Learning Graphical Models
Concomitant DAG Learning: On the Roles of Noise Adaptivity, Sparsity, and Non-negativity
Mateos, Gonzalo, Rey, Samuel, Ajorlou, Hamed, Tepper, Mariano
Directed acyclic graphs (DAGs) constitute a central modeling tool to enable principled reasoning about cause-effect interactions in complex systems. However, since the causal structure underlying a group of variables is often unknown and interventions may be infeasible or ethically challenging to implement, there is a need to address the task of inferring DAGs from observational data. However, most classical structure identification approaches face two key obstacles: the combinatorial challenge of enforcing acyclicity, which severely limits scalability, and identifiability challenges arising from latent confounding or heterogeneous noise. This tutorial offers an overview of recent signal processing and optimization advances that address these issues by recasting DAG structure learning as a continuous, score-based estimation problem over adjacency matrices. We begin with a didactic introduction to structural equation models and the formulation of causal graph recovery, followed by a historical survey of score-based methods ranging from early combinatorial search schemes and greedy heuristics to modern continuous frameworks that leverage smooth characterizations of acyclicity. Building on this foundation, we describe concomitant DAG estimation methods that jointly infer sparse causal structure and exogenous noise levels, improving robustness under heteroscedasticity and distribution shifts by rendering the estimator noise adaptive. All in all, the tutorial introduces readers to challenges and opportunities for signal processing research at the crossroads of causal inference, high-dimensional statistics, and scalable graph learning, while outlining emerging directions including online, nonlinear, and neural causal discovery.
Entrywise Error Bounds for Spectral Ranking with Semi-Random Adversaries
Lee, Dongmin, Makur, Anuran, Singh, Japneet
Bradley-Terry-Luce (BTL) model estimation is a well-established strategy to rank a collection of items given a dataset of pairwise comparisons. Although the theoretical performance of BTL estimation methods, such as spectral and maximum likelihood estimation, is well studied in the regime of uniformly sampled graphs, generalizing such results to a wider class of random graphs has proved challenging. In this work, we investigate the entry-wise error of spectral algorithms against a semi-random adversary that can arbitrarily boost the sampling probabilities of certain edges. We find that the performance of the unweighted spectral method is heavily dependent on the spectral properties of the generated graph. Furthermore, we show that asymptotic performance approaching that of uniformly sampled graphs can be recovered by appropriately reweighting the observed edges to counteract the adversary and restore the spectral gap. Finally, we provide numerical simulations that support our theoretical findings.
Targeted maximum likelihood estimation of vaccine effectiveness and immune correlates in test-negative design studies with missing data
Andrews, Leah I. B., van der Laan, Lars, Gilbert, Peter B.
The test-negative design (TND) is a resource-efficient observational study design that can assess vaccine effectiveness and exposure-proximal immune correlates of disease. The TND enrolls symptomatic individuals seeking diagnostic testing and compares case status by an exposure variable, such as vaccination status or immune marker level, that is measured at testing. While the TND reduces confounding by healthcare-seeking behavior, other sources of confounding may remain. TND studies may also have missing data in the exposure variable due to incomplete records or two-phase sampling designs. We present a targeted maximum likelihood estimation approach involving a semiparametric logistic regression model that targets a causal conditional risk ratio of symptomatic disease in the healthcare-seeking population. Under causal and missing at random assumptions, our method produces an efficient, asymptotically linear estimator that provides flexible, data-driven confounding control and valid causal inference when analyzing TND studies with missing exposure variable data. We evaluate our method's finite sample properties using plasmode simulations of a two-phase TND immune correlates study. We also apply our method to assess COVID-19 vaccine effectiveness and antibody marker correlates of COVID-19 from TND study cohorts derived from the Moderna Coronavirus Efficacy phase 3 trial.
Causal Discovery in Structural VAR Models Under Equal Noise Variance
HasanAbadi, SeyedSina Seyedi, Arab, Fahimeh, Nozari, Erfan, Ghassami, AmirEmad
Causal discovery from multivariate time series is challenging when causal effects may occur both across time and within the same sampling interval. This issue is especially important in applications such as neuroscience, where the sampling rate may be coarse relative to the underlying dynamics and contemporaneous effects need not form an acyclic graph. We study causal discovery in linear Gaussian structural VAR models under an equal noise variance assumption, meaning that the structural noise terms have a common variance. Unlike the DAG-based cross-sectional equal noise variance setting, the time-series setting considered here does not generally yield point identification of a unique causal graph. Instead, multiple structural VAR parameterizations can induce the same stationary observed process law. We introduce a notion of observational equivalence tailored to this setting and show that the corresponding equivalence class is characterized by orthogonal transformations of the structural equations together with a global positive scale. This characterization leads to an equivalence-aware model discrepancy, the observational alignment discrepancy, which compares structural models modulo transformations that preserve the observed law. Building on this theory, we propose ENVAR, a sparsity-based procedure that searches over the induced observational equivalence class for a sparse normalized structural representative. We evaluate the proposed methodology on synthetic structural VAR data and on an fMRI dataset.
Guiding Multi-Objective Genetic Programming with Description Length Improves Symbolic Regression Solutions
Kronberger, Gabriel, de Franca, Fabricio Olivetti, Bartlett, Deaglan J., Desmond, Harry, Ferreira, Pedro G.
Symbolic regression with genetic programming (GPSR) may suffer from overfitting and structural bloat, especially when noise is present. In this paper we evaluate description length (DL) and fractional Bayes factor (FBF) criteria as principled, data-efficient alternatives to heuristics for selecting compact expressions that generalise well. We implement DL using a Fisher-information-based parameter encoding and compare it to AIC and BIC across multiple datasets, including noisy synthetic benchmarks and real-world regression problems. We study three search/selection strategies: (i) multi-objective search for accuracy and program length followed by DL/FBF selection; (ii) multi-objective search using DL directly as an objective; and (iii) single-objective optimisation with DL/FBF as the fitness. Across datasets we find that DL/FBF post-selection improves test performance compared to AIC/BIC baseline and that BIC in combination with the same function complexity penalty from DL/FBF produces similar results. In contrast, using DL/FBF directly as a fitness function in single-objective GPSR frequently induces premature convergence to overly simple models. We conclude with practical guidance for using DL/FBF as robust model-selection tools in genetic programming workflows.
Uniform Diffusion Models Revisited: Leave-One-Out Denoiser and Absorbing State Reformulation
Gourevitch, Samson, Janati, Yazid, Shariatian, Dario, Simsekli, Umut, Moulines, Eric, Xing, Eric P., Durmus, Alain
Discrete diffusion models are often trained through clean-data prediction, but the prediction can be used in different ways to define the reverse dynamics. In Masked Diffusion Models (MDM) these choices largely coincide, whereas in Uniform Diffusion Models (UDM) they do not. We show that the standard plug-in bridge parameterization for UDM is not optimized by the denoising posterior, but by a leave-one-out posterior that predicts each clean token without using its own noisy observation. This identifies a mismatch between the plug-in ELBO and the usual cross-entropy denoising objective. We characterize the leave-one-out target and derive exact conversions between the denoiser, the leave-one-out posterior, and the score. These conversions allow us to disentangle parameterization and training objective. Our results also lead to inference improvements without any additional training through an informed predictor-corrector sampler and improved temperature sampling based on the leave-one-out predictor. We further introduce an absorbing-state reformulation of uniform diffusion that preserves the UDM joint law while decomposing it into masked-diffusion-like sampling operations, with simpler denoising posteriors, carry-over unmasking, and a natural remasking mechanism. On language modeling, leave-one-out parameterizations consistently improve UDM generation, while the absorbing construction matches or surpasses masked diffusion. These results suggest that the empirical gap between masked and uniform diffusion is driven less by the choice of marginals themselves than by parameterization and sampling design. The code and models can be found at https://github.com/samsongourevitch/rev_udm.
Sliced-Regularized Optimal Transport
We propose a new regularized optimal transport (OT) formulation, termed sliced-regularized optimal transport (SROT). Unlike entropic OT (EOT), which regularizes the transport plan toward an independent coupling, SROT regularizes it toward a smoothened sliced OT (SOT) plan. To the best of our knowledge, SROT is the first approach to leverage a version of SOT plan as a reference to improve classical OT. We provide a formal definition of SROT, derive its dual formulation, and provide a post-Bayesian interpretation of SROT. We then develop a Sinkhorn-style algorithm for efficient computation, retaining the same scalability advantages as EOT. By incorporating a scalable SOT plan as a prior, SROT yields more accurate approximations of the exact OT plan than EOT under the same level of regularization. Moreover, the resulting transport plan improves upon the reference SOT plan itself. We further introduce the corresponding OT divergence induced by SROT, named SROT divergence, and analyze its topological and computational properties. Finally, we validate our approach through experiments on synthetic datasets and color transfer tasks, demonstrating that SROT is better than both EOT and SOT in approximating exact OT. Additional experiments on gradient flows further highlight the advantages of SROT divergence.
Corrected Integrated Laplace Approximation for Bayesian Inference in Latent Gaussian Models
Lai, Jinlin, Margossian, Charles C., Sheldon, Daniel R.
Latent Gaussian models (LGMs) are a popular class of Bayesian hierarchical models that include Gaussian processes, as well as certain spatial models and mixed-effect models. Efficient Bayesian inference of LGMs often requires marginalizing out the latent variables. For LGMs with a non-Gaussian likelihood, exact marginalization is not possible and a popular approach is to do approximate marginalization with an integrated Laplace approximation (ILA). Using ILA produces an approximate posterior which, in some settings, can differ significantly from the correct posterior, which impacts downstream applications. We propose an importance sampling scheme to correct the error introduced by ILA. By increasing the number of samples in importance sampling, the posterior with ILA converges to the correct posterior. This idea is realized with various techniques, including pseudo-marginalization, quasi-Monte Carlo and randomized quasi-Monte Carlo. We implement our methods in an automatic differentiation framework to support gradient-based algorithms when doing inference on the hyperparameters. For the latter, we specifically consider the use of Hamiltonian Monte Carlo. We demonstrate the benefits of reduced error in various applied models.
Score-Based Causal Discovery of Latent Variable Causal Models
Ng, Ignavier, Dong, Xinshuai, Dai, Haoyue, Huang, Biwei, Spirtes, Peter, Zhang, Kun
Identifying latent variables and the causal structure involving them is essential across various scientific fields. While many existing works fall under the category of constraint-based methods (with e.g. conditional independence or rank deficiency tests), they may face empirical challenges such as testing-order dependency, error propagation, and choosing an appropriate significance level. These issues can potentially be mitigated by properly designed score-based methods, such as Greedy Equivalence Search (GES) (Chickering, 2002) in the specific setting without latent variables. Yet, formulating score-based methods with latent variables is highly challenging. In this work, we develop score-based methods that are capable of identifying causal structures containing causally-related latent variables with identifiability guarantees. Specifically, we show that a properly formulated scoring function can achieve score equivalence and consistency for structure learning of latent variable causal models. We further provide a characterization of the degrees of freedom for the marginal over the observed variables under multiple structural assumptions considered in the literature, and accordingly develop both exact and continuous score-based methods. This offers a unified view of several existing constraint-based methods with different structural assumptions. Experimental results validate the effectiveness of the proposed methods.
Understanding Deterioration Random Effects for Causal Discovery in Infrastructure Management
Infrastructure deterioration poses significant challenges for asset management, yet existing approaches rely on population-averaged models that overlook equipment-specific heterogeneity. We present a novel framework that combines Bayesian hierarchical hazard modeling with causal discovery to identify operational patterns that drive heterogeneous deterioration rates in pump equipment. Our approach first estimates pump-specific random effects $u_i$ using GPU-accelerated No-U-Turn Sampling (NUTS), achieving 3--5$\times$ speedup over CPU implementations. We then employ DirectLiNGAM to discover causal relationships between 22 engineered time-series features and deterioration rates, stratified by positive ($u_i > 0$, faster deterioration) versus negative ($u_i \leq 0$, slower deterioration) random effects. Analyzing 112 pumps with 92,861 observations over 650 days, we uncover striking heterogeneity: the negative group exhibits causal effects 400$\times$ larger than the positive group, with standard deviation (std) showing a strong positive causal effect ($+1.515$) on deterioration rates in low-risk equipment. We validate linearity assumptions through NonlinearLiNGAM comparison and demonstrate practical scalability through GPU acceleration. Our findings enable targeted maintenance strategies by revealing that different operational regimes require fundamentally distinct management approaches, advancing predictive maintenance from population-averaged to heterogeneity-aware decision making.