Related papers: Estimating Causal Effects in Gaussian Linear SCMs …
This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…
We present the Causal Gaussian Process Convolution Model (CGPCM), a doubly nonparametric model for causal, spectrally complex dynamical phenomena. The CGPCM is a generative model in which white noise is passed through a causal,…
State-space models (SSM) are central to describe time-varying complex systems in countless signal processing applications such as remote sensing, networks, biomedicine, and finance to name a few. Inference and prediction in SSMs are…
Causal machine learning (ML) recovers graphical structures that inform us about potential cause-and-effect relationships. Most progress has focused on cross-sectional data with no explicit time order, whereas recovering causal structures…
Numerous approaches have been proposed to discover causal dependencies in machine learning and data mining; among them, the state-of-the-art VAR-LiNGAM (short for Vector Auto-Regressive Linear Non-Gaussian Acyclic Model) is a desirable…
Conditional correlation networks, within Gaussian Graphical Models (GGM), are widely used to describe the direct interactions between the components of a random vector. In the case of an unlabelled Heterogeneous population, Expectation…
Causal graph recovery is traditionally done using statistical estimation-based methods or based on individual's knowledge about variables of interests. They often suffer from data collection biases and limitations of individuals' knowledge.…
In clinical trials, studies often present longitudinal data or clustered data. These studies are commonly analyzed using linear mixed models (LMMs), usually considering Gaussian assumptions for random effect and error terms. Recently,…
In this contribution we deal with the problem of learning an undirected graph which encodes the conditional dependence relationship between variables of a complex system, given a set of observations of this system. This is a very central…
We consider the task of counterfactual estimation from observational imaging data given a known causal structure. In particular, quantifying the causal effect of interventions for high-dimensional data with neural networks remains an open…
We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…
We develop a criterion to certify whether causal effects are identifiable in linear structural equation models with latent variables. Linear structural equation models correspond to directed graphs whose nodes represent the random variables…
Understanding causal relations in dynamic systems is essential in epidemiology. While causal inference methods have been extensively studied, they often rely on fully specified causal graphs, which may not always be available in complex…
The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…
Causal graphs (CGs) are compact representations of the knowledge of the data generating processes behind the data distributions. When a CG is available, e.g., from the domain knowledge, we can infer the conditional independence (CI)…
We study the problem of estimating causal effects under hidden confounding in the following unpaired data setting: we observe some covariates $X$ and an outcome $Y$ under different experimental conditions (environments) but do not observe…
Finding the parameters of a latent variable causal model is central to causal inference and causal identification. In this article, we show that existing graphical structures that are used in causal inference are not stable under…
Ordinal variables, such as on the Likert scale, are common in applied research. Yet, existing methods for causal inference tend to target nominal or continuous data. When applied to ordinal data, this fails to account for the inherent…
Conditional Gaussian graphical models (cGGM) are a recent reparametrization of the multivariate linear regression model which explicitly exhibits $i)$ the partial covariances between the predictors and the responses, and $ii)$ the partial…
This paper develops asymptotic theory for quantile estimation via stochastic gradient descent (SGD) with a constant learning rate. The quantile loss function is neither smooth nor strongly convex. Beyond conventional perspectives and…