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Modeling returns on large portfolios is a challenging problem as the number of parameters in the covariance matrix grows as the square of the size of the portfolio. Traditional correlation models, for example, the dynamic conditional…

Methodology · Statistics 2024-06-25 Lupe Shun Hin Chan , Amanda Man Ying Chu , Mike Ka Pui So

Copula-based models provide a great deal of flexibility in modelling multivariate distributions, allowing for the specifications of models for the marginal distributions separately from the dependence structure (copula) that links them to…

Methodology · Statistics 2021-09-09 Nicolás Kuschinski , Alejandro Jara

Probabilistic dependency graphs (PDGs) are a flexible class of probabilistic graphical models, subsuming Bayesian Networks and Factor Graphs. They can also capture inconsistent beliefs, and provide a way of measuring the degree of this…

Data Structures and Algorithms · Computer Science 2023-11-10 Oliver E. Richardson , Joseph Y. Halpern , Christopher De Sa

In 2010, M. Studen\'y, R. Hemmecke, and S. Linder explored a new algebraic description of graphical models, called characteristic imsets. Compare with standard imsets, characteristic imsets have several advantages: they are still unique…

Combinatorics · Mathematics 2013-08-20 Jing Xi , Ruriko Yoshida

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

We present a new family of models that is based on graphs that may have undirected, directed and bidirected edges. We name these new models marginal AMP (MAMP) chain graphs because each of them is Markov equivalent to some AMP chain graph…

Machine Learning · Statistics 2014-11-10 Jose M. Peña

This work initiates a systematic investigation of testing high-dimensional structured distributions by focusing on testing Bayesian networks -- the prototypical family of directed graphical models. A Bayesian network is defined by a…

Data Structures and Algorithms · Computer Science 2020-01-28 Clement Canonne , Ilias Diakonikolas , Daniel Kane , Alistair Stewart

Background: Clustering of nodes in Bayesian Networks (BNs) and related graphical models such as Dynamic BNs (DBNs) has been demonstrated to enhance computational efficiency and improve model learning. It typically involves partitioning the…

Data Structures and Algorithms · Computer Science 2025-12-24 Paul Pao-Yen Wu , Fabrizio Ruggeri , Kerrie Mengersen

Given $n$ points in the plane, we propose algorithms to compile connected crossing-free geometric graphs into directed acyclic graphs (DAGs). The DAGs allow efficient counting, enumeration, random sampling, and optimization. Our algorithms…

Computational Geometry · Computer Science 2020-01-27 Yu Nakahata , Takashi Horiyama , Shin-ichi Minato , Katsuhisa Yamanaka

In this paper, the properties of minimal trails in a directed acyclic graph that is restricted not to contain an active cycle are studied. We are motivated by an application of the results in the copula-based Bayesian Network model…

Combinatorics · Mathematics 2025-10-03 Alexis Derumigny , Niels Horsman , Dorota Kurowicka

The increasing complexity of cascading risks in urban systems necessitates robust, data-driven frameworks to model interdependencies across multiple domains. This study presents a foundational Bayesian network-based approach for analyzing…

We show that any quantum density matrix can be represented by a Bayesian network (a directed acyclic graph), and also by a Markov network (an undirected graph). We show that any Bayesian or Markov net that represents a density matrix, is…

Quantum Physics · Physics 2007-05-23 Robert R. Tucci

Directed acyclic graphical (DAG) models are a powerful tool for representing causal relationships among jointly distributed random variables, especially concerning data from across different experimental settings. However, it is not always…

Machine Learning · Statistics 2026-04-03 Francisco Madaleno , Pratik Misra , Alex Markham

We consider the problem of estimating the differences between two causal directed acyclic graph (DAG) models with a shared topological order given i.i.d. samples from each model. This is of interest for example in genomics, where changes in…

Methodology · Statistics 2018-11-08 Yuhao Wang , Chandler Squires , Anastasiya Belyaeva , Caroline Uhler

DAG models are statistical models satisfying a collection of conditional independence relations encoded by the nonedges of a directed acyclic graph (DAG) $\mathcal{G}$. Such models are used to model complex cause-effect systems across a…

Combinatorics · Mathematics 2017-06-21 Adityanarayanan Radhakrishnan , Liam Solus , Caroline Uhler

We propose a framework that lifts the capabilities of graph convolutional networks (GCNs) to scenarios where no input graph is given and increases their robustness to adversarial attacks. We formulate a joint probabilistic model that…

Machine Learning · Computer Science 2020-10-23 Pantelis Elinas , Edwin V. Bonilla , Louis Tiao

We propose a novel score-based approach to learning a directed acyclic graph (DAG) from observational data. We adapt a recently proposed continuous constrained optimization formulation to allow for nonlinear relationships between variables…

Machine Learning · Computer Science 2020-02-19 Sébastien Lachapelle , Philippe Brouillard , Tristan Deleu , Simon Lacoste-Julien

A growing body of work has begun to study intervention design for efficient structure learning of causal directed acyclic graphs (DAGs). A typical setting is a causally sufficient setting, i.e. a system with no latent confounders, selection…

There has been a growing interest in causal learning in recent years. Commonly used representations of causal structures, including Bayesian networks and structural equation models (SEM), take the form of directed acyclic graphs (DAGs). We…

Machine Learning · Computer Science 2025-11-20 Pavel Rytir , Ales Wodecki , Jakub Marecek

Background: There is increasing interest in approaches for analyzing the effect of exposure mixtures on health. A key issue is how to simultaneously analyze often highly collinear components of the mixture, which can create problems such as…

Methodology · Statistics 2020-07-06 Thomas F. Webster , Marc G. Weisskopf
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