相关论文: Bootstrap aggregation and confidence measures to i…

Trustworthy decision making in networked, dynamic environments calls for innovative uncertainty quantification substrates in predictive models for graph time series. Existing conformal prediction (CP) methods have been applied separately to…

The paper presents a novel approach for unsupervised techniques in the field of clustering. A new method is proposed to enhance existing literature models using the proper Bayesian bootstrap to improve results in terms of robustness and…

Disentangling complex causal relationships is important for accurate detection of anomalies. In multivariate time series analysis, dynamic interactions among data variables over time complicate the interpretation of causal relationships.…

Temporal graphs represent graph evolution over time, and have been receiving considerable research attention. Work on expressing temporal graph patterns or discovering temporal motifs typically assumes relatively simple temporal…

This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…

Directed Acyclic Graphs (DAGs) are central to uncovering causal structure in complex systems, yet learning a single DAG from data is often challenging: model uncertainty, finite samples, and a combinatorially large search space frequently…

Multivariate time series present many challenges, especially when they are high dimensional. The paper's focus is twofold. First, we address the subject of consistently estimating the autocovariance sequence; this is a sequence of matrices…

Existing frequency domain methods for bootstrapping time series have a limited range. Consider for instance the class of spectral mean statistics (also called integrated periodograms) which includes many important statistics in time series…

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

A very important topic in systems biology is developing statistical methods that automatically find causal relations in gene regulatory networks with no prior knowledge of causal connectivity. Many methods have been developed for time…

Numerical simulation is powerful to study nonlinear solid mechanics problems. However, mesh-based or particle-based numerical methods suffer from the common shortcoming of being time-consuming, particularly for complex problems with…

We introduce a new Collaborative Causal Discovery problem, through which we model a common scenario in which we have multiple independent entities each with their own causal graph, and the goal is to simultaneously learn all these causal…

In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are…

Interventional causal discovery seeks to identify causal relations by leveraging distributional changes introduced by interventions, even in the presence of latent confounders. Beyond the spurious dependencies induced by latent confounders,…

Computational analysis of time-course data with an underlying causal structure is needed in a variety of domains, including neural spike trains, stock price movements, and gene expression levels. However, it can be challenging to determine…

The ability to understand causality from data is one of the major milestones of human-level intelligence. Causal Discovery (CD) algorithms can identify the cause-effect relationships among the variables of a system from related…

This article proposes an online bootstrap scheme for nonparametric level estimation in nonstationary time series. Our approach applies to a broad class of level estimators expressible as weighted sample averages over time windows, including…

Kernel-based methods are used in the context of Granger Causality to enable the identification of nonlinear causal relationships between time series variables. In this paper, we show that two state of the art kernel-based Granger Causality…

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.…

We consider the problem of inferring the conditional independence graph (CIG) of a high-dimensional stationary multivariate Gaussian time series. In a time series graph, each component of the vector series is represented by distinct node,…