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Empirical research in many social disciplines involves constructs that are not directly observable, such as behaviors. To model them, constructs must be operationalized using their relations with indicators. Structural equation modeling…

Methodology · Statistics 2025-07-30 Jonas Bauer , Axel Mayer , Christiane Fuchs , Tamara Schamberger

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

The problem of learning structural equation models (SEMs) from data is a fundamental problem in causal inference. We develop a new algorithm --- which is computationally and statistically efficient and works in the high-dimensional regime…

Machine Learning · Computer Science 2019-01-30 Asish Ghoshal , Jean Honorio

The EM algorithm is a method for finding the maximum likelihood estimate of a model in the presence of missing data. Unfortunately, EM does not produce a parameter covariance matrix for standard errors. Supplemented EM (SEM; Meng & Rubin,…

Computation · Statistics 2016-05-04 Joshua N. Pritikin

This paper studies the problem of learning causal structures from observational data. We reformulate the Structural Equation Model (SEM) with additive noises in a form parameterized by binary graph adjacency matrix and show that, if the…

Machine Learning · Computer Science 2022-01-11 Ignavier Ng , Shengyu Zhu , Zhuangyan Fang , Haoyang Li , Zhitang Chen , Jun Wang

Semi-supervised learning aims to learn prediction models from both labeled and unlabeled samples. There has been extensive research in this area. Among existing work, generative mixture models with Expectation-Maximization (EM) is a popular…

Machine Learning · Computer Science 2020-08-31 Wenchong He , Zhe Jiang

We consider rather general structural equation models (SEMs) between a target and its covariates in several shifted environments. Given $k\in\mathbb{N}$ shifts we consider the set of shifts that are at most $\gamma$-times as strong as a…

Statistics Theory · Mathematics 2024-07-31 Philip Kennerberg , Ernst C. Wit

Structural Equation Modeling (SEM) systematically validated hierarchical pathways among multiple factors by constructing a dual framework integrating latent variable measurement and path analysis, utilizing covariance matrices derived from…

General Economics · Economics 2026-02-04 Ruofeng Rao

While it is well known that high levels of prenatal alcohol exposure (PAE) result in significant cognitive deficits in children, the exact nature of the dose response is less well understood. In particular, there is a pressing need to…

We present a boosting-based method to learn additive Structural Equation Models (SEMs) from observational data, with a focus on the theoretical aspects of determining the causal order among variables. We introduce a family of score…

Machine Learning · Statistics 2024-01-15 Maximilian Kertel , Nadja Klein

When only few data samples are accessible, utilizing structural prior knowledge is essential for estimating covariance matrices and their inverses. One prominent example is knowing the covariance matrix to be Toeplitz structured, which…

Signal Processing · Electrical Eng. & Systems 2023-11-28 Benedikt Böck , Dominik Semmler , Benedikt Fesl , Michael Baur , Wolfgang Utschick

Structural causal models are the basic modelling unit in Pearl's causal theory; in principle they allow us to solve counterfactuals, which are at the top rung of the ladder of causation. But they often contain latent variables that limit…

Artificial Intelligence · Computer Science 2021-11-23 Marco Zaffalon , Alessandro Antonucci , Rafael Cabañas

We study structural equation modeling (SEM) for diffusion processes with jumps. Based on high-frequency data, we consider the parameter estimation and the goodness-of-fit test in the SEM. Using a threshold method, we propose the…

Statistics Theory · Mathematics 2025-05-20 Shogo Kusano , Masayuki Uchida

This paper studies the covariance matrix estimation for high-dimensional time series within a new framework that combines low-rank factor and latent variable-specific cluster structures. The popular methods based on assuming the sparse…

Methodology · Statistics 2025-02-25 Dong Li , Xinghao Qiao , Cheng Yu

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

Factor analysis, a classical multivariate statistical technique is popularly used as a fundamental tool for dimensionality reduction in statistics, econometrics and data science. Estimation is often carried out via the Maximum Likelihood…

Optimization and Control · Mathematics 2018-01-19 Koulik Khamaru , Rahul Mazumder

A vast amount of expert and domain knowledge is captured by causal structural priors, yet there has been little research on testing such priors for generalization and data synthesis purposes. We propose a novel model architecture, Causal…

Machine Learning · Computer Science 2022-11-08 Jeffrey Jiang , Omead Pooladzandi , Sunay Bhat , Gregory Pottie

Causal models, also known as Structural Equation Models (SEM), are a well-known formalism for representing and reasoning about causal dependencies between events. In this paper, we show that Temporal SEMs (TSEMs), which extend SEMs to…

Formal Languages and Automata Theory · Computer Science 2026-05-08 Maksim Gladyshev , Natasha Alechina , Brian Logan

In many practical situations we would like to estimate the covariance matrix of a set of variables from an insufficient amount of data. More specifically, if we have a set of $N$ independent, identically distributed measurements of an $M$…

Probability · Mathematics 2010-10-05 Thomas L. Marzetta , Gabriel H. Tucci , Steven H. Simon

This paper studies new tests for the number of latent factors in a large cross-sectional factor model with small time dimension. These tests are based on the eigenvalues of variance-covariance matrices of (possibly weighted) asset returns,…

Econometrics · Economics 2022-10-31 Alain-Philippe Fortin , Patrick Gagliardini , Olivier Scaillet