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We give a new consistent scoring function for structure learning of Bayesian networks. In contrast to traditional approaches to score-based structure learning, such as BDeu or MDL, the complexity penalty that we propose is data-dependent…
Predicting and reasoning about the future lie at the heart of many time-series questions. For example, goal-conditioned reinforcement learning can be viewed as learning representations to predict which states are likely to be visited in the…
In this paper we propose a data augmentation method for time series with irregular sampling, Time-Conditional Generative Adversarial Network (T-CGAN). Our approach is based on Conditional Generative Adversarial Networks (CGAN), where the…
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…
We study simultaneous inference for multiple matrix-variate Gaussian graphical models in high-dimensional settings. Such models arise when spatiotemporal data are collected across multiple sample groups or experimental sessions, where each…
Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…
Temporal graph learning aims to generate high-quality representations for graph-based tasks with dynamic information, which has recently garnered increasing attention. In contrast to static graphs, temporal graphs are typically organized as…
Identifying the Markov properties or conditional independencies of a collection of random variables is a fundamental task in statistics for modeling and inference. Existing approaches often learn the structure of a probabilistic graphical…
Graph neural networks have emerged as a powerful tool for learning spatiotemporal interactions. However, conventional approaches often rely on predefined graphs, which may obscure the precise relationships being modeled. Additionally,…
Graph Laplacian learning, also known as network topology inference, is a problem of great interest to multiple communities. In Gaussian graphical models (GM), graph learning amounts to endowing covariance selection with the Laplacian…
We consider the structure learning problem for graphical models that we call loosely connected Markov random fields, in which the number of short paths between any pair of nodes is small, and present a new conditional independence test…
Structural Causal Models (SCMs) offer a principled framework to reason about interventions and support out-of-distribution generalization, which are key goals in scientific discovery. However, the task of learning SCMs from observed data…
The quality of graph-structured data is fundamental to the success of modern graph analysis techniques such as Graph Neural Networks (GNNs). However, real-world graph data is often suboptimal, suffering from issues such as noise and…
This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…
Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…
Spatiotemporal matrix-valued data arise frequently in modern applications, yet performing effective regression analysis remains challenging due to complex, dimension-specific dependencies. In this work, we propose a regularized framework…
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…
In the context of undirected Gaussian graphical models, we introduce three estimators based on elastic net penalty for the underlying dependence graph. Our goal is to estimate the sparse precision matrix, from which to retrieve both the…
In multivariate time series analysis, understanding the underlying causal relationships among variables is often of interest for various applications. Directed acyclic graphs (DAGs) provide a powerful framework for representing causal…
Functional graphical models explore dependence relationships of random processes. This is achieved through estimating the precision matrix of the coefficients from the Karhunen-Loeve expansion. This paper deals with the problem of…