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We study causal discovery from a single observed sequence of discrete events generated by a stochastic process, as encountered in vehicle logs, manufacturing systems, or patient trajectories. This regime is particularly challenging due to…

Machine Learning · Computer Science 2026-03-18 Hugo Math , Rainer Lienhart

Coarse-graining or model reduction is a term describing a range of approaches used to extend the time-scale of molecular simulations by reducing the number of degrees of freedom. In the context of molecular simulation, standard…

Dynamical Systems · Mathematics 2023-11-14 Thomas Hudson , Xingjie Helen Li

Stein Variational Gradient Descent (SVGD) is a nonparametric particle-based deterministic sampling algorithm. Despite its wide usage, understanding the theoretical properties of SVGD has remained a challenging problem. For sampling from a…

Statistics Theory · Mathematics 2023-10-31 Tianle Liu , Promit Ghosal , Krishnakumar Balasubramanian , Natesh S. Pillai

Recent advances in the fields of robotics and automation have spurred significant interest in robust state estimation. To enable robust state estimation, several methodologies have been proposed. One such technique, which has shown…

Signal Processing · Electrical Eng. & Systems 2019-10-15 Ryan M. Watson , Jason N. Gross , Clark N. Taylor , Robert C. Leishman

Learning identifiable representations in deep generative models remains a fundamental challenge, particularly for sequential data with regime-switching dynamics. Existing approaches establish identifiability under restrictive assumptions,…

Machine Learning · Statistics 2026-05-08 Carles Balsells-Rodas , Zhengrui Xiang , Xavier Sumba , Yingzhen Li

Causal effect estimation (CEE) provides a crucial tool for predicting the unobserved counterfactual outcome for an entity. As CEE relaxes the requirement for ``perfect'' counterfactual samples (e.g., patients with identical attributes and…

Machine Learning · Computer Science 2024-11-19 Hechuan Wen , Tong Chen , Guanhua Ye , Li Kheng Chai , Shazia Sadiq , Hongzhi Yin

Understanding how generative models represent and transform data is a foundational problem in deep learning interpretability. While mechanistic interpretability of discriminative architectures has yielded substantial insights, relatively…

Machine Learning · Computer Science 2026-04-07 Dip Roy , Rajiv Misra , Sanjay Kumar Singh , Anisha Roy

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…

Machine Learning · Computer Science 2022-11-30 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

Current causal discovery approaches require restrictive model assumptions in the absence of interventional data to ensure structure identifiability. These assumptions often do not hold in real-world applications leading to a loss of…

Machine Learning · Statistics 2025-06-25 Anish Dhir , Ruby Sedgwick , Avinash Kori , Ben Glocker , Mark van der Wilk

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

Machine Learning · Computer Science 2021-11-01 Son Nguyen , Duong Nguyen , Khai Nguyen , Khoat Than , Hung Bui , Nhat Ho

Stochastic differential equations (SDEs) are popular tools to analyse time series data in many areas, such as mathematical finance, physics, and biology. They provide a mechanistic description of the phenomeon of interest, and their…

Methodology · Statistics 2021-02-01 Théo Michelot , Richard Glennie , Catriona Harris , Len Thomas

Detecting and quantifying causality is a focal topic in the fields of science, engineering, and interdisciplinary studies. However, causal studies on non-intervention systems attract much attention but remain extremely challenging.…

Machine Learning · Computer Science 2026-04-23 Jifan Shi , Yang Li , Juan Zhao , Siyang Leng , Rui Bao , Kazuyuki Aihara , Luonan Chen , Wei Lin

Variational Autoencoders (VAEs) provide a theoretically-backed and popular framework for deep generative models. However, learning a VAE from data poses still unanswered theoretical questions and considerable practical challenges. In this…

Machine Learning · Computer Science 2020-06-01 Partha Ghosh , Mehdi S. M. Sajjadi , Antonio Vergari , Michael Black , Bernhard Schölkopf

We design a variational state estimation (VSE) method that provides a closed-form Gaussian posterior of an underlying complex dynamical process from (noisy) nonlinear measurements. The complex process is model-free. That is, we do not have…

Signal Processing · Electrical Eng. & Systems 2026-01-30 Gustav Norén , Anubhab Ghosh , Fredrik Cumlin , Saikat Chatterjee

We discuss a Bayesian formulation to coarse-graining (CG) of PDEs where the coefficients (e.g. material parameters) exhibit random, fine scale variability. The direct solution to such problems requires grids that are small enough to resolve…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

The phenomenon of critical slowing down (CSD) has played a key role in the search for reliable precursors of catastrophic regime shifts. This is caused by its presence in a generic class of bifurcating dynamical systems. Simple time-series…

Probability · Mathematics 2026-02-10 Paolo Bernuzzi , Christian Kuehn , Andreas Morr

Complex spatiotemporal dynamics of physicochemical processes are often modeled at a microscopic level (through e.g. atomistic, agent-based or lattice models) based on first principles. Some of these processes can also be successfully…

This work introduces the Efficient Transformed Gaussian Process (ETGP), a new way of creating C stochastic processes characterized by: 1) the C processes are non-stationary, 2) the C processes are dependent by construction without needing a…

Machine Learning · Computer Science 2022-06-01 Juan Maroñas , Daniel Hernández-Lobato

Although variational autoencoders (VAEs) represent a widely influential deep generative model, many aspects of the underlying energy function remain poorly understood. In particular, it is commonly believed that Gaussian encoder/decoder…

Machine Learning · Computer Science 2019-10-31 Bin Dai , David Wipf

Causal inference methods are widely applied in various decision-making domains such as precision medicine, optimal policy and economics. Central to these applications is the treatment effect estimation of intervention strategies. Current…

Artificial Intelligence · Computer Science 2021-05-28 Tri Dung Duong , Qian Li , Guandong Xu