arXiv subjects

Daniela Schkoda

Publications and source records attributed to Daniela Schkoda.

6 recordsLinked to original sources

arXiv2026

Goodness-of-Fit Tests for Linear Non-Gaussian Structural Equation Models

The field of causal discovery develops model selection methods to infer cause-effect relations among a set of random variables. For this purpose, different modelling assumptions have been proposed to render cause-effect relations identifiable. One prominent assumption is that the joint distribution of the observed variables follows a linear non-Gaussian structural equation model. In this paper, we develop novel goodness-of-fit tests that assess the validity of this assumption in the basic setting without latent confounders as well as in extension to linear models that incorporate latent confounders. Our approach involves testing algebraic relations among second and higher moments that hold as a consequence of the linearity of the structural equations. Specifically, we show that the linearity implies rank constraints on matrices and tensors derived from moments. For a practical implementation of our tests, we consider a multiplier bootstrap method that uses incomplete U-statistics to estimate subdeterminants, as well as asymptotic approximations to the null distribution of singular values. The methods are illustrated, in particular, for the Tübingen collection of benchmark data sets on cause-effect pairs.

stat.ME↗

arXiv2026

Cross-validating causal discovery via Leave-One-Variable-Out

We propose a new approach to falsify causal discovery algorithms without ground truth, which is based on testing the causal model on a variable pair excluded during learning the causal model. Specifically, given data on $X, Y, \boldsymbol{Z}=X, Y, Z_1,\dots,Z_k$, we apply the causal discovery algorithm separately to the 'leave-one-out' data sets $X, \boldsymbol{Z}$ and $Y, \boldsymbol{Z}$. We demonstrate that the two resulting causal models, in the form DAGs, ADMGs, CPDAGs or PAGs, often entail conclusions on the dependencies between $X$ and $Y$ and allow to estimate $\mathbb{E}(Y\mid X=x)$ without any joint observations of $X$ and $Y$, given only the leave-one-out datasets. This estimation is called "Leave-One-Variable-Out (LOVO)" prediction. Its error can be estimated since the joint distribution $P(X, Y)$ is available, and $X$ and $Y$ have only been omitted for the purpose of falsification. We present two variants of LOVO prediction: One graphical method, which is applicable to general causal discovery algorithms, and one version tailored towards algorithms relying on specific a priori assumptions, such as linear additive noise models. Simulations indicate that the LOVO prediction error is indeed correlated with the accuracy of the causal outputs, affirming the method's effectiveness.

stat.ML↗

arXiv2026

Root Cause Analysis of Outliers in Unknown Cyclic Graphs

We study the propagation of outliers in cyclic causal graphs with linear structural equations, tracing them back to one or several "root cause" nodes. We show that it is possible to identify a short list of potential root causes provided that the perturbation is sufficiently strong and propagates according to the same structural equations as in the normal mode. This shortlist consists of the true root causes together with those of its parents lying on a cycle with the root cause. Notably, our method does not require prior knowledge of the causal graph and yields encouraging results on simulated data and real data from biology and cloud computing.

stat.ML↗

arXiv2025

Tropical Bisectors and Carlini-Wagner Attacks

Pasque et al. showed that using a tropical symmetric metric as an activation function in the last layer can improve the robustness of convolutional neural networks (CNNs) against state-of-the-art attacks, including the Carlini-Wagner attack. This improvement occurs when the attacks are not specifically adapted to the non-differentiability of the tropical layer. Moreover, they showed that the decision boundary of a tropical CNN is defined by tropical bisectors. In this paper, we explore the combinatorics of tropical bisectors and analyze how the tropical embedding layer enhances robustness against Carlini-Wagner attacks. We prove an upper bound on the number of linear segments the decision boundary of a tropical CNN can have. We then propose a refined version of the Carlini-Wagner attack, specifically tailored for the tropical architecture. Computational experiments with MNIST and LeNet5 showcase our attacks improved success rate.

cs.LG↗

arXiv2024

Causal Discovery of Linear Non-Gaussian Causal Models with Unobserved Confounding

We consider linear non-Gaussian structural equation models that involve latent confounding. In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects. Instead, a finite number of different causal effects result in the same observational distribution. Most existing algorithms for identifying these causal effects use overcomplete independent component analysis (ICA), which often suffers from convergence to local optima. Furthermore, the number of latent variables must be known a priori. To address these issues, we propose an algorithm that operates recursively rather than using overcomplete ICA. The algorithm first infers a source, estimates the effect of the source and its latent parents on their descendants, and then eliminates their influence from the data. For both source identification and effect size estimation, we use rank conditions on matrices formed from higher-order cumulants. We prove asymptotic correctness under the mild assumption that locally, the number of latent variables never exceeds the number of observed variables. Simulation studies demonstrate that our method achieves comparable performance to overcomplete ICA even though it does not know the number of latents in advance.

stat.ML↗

arXiv2024

Conditional Independence in Stationary Diffusions

Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate diffusion processes with a sparsely structured drift. Our main result gives a characterization of the conditional independence relations that hold in a stationary distribution. The result draws on a graphical representation of the drift structure and pertains to conditional independence relations that hold generally as a consequence of the drift's sparsity pattern.

math.ST↗