Related papers: Partial correlation networks of Gaussian processes
This paper is devoted to the estimation of a partial graphical model with a structural Bayesian penalization. Precisely, we are interested in the linear regression setting where the estimation is made through the direct links between…
We develop a class of nearest-neighbor mixture models that provide direct, computationally efficient, probabilistic modeling for non-Gaussian geospatial data. The class is defined over a directed acyclic graph, which implies conditional…
Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…
For general non-Gaussian distributions, the covariance and precision matrices do not encode the independence structure of the variables, as they do for the multivariate Gaussian. This paper builds on previous work to show that for a class…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
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…
We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse…
Gaussian graphical models provide a powerful framework to reveal the conditional dependency structure between multivariate variables. The process of uncovering the conditional dependency network is known as structure learning. Bayesian…
Gaussian graphical models represent the backbone of the statistical toolbox for analyzing continuous multivariate systems. However, due to the intrinsic properties of the multivariate normal distribution, use of this model family may hide…
Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due…
We formulate and analyze a graphical model selection method for inferring the conditional independence graph of a high-dimensional nonstationary Gaussian random process (time series) from a finite-length observation. The observed process…
Graphical models are widely used in diverse application domains to model the conditional dependencies amongst a collection of random variables. In this paper, we consider settings where the graph structure is covariate-dependent, and…
Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…
We describe various sets of conditional independence relationships, sufficient for qualitatively comparing non-vanishing squared partial correlations of a Gaussian random vector. These sufficient conditions are satisfied by several…
Linear non-Gaussian causal models postulate that each random variable is a linear function of parent variables and non-Gaussian exogenous error terms. We study identification of the linear coefficients when such models contain latent…
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…
A semi-analytic method is proposed for the generation of realizations of a multivariate process of a given linear correlation structure and marginal distribution. This is an extension of a similar method for univariate processes,…
We propose a new modeling framework for highly-multivariate spatial processes that synthesizes ideas from recent multiscale and spectral approaches with graphical models. The basis graphical lasso writes a univariate Gaussian process as a…
We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…
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…