In an independence model, the triplets that represent conditional independences between singletons are called elementary. It is known that the elementary triplets represent the independence model unambiguously under some conditions. In this paper, we show how this representation helps performing some operations with in…
arXiv research
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New framework extends ICA for non-independent variables, identifying pairwise mean independence.
Neurosymbolic predictors fail to model uncertainty under independence assumption.
A new graphical model for discrete data without parametric restrictions.
Path-independent equilibrium models improve network performance on harder problems.
Representing distributions over permutations can be a daunting task due to the fact that the number of permutations of objects scales factorially in . One recent way that has been used to reduce storage complexity has been to exploit probabilistic independence, but as we argue, full independence assumptions impo…
Testing (conditional) independence of multivariate random variables is a task central to statistical inference and modelling in general - though unfortunately one for which to date there does not exist a practicable workflow. State-of-art workflows suffer from the need for heuristic or subjective manual choices, high c…
Derives derivatives and geometric framework for functions with non-independent variables.
Greedy selection works well in a toy model of independent increments.
The paper analyzes counterfactual invariance and its relation to conditional independence.
The paper tackles extrapolation in generative models by enforcing independence of mechanisms.
A variable screening procedure via correlation learning was proposed Fan and Lv (2008) to reduce dimensionality in sparse ultra-high dimensional models. Even when the true model is linear, the marginal regression can be highly nonlinear. To address this issue, we further extend the correlation learning to marginal nonp…
Algorithm learns causal structures from low-order conditional independencies.
Overlay framework simplifies exotic derivative pricing.
GTMs model complex multivariate data with varying conditional independencies.
New method recovers causal order from dependent data.
Constraint-based structure learning algorithms infer the causal structure of multivariate systems from observational data by determining an equivalent class of causal structures compatible with the conditional independencies in the data. Methods based on additive-noise (AN) models have been proposed to further discrimi…
A new method tests conditional independence by transforming it into an unconditional problem using transport maps.
Develops a new framework for conditional independence.
Can we use deep learning to predict when deep learning works? Our results suggest the affirmative. We created a dataset by training 13,500 neural networks with different architectures, on different variations of spiral datasets, and using different optimization parameters. We used this dataset to train task-independent…
Learning the Markov network structure from data is a problem that has received considerable attention in machine learning, and in many other application fields. This work focuses on a particular approach for this purpose called independence-based learning. Such approach guarantees the learning of the correct structure …
We consider the problem of finding model-independent bounds on the price of an Asian option, when the call prices at the maturity date of the option are known. Our methods differ from most approaches to model-independent pricing in that we consider the problem as a dynamic programming problem, where the controlled proc…
Bayesian networks are simplified for categorical variables using staged trees and asymmetry-labeled DAGs.
Determinantal point process have recently been used as models in machine learning and this has raised questions regarding the characterizations of conditional independence. In this paper we investigate characterizations of conditional independence. We describe some conditional independencies through the conditions on t…
Paper finds Dutch Draw optimal baseline for binary classification.
Sequential Kernel-based Conditional Independence Testing via Adaptive Betting
We propose a new approach, called cooperative neural networks (CoNN), which uses a set of cooperatively trained neural networks to capture latent representations that exploit prior given independence structure. The model is more flexible than traditional graphical models based on exponential family distributions, but i…
The multiresolution Gaussian process (GP) has gained increasing attention as a viable approach towards improving the quality of approximations in GPs that scale well to large-scale data. Most of the current constructions assume full independence across resolutions. This assumption simplifies the inference, but it under…
Develops a nonparametric graphical model for conditional independence.
This work identifies redundant tests in conditional-independence-based discovery that can improve graphical model accuracy.
Efficiently fine-tunes patient-independent seizure detection models with tensor kernel machine.
New algorithms learn simple staged trees from data, improving model fit.
The new notion of maturity-independent risk measures is introduced and contrasted with the existing risk measurement concepts. It is shown, by means of two examples, one set on a finite probability space and the other in a diffusion framework, that, surprisingly, some of the widely utilized risk measures cannot be used…
InClass nets use neural networks to estimate CIMMs without assuming fixed parameters.
Unified framework for structure learning via conditional independence testing.
This work investigates the intersection property of conditional independence. It states that for random variables and we have that independent of given and independent of given implies independent of given . Under the assumption that the joint distribution has a co…
Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood estimation in the case of continuous variables with a Gaussian joint distributio…
New method exploits independence in instrumental variable models for better causal inference.
New method uses MMD estimators to enforce model invariance with missing data.
This research tackles group fairness in predictive process monitoring by ensuring predictions are independent of sensitive group membership.
New approach tackles nonidentifiability in nonlinear blind source separation.
This paper aims at justifying LWF and AMP chain graphs by showing that they do not represent arbitrary independence models. Specifically, we show that every chain graph is inclusion optimal wrt the intersection of the independence models represented by a set of directed and acyclic graphs under conditioning. This impli…
Simple method calculates WWR for regulatory and accounting purposes.
We develop a new framework of uncertainty variables to model uncertainty. An uncertainty variable is characterized by an uncertainty set, in which its realization is bound to lie, while the conditional uncertainty is characterized by a set map, from a given realization of a variable to a set of possible realizations of…
New test for point processes without strong model assumptions.
Estimates marginal independence structure of Bayesian networks from data.
Method discovers local independence in systems with continuous variables.
Log-linear models are a family of probability distributions which capture relationships between variables. They have been proven useful in a wide variety of fields such as epidemiology, economics and sociology. The interest in using these models is that they are able to capture context-specific independencies, relation…