相关论文: Minimax Posterior Convergence Rates and Model Sele…

We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence…

A recent approach to building consensus protocols on top of Directed Acyclic Graphs (DAGs) shows much promise due to its simplicity and stable throughput. However, as each node in the DAG typically includes a linear number of references to…

We introduce the $k$-banded Cholesky prior for estimating a high-dimensional bandable precision matrix via the modified Cholesky decomposition. The bandable assumption is imposed on the Cholesky factor of the decomposition. We obtained the…

We consider Bayesian estimation of a $p\times p$ precision matrix, when $p$ can be much larger than the available sample size $n$. It is well known that consistent estimation in such ultra-high dimensional situations requires regularization…

We introduce a new method to estimate the Markov equivalence class of a directed acyclic graph (DAG) in the presence of hidden variables, in settings where the underlying DAG among the observed variables is sparse, and there are a few…

We give methods for Bayesian inference of directed acyclic graphs, DAGs, and the induced causal effects from passively observed complete data. Our methods build on a recent Markov chain Monte Carlo scheme for learning Bayesian networks,…

We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…

Learning the underlying Bayesian Networks (BNs), represented by directed acyclic graphs (DAGs), of the concerned events from purely-observational data is a crucial part of evidential reasoning. This task remains challenging due to the large…

Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

Existing approaches to differentiable structure learning of directed acyclic graphs (DAGs) rely on strong identifiability assumptions in order to guarantee that global minimizers of the acyclicity-constrained optimization problem identifies…

Dense kernel matrices resulting from pairwise evaluations of a kernel function arise naturally in machine learning and statistics. Previous work in constructing sparse approximate inverse Cholesky factors of such matrices by minimizing…

This paper investigates sparse high-dimensional linear regression, particularly examining the properties of the posterior under conditions of random design and unknown error variance. We provide consistency results for the posterior and…

Learning the structure of Directed Acyclic Graphs (DAGs) presents a significant challenge due to the vast combinatorial search space of possible graphs, which scales exponentially with the number of nodes. Recent advancements have redefined…

We deal with the combinatorial problem of learning directed acyclic graph (DAG) structure from observational data adhering to a linear structural equation model (SEM). Leveraging advances in differentiable, nonconvex characterizations of…

Currently several Bayesian approaches are available to estimate large sparse precision matrices, including Bayesian graphical Lasso (Wang, 2012), Bayesian structure learning (Banerjee and Ghosal, 2015), and graphical horseshoe (Li et al.,…

We consider the problem of jointly estimating multiple related directed acyclic graph (DAG) models based on high-dimensional data from each graph. This problem is motivated by the task of learning gene regulatory networks based on gene…

In this paper, we develop a new approach to learning high-dimensional Poisson directed acyclic graphical (DAG) models from only observational data without strong assumptions such as faithfulness and strong sparsity. A key component of our…

Bayesian networks, with structure given by a directed acyclic graph (DAG), are a popular class of graphical models. However, learning Bayesian networks from discrete or categorical data is particularly challenging, due to the large…

We propose a novel algorithm for efficiently computing a sparse directed adjacency matrix from a group of time series following a causal graph process. Our solution is scalable for both dense and sparse graphs and automatically selects the…

We consider the problem of learning the underlying causal structure among a set of variables, which are assumed to follow a Bayesian network or, more specifically, a linear recursive structural equation model (SEM) with the associated…