相关论文: Multiscale Bayesian State Space Model for Granger …

The availability of relational data can offer new insights into the functioning of the economy. Nevertheless, modeling the dynamics in network data with multiple types of relationships is still a challenging issue. Stochastic block models…

A vulnerability scan combined with information about a computer network can be used to create an attack graph, a model of how the elements of a network could be used in an attack to reach specific states or goals in the network. These…

Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and…

Causality plays a central role in understanding interactions between variables in complex systems. These systems often exhibit state-dependent causal relationships, where both the strength and direction of causality vary with the value of…

In public opinion studies, the relationships between opinions on different topics are likely to shift based on the characteristics of the respondents. Thus, understanding the complexities of public opinion requires methods that can account…

While most classical approaches to Granger causality detection assume linear dynamics, many interactions in real-world applications, like neuroscience and genomics, are inherently nonlinear. In these cases, using linear models may lead to…

Biological data sets are often high-dimensional, noisy, and governed by complex interactions among sparse signals. This poses major challenges for interpretability and reliable feature selection. Tasks such as identifying motif interactions…

We develop an LM test for Granger causality in high-dimensional VAR models based on penalized least squares estimations. To obtain a test retaining the appropriate size after the variable selection done by the lasso, we propose a…

Interpretability is crucial for machine learning in many scenarios such as quantitative finance, banking, healthcare, etc. Symbolic regression (SR) is a classic interpretable machine learning method by bridging X and Y using mathematical…

Time-to-event models are commonly used to study associations between risk factors and disease outcomes in the setting of electronic health records (EHR). In recent years, focus has intensified on social determinants of health, highlighting…

Spatial count data models are used to explain and predict the frequency of phenomena such as traffic accidents in geographically distinct entities such as census tracts or road segments. These models are typically estimated using Bayesian…

Modeling and inference with multivariate sequences is central in a number of signal processing applications such as acoustics, social network analysis, biomedical, and finance, to name a few. The linear-Gaussian state-space model is a…

Causal inference in observational studies with high-dimensional covariates presents significant challenges. We introduce CausalBGM, an AI-powered Bayesian generative modeling approach that captures the causal relationship among covariates,…

State-space mixed-frequency vector autoregressions are now widely used for nowcasting. Despite their popularity, estimating such models can be computationally intensive, especially for large systems with stochastic volatility. To tackle the…

Mendelian randomization (MR) is widely used to uncover causal relationships in the presence of unmeasured confounders. However, most existing MR methods presuppose linear causality, risking bias when the true relationships are nonlinear,…

The scientific rigor and computational methods of causal inference have had great impacts on many disciplines, but have only recently begun to take hold in spatial applications. Spatial casual inference poses analytic challenges due to…

This paper examines the effectiveness of a sparse Bayesian algorithm to estimate multivariate autoregressive coefficients when a large amount of background interference exists. This paper employs computer experiments to compare two methods…

Latent space models (LSMs) are often used to analyze dynamic (time-varying) networks that evolve in continuous time. Existing approaches to Bayesian inference for these models rely on Markov chain Monte Carlo algorithms, which cannot handle…

Functional data analysis, which models data as realizations of random functions over a continuum, has emerged as a useful tool for time series data. Often, the goal is to infer the dynamic connections (or time-varying conditional…

Objective: Cortico-muscular communication patterns are instrumental in understanding movement control. Estimating significant causal relationships between motor cortex electroencephalogram (EEG) and surface electromyogram (sEMG) from…