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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

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3537061,0581,411 · Jun 202019922001200920182026
48 results for Cyclic Graphical Models

Paper addresses identifiability for directed cyclic graphical models with feedback.

problem Identify causal relationships in multivariate data with feedback.
method Introduces new identifiability assumptions and develops search algorithms.
result New identifiability assumptions outperform the faithfulness assumption in selecting true skeletons.

The article establishes a polynomial for signed cyclic graphs and links it to checkerboard colorability.

problem Understanding graphical virtual links and their properties.
method Constructing virtual links from signed cyclic graphs, proving checkerboard colorability, and introducing a polynomial F[G].
result A virtual link is graphical if and only if it is checkerboard colorable.

Clusterpath estimator simplifies graphical model interpretation for large datasets.

problem Difficulty in interpreting graphical models with many variables.
method Clusterpath estimator that groups variables for block-structured precision matrix.
result CGGM outperforms other methods in variable clustering and practical applications.

A new copula model for multi-attribute data using optimal transport.

problem Relaxing the Gaussian assumption for multi-attribute graphical models.
method Introducing a new copula (Cyclically Monotone Copula) and using optimal transport theory.
result The model allows arbitrary continuous distributions and is more flexible than classical methods.

Causal Inference over Mixtures models cyclic, evolving causal processes using a mixture of DAGs.

problem Cycles, time evolution, and population differences in causal processes are challenging for traditional graphical models.
method Causal Inference over Mixtures uses a mixture of directed cyclic graphs (DAGs) to model longitudinal data and infer causal relations.
result Improved performance compared to prior approaches in inferring causal relations from a mixture of DAGs.

Unbraided wiring diagrams for Stein fillings of lens spaces are described.

problem Constructing Stein fillings of lens spaces with canonical contact structures.
method Algorithm to draw unbraided wiring diagrams equivalent to Lefschetz fibrations.
result Wiring diagrams can be extended to symplectic graphical disks with marked points.

New framework learns nonlinear cyclic causal models from data.

problem Challenges in learning causal relationships from real-world, cyclic systems.
method NODAGS-Flow: a novel framework using residual normalizing flows for likelihood estimation.
result Significant performance improvements in structure recovery and predictive performance compared to state-of-the-art methods.

Log-linear models are the popular workhorses of analyzing contingency tables. A log-linear parameterization of an interaction model can be more expressive than a direct parameterization based on probabilities, leading to a powerful way of defining restrictions derived from marginal, conditional and context-specific ind…

2014-09-09abs ↗pdf ↗

The paper constructs coresets for Gaussian dependency networks to handle large datasets efficiently.

problem Training graphical models on massive data sets.
method Constructing coresets for Gaussian dependency networks (DNs) that are provably bounded in error and independent of data size.
result Gaussian DNs admit coresets of size independent of the data set size, but this does not extend to DNs over exponential families in general.

Paper proposes a new method for finding sparse mean reverting portfolios efficiently.

problem Finding sparse mean reverting portfolios from a large number of assets.
method Leverages H-SGDLM data to formulate a quasi-convex minimization problem with a normalisation constraint, solving it with a cyclical coordinate descent algorithm.
result Efficiently computes exact sparse solutions for large asset universes, demonstrating flexibility, speed, and scalability.

Sobol method applied to probabilistic networks for sensitivity analysis.

problem Measuring influence of probabilistic network nodes on a quantity of interest.
method Transforms global sensitivity analysis into marginalization inference exploiting network structure.
result Efficient computation of sensitivity indices for complex networks.

New algorithm for learning causal structures with disjoint cycles in linear non-Gaussian models.

problem Learning causal structures with cycles in linear non-Gaussian models.
method Characterizing when graphs determine the same model, using quadratic and cubic polynomial relations, and a strategy of decorrelating cycles and multivariate regression.
result Consistent and computationally efficient algorithm for learning causal structures with disjoint cycles.

We characterize distributional equivalence in latent-variable models with cycles.

problem Lack of an equivalence characterization for latent-variable causal models with cycles.
method Established graphical criterion for distributional equivalence and developed edge rank constraints.
result First equivalence characterization without structural assumptions for latent-variable models with cycles.

This paper introduces 'General Cyclical Training' for neural networks.

problem Improving training efficiency and performance of neural networks.
method Cyclical training phases with varying hyperparameters, batch sizes, loss functions, and data augmentation.
result Cyclical weight decay, softmax temperature, and gradient clipping enhance model accuracy.

New framework for cyclic quantum causal models with graph separation property.

problem Understanding causal relationships in feedback processes and exotic scenarios.
method Introducing a robust probability rule and a novel graph-separation property, p-separation.
result Established graph-separation properties for all consistent cyclic causal models.

Graphical lasso may fail to fit models when data points are insufficient.

problem When does graphical lasso fail to select and fit a graphical model?
method Computational experiments with graphical lasso.
result Graphical lasso may fail when the number of data points is less than the maximum likelihood threshold.

Proposes a new method to improve estimation in Gaussian graphical models.

problem Optimal estimation in high-dimensional Gaussian graphical models.
method Graphical nonconvex optimization, approximated by a sequence of convex programs.
result Achieves the oracle rate of convergence and outperforms other methods.

We propose a new algorithm called PLUTO for building logistic regression trees to binary response data. PLUTO can capture the nonlinear and interaction patterns in messy data by recursively partitioning the sample space. It fits a simple or a multiple linear logistic regression model in each partition. PLUTO employs th…

2014-11-25abs ↗pdf ↗

We refine the cyclic cohomological apparatus for computing the Hopf cyclic cohomology of the Hopf algebras associated to infinite primitive Cartan-Lie pseudogroups, and for the transfer of their characteristic classes to foliations. The main novel feature is the precise identification as a Hopf cyclic complex of the im…

2010-09-05abs ↗pdf ↗

We solve structure learning for cyclic linear causal models using observational data.

problem Learning the structure of cyclic linear causal models from observational data.
method Assuming simple graphs, we use a criterion for distributional equivalence and implement a greedy search method.
result We show that simple cyclic models are of expected dimension and justify score-based methods for structure learning.

We establish causal semantics for SDEs and develop methods to reason about them.

problem Understanding causal relationships in systems modeled by stochastic differential equations.
method We introduce a causal graph framework, Markov properties, and do-calculus for SDEs.
result We prove the σσ-separation Markov property and do-calculus for causal SDEs.

Dynamic Structural Causal Models handle time-dependent systems with cycles and latent confounding.

problem Representing and analyzing systems of Stochastic Differential Equations (SDEs) with DSCMs.
method Define time-splitting and subsampling operations to analyze DSCMs of SDEs, and apply existing causal discovery algorithms to time-series data.
result DSCMs provide a graphical Markov property for SDEs and enable identification of time-dependent causal effects.

Study how past eon's matter affects present eon in Penrose's cyclic cosmology.

problem Determining present eon's matter content from past eon's matter.
method Use Penrose's reciprocity hypothesis to link past and present eons' matter.
result Perfect fluid matter content of past eon influences present eon's matter content.

Undirected graphical models, or Markov networks, are a popular class of statistical models, used in a wide variety of applications. Popular instances of this class include Gaussian graphical models and Ising models. In many settings, however, it might not be clear which subclass of graphical models to use, particularly…

2013-01-17abs ↗pdf ↗

Paper introduces a nonparametric functional graphical model for random functions.

problem Estimating probabilistic conditional independence in functional graphical models.
method Functional sufficient dimension reduction to relax Gaussian or copula Gaussian assumptions.
result Enhances estimation accuracy and retains probabilistic conditional independence.

Graphical models improve portfolio optimization for financial time series.

problem Optimizing portfolios with time-varying covariance patterns.
method Various graphical models (PCA-KMeans, autoencoders, dynamic clustering, structural learning) to capture covariance matrix patterns.
result Graphical models outperform baseline methods in generating steady returns with low risk.

Paper estimates non-causal graphical models using covariance extension and transportation distance.

problem Estimating non-causal graphical models with smoothing relations.
method Proposes a covariance extension problem and uses transportation distance to minimize error with white noise.
result Solution is a double-sided autoregressive non-causal graphical model.

rags2ridges simplifies graphical modeling of high-dimensional data.

problem Graphical modeling of high-dimensional precision matrices.
method Modular framework for extraction, visualization, and analysis of Gaussian graphical models.
result Provides a one-stop-shop for graphical modeling of high-dimensional precision matrices.

Bayesian method for estimating functional graphical models from neuroimaging data.

problem Estimating dependence structures from functional data in neuroscience.
method Fully Bayesian regularization scheme, including direct Bayesian analog of functional graphical lasso and graphical horseshoe.
result Insight into brain compensation after traumatic brain injury.

Proposes an automatic cyclical scheduling for gradient-based discrete sampling.

problem Gradient-based sampling in high-dimensional models can get stuck in local modes.
method Cyclical step size and balancing schedules with automatic hyperparameter tuning.
result Proves non-asymptotic convergence and inference guarantees for general discrete distributions.

Develops a new framework for causal models on cyclic graphs, solving unique solvability issues.

problem Challenges in specifying unique probability distributions for cyclic functional causal models.
method Introduces a new probability rule and graph-separation property (p-separation) for cyclic fCMs.
result Proves p-separation is sound and complete for all consistent cyclic fCMs, recovering d-separation for DAGs.

AGM uses adversarial approach for robust prediction in structured prediction problems.

problem Structured prediction problems with complex relationships between variables.
method Adversarial Graphical Models (AGM) for distributionally robust prediction.
result AGM achieves Fisher consistency and flexibility in loss metrics.

New framework models complex spatial data with basis functions and graphical vectors.

problem Modeling highly-multivariate spatial processes with varying resolutions.
method Extends graphical lasso to multivariate Gaussian processes with independent graphical vectors at different resolutions, using an orthogonal basis and fusion penalty.
result Linear complexity and parsimonious conditional independence structure in multilevel graphical model.

Estimating tree structured Gaussian Graphical Model from noisy data.

problem Recover the original independence structure from noisy observations.
method Address the unidentifiability of tree structured graphical models and provide an algorithm to find the equivalence class of trees.
result An O(n^3) algorithm to find the equivalence class of trees.

Optimal statistical test for identifying edges in Gaussian graphical models.

problem Identifying the correct edges in Gaussian graphical models from a sample.
method Developed a Neyman-type multiple decision procedure to minimize the combined error rates of Type I and Type II errors.
result The developed procedure is optimal, minimizing the linear combination of Type I and Type II error rates.

ECM algorithm estimates graphical models efficiently in high dimensions.

problem Bayesian graphical models in high-dimensional settings are computationally infeasible.
method ECM algorithm using mixture priors for posterior exploration.
result ECM approach enables fast posterior exploration and incorporates multiple sources of information.