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arXiv 2602.21170stat.CO
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cyclinbayes: 基于线性非高斯有向无环和有环图模型的贝叶斯因果发现

cyclinbayes: Bayesian Causal Discovery with Linear Non-Gaussian Directed Acyclic and Cyclic Graphical Models

Texas A&M University(德克萨斯农工大学);The University of Texas at Austin(德克萨斯大学奥斯汀分校)

Robert Lee, Raymond K. W. Wong, Yang Ni

AI总结:

cyclinbayes通过贝叶斯方法实现线性非高斯有向无环和有环图模型的因果发现,提供全面的不确定性量化和高效的MCMC算法。

摘要:

我们介绍了cyclinbayes,一个用于发现具有有向无环图(DAG)和有向有环图(DCG)结构的线性因果关系的开源R包。该包采用可扩展的贝叶斯方法,结合尖峰- slab先验,以学习非高斯噪声下的有向无环图和有向有环图。cyclinbayes的核心特征是全面的不确定性量化,包括后验边包含概率、网络motif的后验概率以及整个图结构的后验概率。我们的实现解决了现有软件的两个局限性:(1)虽然线性非高斯DAG学习方法在R和Python中已有实现,但通常缺乏适当的不确定性量化;(2)可靠的线性非高斯DCG实现仍然稀缺。该包实现了计算高效且可扩展到大数据集的混合MCMC算法。除了不确定性量化外,我们还提出了一种新的决策理论方法来总结图的后验样本,从而基于后验期望损失(如后验期望结构汉明距离和结构干预距离)获得有原则的点估计。该包、补充材料和教程可在GitHub上获得,网址为https://github.com/roblee01/cyclinbayes。

英文摘要:

We introduce cyclinbayes, an open-source R package for discovering linear causal relationships with both acyclic and cyclic structures. The package employs scalable Bayesian approaches with spike-and-slab priors to learn directed acyclic graphs (DAGs) and directed cyclic graphs (DCGs) under non-Gaussian noise. A central feature of cyclinbayes is comprehensive uncertainty quantification, including posterior edge inclusion probabilities, posterior probabilities of network motifs, and posterior probabilities over entire graph structures. Our implementation addresses two limitations in existing software: (1) while methods for linear non-Gaussian DAG learning are available in R and Python, they generally lack proper uncertainty quantification, and (2) reliable implementations for linear non-Gaussian DCG remain scarce. The package implements computationally efficient hybrid MCMC algorithms that scale to large datasets. Beyond uncertainty quantification, we propose a new decision-theoretic approach to summarize posterior samples of graphs, yielding principled point estimates based on posterior expected loss such as posterior expected structural Hamming distance and structural intervention distance. The package, a supplementary material, and a tutorial are available on GitHub at https://github.com/roblee01/cyclinbayes.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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