhail Langovoy , Michael Habeck , Bernhard Schölkopf

Scientific imaging often involves long acquisition times to obtain high-quality data, especially when probing complex, heterogeneous systems. However, reducing acquisition time to increase throughput inevitably introduces significant noise…

Artificial Intelligence · Computer Science 2025-05-14 Petrus H. Zwart , Tamas Varga , Odeta Qafoku , James A. Sethian

We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…

Probability · Mathematics 2017-08-02 Ying Hu , Shanjian Tang

We study the problem of estimation and testing in logistic regression with class-conditional noise in the observed labels, which has an important implication in the Positive-Unlabeled (PU) learning setting. With the key observation that the…

Methodology · Statistics 2020-08-14 Hyebin Song , Ran Dai , Garvesh Raskutti , Rina Foygel Barber

Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…

Probability · Mathematics 2022-05-12 Franco Flandoli , Umberto Pappalettera

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…

Machine Learning · Computer Science 2025-02-11 Xinshuai Dong , Ignavier Ng , Biwei Huang , Yuewen Sun , Songyao Jin , Roberto Legaspi , Peter Spirtes , Kun Zhang

The autoregressive time series model is a popular second-order stationary process, modeling a wide range of real phenomena. However, in applications, autoregressive signals are often corrupted by additive noise. Further, the autoregressive…

Methodology · Statistics 2025-12-09 Sayantan Banerjee , Agnieszka Wylomanska , Sundar S

The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are proposed. Asymptotic minimax and efficiency properties for…

Statistics Theory · Mathematics 2008-06-19 Ouerdia Arkoun , Serguei Pergamenchtchikov

This paper presents a model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly missing observations. We propose least-squares estimators…

Probability · Mathematics 2013-04-18 Benoîte de Saporta , Anne Gégout-Petit , Laurence Marsalle

Conditional auto-regressive (CAR) distributions are widely used to induce spatial dependence in the geographic analysis of areal data. These distributions establish multivariate dependence networks by defining conditional relationships…

Methodology · Statistics 2025-07-14 Miguel A. Martinez-Beneito , Aritz Adín , Tomás Goicoa , Lola Ugarte

We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

Machine Learning · Statistics 2017-09-19 Erik Bodin , Neill D. F. Campbell , Carl Henrik Ek

When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Andreas Gerhardus , Jonas Wahl , Jakob Runge

Noise-assisted transport phenomena highlight the nontrivial interplay between environmental effects and quantum coherence in achieving maximal efficiency. Due to the complexity of biochemical systems and their environments, effective open…

Accurately estimating nonlinear audio effects without access to paired input-output signals remains a challenging problem. This work studies unsupervised probabilistic approaches for solving this task. We introduce a method, novel for this…

Audio and Speech Processing · Electrical Eng. & Systems 2025-09-25 Eloi Moliner , Michal Švento , Alec Wright , Lauri Juvela , Pavel Rajmic , Vesa Välimäki

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2016-10-11 Mark D. Risser

Effective causal discovery is essential for learning the causal graph from observational data. The linear non-Gaussian acyclic model (LiNGAM) operates under the assumption of a linear data generating process with non-Gaussian noise in…

Machine Learning · Computer Science 2025-02-28 Hans Jarett J. Ong , Brian Godwin S. Lim , Renzo Roel P. Tan , Kazushi Ikeda

We study nonparametric estimation of the diffusion coefficient from discrete data, when the observations are blurred by additional noise. Such issues have been developed over the last 10 years in several application fields and in particular…

Statistics Theory · Mathematics 2011-12-30 Marc Hoffmann , Axel Munk , Johannes Schmidt-Hieber

We introduce causal geodesy, a framework for studying the landscape of stochastic interventions that lie between the two extremes of performing no intervention, and performing a sharp intervention that sets an exposure equal to a specific…

Methodology · Statistics 2025-08-13 Kyle Schindl , Larry Wasserman