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Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

Statistics Theory · Mathematics 2020-02-04 Jan van Waaij

This work aims to learn the directed acyclic graph (DAG) that captures the instantaneous dependencies underlying a multivariate time series. The observed data follow a linear structural vector autoregressive model (SVARM) with both…

Signal Processing · Electrical Eng. & Systems 2025-12-09 Samuel Rey , Gonzalo Mateos

This work considers sequential edge-promoting Bayesian experimental design for (discretized) linear inverse problems, exemplified by X-ray tomography. The process of computing a total variation type reconstruction of the absorption inside…

Methodology · Statistics 2021-04-02 Tapio Helin , Nuutti Hyvönen , Juha-Pekka Puska

Causal discovery aims to uncover causal structure among a set of variables. Score-based approaches mainly focus on searching for the best Directed Acyclic Graph (DAG) based on a predefined score function. However, most of them are not…

Machine Learning · Computer Science 2023-03-13 Wenqian Li , Yinchuan Li , Shengyu Zhu , Yunfeng Shao , Jianye Hao , Yan Pang

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…

Methodology · Statistics 2024-08-14 Carlo Berzuini , Davide Luciani , Hiren C. Patel

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

Graphical Gaussian models with edge and vertex symmetries were introduced by \citet{HojLaur:2008} who also gave an algorithm to compute the maximum likelihood estimate of the precision matrix for such models. In this paper, we take a…

Methodology · Statistics 2015-06-16 Helene Massam , Qiong Li , Xin Gao

Estimating the structure of directed acyclic graphs (DAGs) from observational data remains a significant challenge in machine learning. Most research in this area concentrates on learning a single DAG for the entire population. This paper…

Machine Learning · Statistics 2024-02-21 Ryan Thompson , Edwin V. Bonilla , Robert Kohn

The number of artificial intelligence algorithms for learning causal models from data is growing rapidly. Most ``causal discovery'' or ``causal structure learning'' algorithms are primarily validated through simulation studies. However, no…

Methodology · Statistics 2024-05-24 Bryan Andrews , Erich Kummerfeld

Local causal discovery is of great practical significance, as there are often situations where the discovery of the global causal structure is unnecessary, and the interest lies solely on a single target variable. Most existing local…

Machine Learning · Computer Science 2024-03-25 Haoyue Dai , Ignavier Ng , Yujia Zheng , Zhengqing Gao , Kun Zhang

We propose a Bayesian approach, called the posterior spectral embedding, for estimating the latent positions in random dot product graphs, and prove its optimality. Unlike the classical spectral-based adjacency/Laplacian spectral embedding,…

Statistics Theory · Mathematics 2019-04-30 Fangzheng Xie , Yanxun Xu

We consider Bayesian estimation of a $p\times p$ precision matrix, when $p$ can be much larger than the available sample size $n$. It is well known that consistent estimation in such ultra-high dimensional situations requires regularization…

Statistics Theory · Mathematics 2014-11-07 Sayantan Banerjee , Subhashis Ghosal

Identifying causal structure is central to many fields ranging from strategic decision-making to biology and economics. In this work, we propose CD-UCT, a model-based reinforcement learning method for causal discovery based on tree search…

Machine Learning · Computer Science 2024-02-14 Victor-Alexandru Darvariu , Stephen Hailes , Mirco Musolesi

We study the problem of reducing test-time acquisition costs in classification systems. Our goal is to learn decision rules that adaptively select sensors for each example as necessary to make a confident prediction. We model our system as…

Machine Learning · Statistics 2015-10-27 Joseph Wang , Kirill Trapeznikov , Venkatesh Saligrama

Identification theory for causal effects in causal models associated with hidden variable directed acyclic graphs (DAGs) is well studied. However, the corresponding algorithms are underused due to the complexity of estimating the…

Machine Learning · Statistics 2022-10-17 Rohit Bhattacharya , Razieh Nabi , Ilya Shpitser

Under stringent model type and variable distribution assumptions, differentiable score-based causal discovery methods learn a directed acyclic graph (DAG) from observational data by evaluating candidate graphs over an average score…

Machine Learning · Computer Science 2023-03-07 An Zhang , Fangfu Liu , Wenchang Ma , Zhibo Cai , Xiang Wang , Tat-seng Chua

Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data…

Machine Learning · Statistics 2021-01-08 Boris Hayete , Fred Gruber , Anna Decker , Raymond Yan

Bayesian phylogenetics typically estimates a posterior distribution, or aspects thereof, using Markov chain Monte Carlo methods. These methods integrate over tree space by applying local rearrangements to move a tree through its space as a…

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

Statistics Theory · Mathematics 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan

Structural learning, which aims to learn directed acyclic graphs (DAGs) from observational data, is foundational to causal reasoning and scientific discovery. Recent advancements formulate structural learning into a continuous optimization…

Machine Learning · Computer Science 2023-04-18 Song Wei , Yao Xie