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Conditional copulas are flexible statistical tools that couple joint conditional and marginal conditional distributions. In a linear regression setting with more than one covariate and two dependent outcomes, we propose the use of additive…

Methodology · Statistics 2014-07-31 Avideh Sabeti , Mian Wei , Radu V. Craiu

We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint…

Applications · Statistics 2018-10-12 Pavel Krupskii , Marc G. Genton

In this work, we propose a new estimation method of a Structural Equation Model. Our method is based on the EM likelihood-maximization algorithm. We show that this method provides estimators, not only of the coefficients of the model, but…

Statistics Theory · Mathematics 2015-10-02 Xavier Bry , Christian Lavergne , Myriam Tami

Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require that the transformation from uniform marginals to the…

Methodology · Statistics 2013-06-14 Minh-Ngoc Tran , Paolo Giordani , Xiuyan Mun , Robert Kohn , Mike Pitt

Parametric factor copula models typically work well in modeling multivariate dependencies due to their flexibility and ability to capture complex dependency structures. However, accurately estimating the linking copulas within these models…

Methodology · Statistics 2025-10-22 Bahareh Ghanbari , Pavel Krupskiy , Laleh Tafakori , Yan Wang

The predominant method for evaluating the quality of causal models is to measure the graphical accuracy of the learned model structure. We present an alternative method for evaluating causal models that directly measures the accuracy of…

Artificial Intelligence · Computer Science 2016-08-17 Dan Garant , David Jensen

We consider recovering causal structure from multivariate observational data. We assume the data arise from a linear structural equation model (SEM) in which the idiosyncratic errors are allowed to be dependent in order to capture possible…

Methodology · Statistics 2021-11-11 Y. Samuel Wang , Mathias Drton

Structural causal models postulate noisy functional relations among a set of interacting variables. The causal structure underlying each such model is naturally represented by a directed graph whose edges indicate for each variable which…

Statistics Theory · Mathematics 2022-03-15 David Strieder , Tobias Freidling , Stefan Haffner , Mathias Drton

In this paper, we derive copula-based and empirical dependency models (DMs) for simulating non-independent variables, and then propose a new way for determining the distribution of the model outputs conditional on every subset of inputs.…

Statistics Theory · Mathematics 2022-09-12 Matieyendou Lamboni

Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e.g., neural networks), which require large amounts of data, or overly…

Machine Learning · Computer Science 2025-10-27 Yanzhi Chen , Zijing Ou , Adrian Weller , Michael U. Gutmann

Schema-guided reasoning pipelines ask LLMs to produce explicit intermediate structures -- rubrics, checklists, verification queries -- before committing to a final decision. But do these structures causally determine the output, or merely…

Artificial Intelligence · Computer Science 2026-03-18 Oleg Somov , Mikhail Chaichuk , Mikhail Seleznyov , Alexander Panchenko , Elena Tutubalina

Cylindrical data frequently arise across various scientific disciplines, including meteorology (e.g., wind direction and speed), oceanography (e.g., marine current direction and speed or wave heights), ecology (e.g., telemetry), and…

Methodology · Statistics 2026-02-06 Francesca Labanca , Anna Gottard , Nadja Klein

We formulate a general framework for building structural causal models (SCMs) with deep learning components. The proposed approach employs normalising flows and variational inference to enable tractable inference of exogenous noise…

Machine Learning · Statistics 2020-10-26 Nick Pawlowski , Daniel C. Castro , Ben Glocker

Causal modeling has long been an attractive topic for many researchers and in recent decades there has seen a surge in theoretical development and discovery algorithms. Generally discovery algorithms can be divided into two approaches:…

Machine Learning · Statistics 2017-02-06 Ridho Rahmadi , Perry Groot , Marianne Heins , Hans Knoop , Tom Heskes

While there is considerable effort to identify signaling pathways using linear Gaussian Bayesian networks from data, there is less emphasis of understanding and quantifying conditional densities and probabilities of nodes given its parents…

Applications · Statistics 2021-11-22 Claudia Czado , Sebastian Scharl

Identifying a coupled dynamical system out of many plausible candidates, each of which could serve as the underlying generator of some observed measurements, is a profoundly ill posed problem that commonly arises when modelling real world…

Neurons and Cognition · Quantitative Biology 2019-09-17 Amirhossein Jafarian , Peter Zeidman , Vladimir Litvak , Karl Friston

Graphical Transformation Models (GTMs) are introduced as a novel approach to effectively model multivariate data with intricate marginals and complex dependency structures semiparametrically, while maintaining interpretability through the…

Methodology · Statistics 2025-08-28 Matthias Herp , Johannes Brachem , Michael Altenbuchinger , Thomas Kneib

Dynamical systems are widely used in science and engineering to model systems consisting of several interacting components. Often, they can be given a causal interpretation in the sense that they not only model the evolution of the states…

Artificial Intelligence · Computer Science 2022-03-29 Stephan Bongers , Tineke Blom , Joris M. Mooij

A new causal discovery method, Structural Agnostic Modeling (SAM), is presented in this paper. Leveraging both conditional independencies and distributional asymmetries, SAM aims to find the underlying causal structure from observational…

Machine Learning · Statistics 2022-07-26 Diviyan Kalainathan , Olivier Goudet , Isabelle Guyon , David Lopez-Paz , Michèle Sebag

In contemporary scientific research, understanding the distinction between correlation and causation is crucial. While correlation is a widely used analytical standard, it does not inherently imply causation. This paper addresses the…

Machine Learning · Computer Science 2023-12-27 Cao Zhihao , Qu Hongchun