arXiv:2505.00229stat.MLcs.LG2025-05被引 5

提出带噪声的极值因果模型推断方法,实现边参数的正态分布估计。

Inference for max-linear Bayesian networks with noise

  • 基于对数变换与max-plus代数构建噪声型最大线性贝叶斯网络
  • 证明有向无环图中每条边的参数估计量服从正态分布
  • 结合EM算法与二次优化实现高效计算,适用于极端事件建模

最大线性贝叶斯网络(MLBNs)为极值场景下的因果推断提供了强大框架。本文在给定拓扑结构下,通过取对数将带有噪声参数的MLBNs置于max-plus代数框架中进行分析。我们证明了有向无环图(DAG)中每条边的参数估计量呈正态分布。论文最后通过期望最大化(EM)算法和二次优化进行了计算实验,验证了方法的有效性。

原文摘要 · Abstract (English)

Max-Linear Bayesian Networks (MLBNs) provide a powerful framework for causal inference in extreme-value settings; we consider MLBNs with noise parameters with a given topology in terms of the max-plus algebra by taking its logarithm. Then, we show that an estimator of a parameter for each edge in a directed acyclic graph (DAG) is distributed normally. We end this paper with computational experiments with the expectation and maximization (EM) algorithm and quadratic optimization.

因果推断极值分析贝叶斯网络统计推断

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