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We introduce graphical time series models for the analysis of dynamic relationships among variables in multivariate time series. The modelling approach is based on the notion of strong Granger causality and can be applied to time series…

Statistics Theory · Mathematics 2011-07-18 Michael Eichler

Causal processes in biomedicine may contain cycles, evolve over time or differ between populations. However, many graphical models cannot accommodate these conditions. We propose to model causation using a mixture of directed cyclic graphs…

Machine Learning · Statistics 2020-09-08 Eric V. Strobl

Directed acyclic graph (DAG) learning is a central task in structure discovery and causal inference. Although the field has witnessed remarkable advances over the past few years, it remains statistically and computationally challenging to…

Machine Learning · Statistics 2026-02-09 Ryan Thompson , Edwin V. Bonilla , Robert Kohn

We consider a binary response which is potentially affected by a set of continuous variables. Of special interest is the causal effect on the response due to an intervention on a specific variable. The latter can be meaningfully determined…

Methodology · Statistics 2020-09-11 Federico Castelletti , Guido Consonni

We present a novel form of Fourier analysis, and associated signal processing concepts, for signals (or data) indexed by edge-weighted directed acyclic graphs (DAGs). This means that our Fourier basis yields an eigendecomposition of a…

Signal Processing · Electrical Eng. & Systems 2025-01-29 Bastian Seifert , Chris Wendler , Markus Püschel

The use of directed acyclic graphs (DAGs) to represent conditional independence relations among random variables has proved fruitful in a variety of ways. Recursive structural equation models are one kind of DAG model. However,…

Artificial Intelligence · Computer Science 2013-02-21 Peter L. Spirtes

Structural learning of directed acyclic graphs (DAGs) or Bayesian networks has been studied extensively under the assumption that data are independent. We propose a new Gaussian DAG model for dependent data which assumes the observations…

Machine Learning · Statistics 2021-07-30 Hangjian Li , Oscar Hernan Madrid Padilla , Qing Zhou

Estimating the structure of Bayesian networks as directed acyclic graphs (DAGs) from observational data is a fundamental challenge, particularly in causal discovery. Bayesian approaches excel by quantifying uncertainty and addressing…

Machine Learning · Computer Science 2026-02-17 Edwin V. Bonilla , Pantelis Elinas , He Zhao , Maurizio Filippone , Vassili Kitsios , Terry O'Kane

We consider the problem of learning the underlying causal structure among a set of variables, which are assumed to follow a Bayesian network or, more specifically, a linear recursive structural equation model (SEM) with the associated…

Statistics Theory · Mathematics 2025-08-05 Anamitra Chaudhuri , Anirban Bhattacharya , Yang Ni

The causal dependence in data is often characterized by Directed Acyclic Graphical (DAG) models, widely used in many areas. Causal discovery aims to recover the DAG structure using observational data. This paper focuses on causal discovery…

Machine Learning · Computer Science 2024-06-12 Boxin Zhao , Weishi Wang , Dingyuan Zhu , Ziqi Liu , Dong Wang , Zhiqiang Zhang , Jun Zhou , Mladen Kolar

The estimator of a causal directed acyclic graph (DAG) with the PC algorithm is known to be consistent based on independent and identically distributed samples. In this paper, we consider the scenario when the multivariate samples are…

Methodology · Statistics 2023-11-07 Rahul Biswas , Somabha Mukherjee

Directed acyclic graphs (DAGs) are commonly used to model causal relationships among random variables. In general, learning the DAG structure is both computationally and statistically challenging. Moreover, without additional information,…

Machine Learning · Statistics 2024-03-26 Ali Shojaie , Wenyu Chen

The fields of time series and graphical models emerged and advanced separately. Previous work on the structure learning of continuous and real-valued time series utilizes the time domain, with a focus on either structural autoregressive…

Computation · Statistics 2023-04-18 Aramayis Dallakyan

Causal inference is a critical task across fields such as healthcare, economics, and the social sciences. While recent advances in machine learning, especially those based on the deep-learning architectures, have shown potential in…

Machine Learning · Statistics 2024-12-30 Manqing Liu , David R. Bellamy , Andrew L. Beam

We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone…

Machine Learning · Computer Science 2023-01-31 Song Wei , Yao Xie , Christopher S. Josef , Rishikesan Kamaleswaran

We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone…

Machine Learning · Computer Science 2023-09-27 Song Wei , Yao Xie , Christopher S. Josef , Rishikesan Kamaleswaran

Bayesian networks are a widely-used class of probabilistic graphical models capable of representing symmetric conditional independence between variables of interest using the topology of the underlying graph. For categorical variables, they…

Machine Learning · Statistics 2022-10-07 Gherardo Varando , Federico Carli , Manuele Leonelli

Directed acyclic graphs (DAGs) are a class of graphs commonly used in practice, with examples that include electronic circuits, Bayesian networks, and neural architectures. While many effective encoders exist for DAGs, it remains…

Machine Learning · Computer Science 2025-05-30 Michael Sun , Orion Foo , Gang Liu , Wojciech Matusik , Jie Chen

We propose a joint order-based scoring framework for causal structure learning of directed acyclic graph (DAG) models under heterogeneous data settings. We show that leveraging heterogeneity improves the accuracy of causal ordering…

Methodology · Statistics 2026-05-18 Hyunwoong Chang , Fariha Taskin

Recent work on causal abstraction, in particular graphical approaches focusing on causal structure between clusters of variables, aims to summarize a high-dimensional causal structure in terms of a low-dimensional one. Existing methods for…

Machine Learning · Statistics 2026-05-12 Francisco Madaleno , Francisco C Pereira , Alex Markham