Related papers: Bayesian Inference for High-dimensional Time Serie…

Bayesian networks represent relations between variables using a directed acyclic graph (DAG). Learning the DAG is an NP-hard problem and exact learning algorithms are feasible only for small sets of variables. We propose two scalable…

Bayesian networks, with structure given by a directed acyclic graph (DAG), are a popular class of graphical models. However, learning Bayesian networks from discrete or categorical data is particularly challenging, due to the large…

A Bayesian Network is a directed acyclic graph (DAG) on a set of $n$ random variables (the vertices); a Bayesian Network Distribution (BND) is a probability distribution on the random variables that is Markovian on the graph. A finite…

Multivariate functional data arise in a wide range of applications. One fundamental task is to understand the causal relationships among these functional objects of interest, which has not yet been fully explored. In this article, we…

Causal inference methods for observational data are increasingly recognized as a valuable complement to randomized clinical trials (RCTs). They can, under strong assumptions, emulate RCTs or help refine their focus. Our approach to causal…

In this paper, we propose a novel inference method for dynamic genetic networks which makes it possible to face with a number of time measurements n much smaller than the number of genes p. The approach is based on the concept of low order…

Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated units focuses on the impacts of interventions using…

Real causal processes may contain feedback loops and change over time. In this paper, we model cycles and non-stationary distributions using a mixture of directed acyclic graphs (DAGs). We then study the conditional independence (CI)…

Identifying patterns of relations among the units of a complex system from measurements of their activities in time is a fundamental problem with many practical applications. Here, we introduce a method that detects dependencies of any…

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

The traditional two-stage approach to causal inference first identifies a single causal model (or equivalence class of models), which is then used to answer causal queries. However, this neglects any epistemic model uncertainty. In…

Bayesian causal structure learning aims to learn a posterior distribution over directed acyclic graphs (DAGs), and the mechanisms that define the relationship between parent and child variables. By taking a Bayesian approach, it is possible…

Deterministic variables are variables that are fully explained by one or more parent variables. They commonly arise when a variable has been algebraically constructed from one or more parent variables, as with composite variables, and in…

Learning the structure of Directed Acyclic Graphs (DAGs) presents a significant challenge due to the vast combinatorial search space of possible graphs, which scales exponentially with the number of nodes. Recent advancements have redefined…

Learning the structure of causal directed acyclic graphs (DAGs) is useful in many areas of machine learning and artificial intelligence, with wide applications. However, in the high-dimensional setting, it is challenging to obtain good…

A directed acyclic graph (DAG) provides valuable prior knowledge that is often discarded in regression tasks in machine learning. We show that the independences arising from the presence of collider structures in DAGs provide meaningful…

Modeling complex spatiotemporal dependencies in correlated traffic series is essential for traffic prediction. While recent works have shown improved prediction performance by using neural networks to extract spatiotemporal correlations,…

In causal graphical models based on directed acyclic graphs (DAGs), directed paths represent causal pathways between the corresponding variables. The variable at the beginning of such a path is referred to as an ancestor of the variable at…

Background: In epidemiology, causal inference and prediction modeling methodologies have been historically distinct. Directed Acyclic Graphs (DAGs) are used to model a priori causal assumptions and inform variable selection strategies for…

We consider the problem of recovering the true causal structure among a set of variables, generated by a linear acyclic structural equation model (SEM) with the error terms being independent, not necessarily Gaussian, and having equal…