In recent years, there is a growing interest in learning Bayesian networks with continuous variables. Learning the structure of such networks is a computationally expensive procedure, which limits most applications to parameter learning. This problem is even more acute when learning networks with hidden variables. We p…
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Researchers identify latent variables and causal structures from nonlinear hierarchical models.
StructureBoost improves gradient boosting for complex categorical variables efficiently.
Learning Markov blanket (MB) structures has proven useful in performing feature selection, learning Bayesian networks (BNs), and discovering causal relationships. We present a formula for efficiently determining the number of MB structures given a target variable and a set of other variables. As expected, the number of…
Bayesian networks, and especially their structures, are powerful tools for representing conditional independencies and dependencies between random variables. In applications where related variables form a priori known groups, chosen to represent different "views" to or aspects of the same entities, one may be more inte…
VC-PCR improves prediction by clustering correlated variables.
Develops a new method for decision trees using categorical variable structure.
This paper explores what causal structures can be distinguished by observational and interventional probing schemes.
New score-based methods identify causal structures with latent variables.
The edge structure of the graph defining an undirected graphical model describes precisely the structure of dependence between the variables in the graph. In many applications, the dependence structure is unknown and it is desirable to learn it from data, often because it is a preliminary step to be able to ascertain c…
A neural network finds causal relationships among latent variables.
A new method reduces CI tests for causal structure learning.
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of graphical models known as the structural equation model with latent variables. While …
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of graphical models known as the structural equation model with latent variables. While …
This work considers the problem of learning the structure of multivariate linear tree models, which include a variety of directed tree graphical models with continuous, discrete, and mixed latent variables such as linear-Gaussian models, hidden Markov models, Gaussian mixture models, and Markov evolutionary trees. The …
We consider the problem of extracting a low-dimensional, linear latent variable structure from high-dimensional random variables. Specifically, we show that under mild conditions and when this structure manifests itself as a linear space that spans the conditional means, it is possible to consistently recover the struc…
Local causal structure learning aims to discover and distinguish direct causes (parents) and direct effects (children) of a variable of interest from data. While emerging successes have been made, existing methods need to search a large space to distinguish direct causes from direct effects of a target variable \emph{T…
Latent variable models are used to estimate variables of interest quantities which are observable only up to some measurement error. In many studies, such variables are known but not precisely quantifiable (such as "job satisfaction" in social sciences and marketing, "analytical ability" in educational testing, or "inf…
Solar improves variable selection in high-dimensional data with complicated dependence structures.
Characterizes causal structure dominance for latent variables.
New tree-structured Markov fields with Poisson marginals for counting variables.
A standard technique for understanding underlying dependency structures among a set of variables posits a shared conditional probability distribution for the variables measured on individuals within a group. This approach is often referred to as module networks, where individuals are represented by nodes in a network, …
Traditional approaches to Bayes net structure learning typically assume little regularity in graph structure other than sparseness. However, in many cases, we expect more systematicity: variables in real-world systems often group into classes that predict the kinds of probabilistic dependencies they participate in. Her…
This work explores variably scaled kernels to improve non-stationary Gaussian processes.
Study identifies key ESG variables for assessing financial risk.
New method learns exogenous variable distributions for better causal optimization.
We consider structural equation models in which variables can be written as a function of their parents and noise terms, which are assumed to be jointly independent. Corresponding to each structural equation model, there is a directed acyclic graph describing the relationships between the variables. In Gaussian structu…
Methods for learning Bayesian network structure can discover dependency structure between observed variables, and have been shown to be useful in many applications. However, in domains that involve a large number of variables, the space of possible network structures is enormous, making it difficult, for both computati…
Energy trees handle complex data structures with multiple variable types.
The structure of a Bayesian network encodes most of the information about the probability distribution of the data, which is uniquely identified given some general distributional assumptions. Therefore it's important to study the variability of its network structure, which can be used to compare the performance of diff…
We developed a novel statistical method to identify structural differences between networks characterized by structural equation models. We propose to reparameterize the model to separate the differential structures from common structures, and then design an algorithm with calibration and construction stages to identif…
Proposes a two-stage method for selecting correlated predictors in high-dimensional data.
Extends linear structural causal models to include deterministic relations and latent confounders for causal discovery.
In this paper, we introduce Adaptive Cluster Lasso(ACL) method for variable selection in high dimensional sparse regression models with strongly correlated variables. To handle correlated variables, the concept of clustering or grouping variables and then pursuing model fitting is widely accepted. When the dimension is…
Develops MgCSL for discovering causal structures in high-dimensional data.
Learning in the latent variable model is challenging in the presence of the complex data structure or the intractable latent variable. Previous variational autoencoders can be low effective due to the straightforward encoder-decoder structure. In this paper, we propose a variational composite autoencoder to sidestep th…
A new distance for mixed-variable, hierarchical datasets with meta variables.
DiCoLa recursively decomposes causal structure learning for latent variables.
Optimized variable orderings improve autoregressive model performance.
Develops a method to identify causal effects in linear models with latent variables.
Study tackles causal structure learning in linear models with unobserved variables and measurement error.
We identify direct causes of a target variable from observational data without full DAG identifiability.
Paper proposes a new method to identify causal graphs with latent variables using higher-order cumulants.
The architectures of deep neural networks (DNN) rely heavily on the underlying grid structure of variables, for instance, the lattice of pixels in an image. For general high dimensional data with variables not associated with a grid, the multi-layer perceptron and deep belief network are often used. However, it is freq…
The problem of causal inference is to determine if a given probability distribution on observed variables is compatible with some causal structure. The difficult case is when the causal structure includes latent variables. We here introduce the for tackling this problem. An inflation of a…
New method learns graphical models with latent variables for extreme events.
Unsupervised framework captures acquisition variability in structural connectomes.
Unified framework for modeling hierarchical spaces in design problems.