Gabriele D'Acunto

Gabriele D'Acunto, Paolo Di Lorenzo, Sergio Barbarossa

The inference of causal structures from observed data plays a key role in unveiling the underlying dynamics of the system. This paper exposes a novel method, named Multiscale-Causal Structure Learning (MS-CASTLE), to estimate the structure of linear causal relationships occurring at different time scales. Differently from existing approaches, MS-CASTLE takes explicitly into account instantaneous and lagged inter-relations between multiple time series, represented at different scales, hinging on stationary wavelet transform and non-convex optimization. MS-CASTLE incorporates, as a special case, a single-scale version named SS-CASTLE, which compares favorably in terms of computational efficiency, performance and robustness with respect to the state of the art onto synthetic data. We used MS-CASTLE to study the multiscale causal structure of the risk of 15 global equity markets, during covid-19 pandemic, illustrating how MS-CASTLE can extract meaningful information thanks to its multiscale analysis, outperforming SS-CASTLE. We found that the most persistent and strongest interactions occur at mid-term time resolutions. Moreover, we identified the stock markets that drive the risk during the considered period: Brazil, Canada and Italy. The proposed approach can be exploited by financial investors who, depending to their investment horizon, can manage the risk within equity portfolios from a causal perspective.

Gabriele D'Acunto, Gianmarco De Francisci Morales, Paolo Bajardi et al.

This paper addresses a gap in the current state of the art by providing a solution for modeling causal relationships that evolve over time and occur at different time scales. Specifically, we introduce the multiscale non-stationary directed acyclic graph (MN-DAG), a framework for modeling multivariate time series data. Our contribution is twofold. Firstly, we expose a probabilistic generative model by leveraging results from spectral and causality theories. Our model allows sampling an MN-DAG according to user-specified priors on the time-dependence and multiscale properties of the causal graph. Secondly, we devise a Bayesian method named Multiscale Non-stationary Causal Structure Learner (MN-CASTLE) that uses stochastic variational inference to estimate MN-DAGs. The method also exploits information from the local partial correlation between time series over different time resolutions. The data generated from an MN-DAG reproduces well-known features of time series in different domains, such as volatility clustering and serial correlation. Additionally, we show the superior performance of MN-CASTLE on synthetic data with different multiscale and non-stationary properties compared to baseline models. Finally, we apply MN-CASTLE to identify the drivers of the natural gas prices in the US market. Causal relationships have strengthened during the COVID-19 outbreak and the Russian invasion of Ukraine, a fact that baseline methods fail to capture. MN-CASTLE identifies the causal impact of critical economic drivers on natural gas prices, such as seasonal factors, economic uncertainty, oil prices, and gas storage deviations.

Gabriele D'Acunto, Paolo Di Lorenzo, Francesco Bonchi et al.

Despite the large research effort devoted to learning dependencies between time series, the state of the art still faces a major limitation: existing methods learn partial correlations but fail to discriminate across distinct frequency bands. Motivated by many applications in which this differentiation is pivotal, we overcome this limitation by learning a block-sparse, frequency-dependent, partial correlation graph, in which layers correspond to different frequency bands, and partial correlations can occur over just a few layers. To this aim, we formulate and solve two nonconvex learning problems: the first has a closed-form solution and is suitable when there is prior knowledge about the number of partial correlations; the second hinges on an iterative solution based on successive convex approximation, and is effective for the general case where no prior knowledge is available. Numerical results on synthetic data show that the proposed methods outperform the current state of the art. Finally, the analysis of financial time series confirms that partial correlations exist only within a few frequency bands, underscoring how our methods enable the gaining of valuable insights that would be undetected without discriminating along the frequency domain.

Gabriele D'Acunto, Francesco Bonchi, Gianmarco De Francisci Morales et al.

The bulk of the research effort on brain connectivity revolves around statistical associations among brain regions, which do not directly relate to the causal mechanisms governing brain dynamics. Here we propose the multiscale causal backbone (MCB) of brain dynamics, shared by a set of individuals across multiple temporal scales, and devise a principled methodology to extract it. Our approach leverages recent advances in multiscale causal structure learning and optimizes the trade-off between the model fit and its complexity. Empirical assessment on synthetic data shows the superiority of our methodology over a baseline based on canonical functional connectivity networks. When applied to resting-state fMRI data, we find sparse MCBs for both the left and right brain hemispheres. Thanks to its multiscale nature, our approach shows that at low-frequency bands, causal dynamics are driven by brain regions associated with high-level cognitive functions; at higher frequencies instead, nodes related to sensory processing play a crucial role. Finally, our analysis of individual multiscale causal structures confirms the existence of a causal fingerprint of brain connectivity, thus supporting the existing extensive research in brain connectivity fingerprinting from a causal perspective.

Enrico Grimaldi, Mario Edoardo Pandolfo, Gabriele D'Acunto et al.

Recent advances in AI call for a paradigm shift from bit-centric communication to goal- and semantics-oriented architectures, paving the way for AI-native 6G networks. In this context, we address a key open challenge: enabling heterogeneous AI agents to exchange compressed latent-space representations while mitigating semantic noise and preserving task-relevant meaning. We cast this challenge as learning both the communication topology and the alignment maps that govern information exchange among agents, yielding a learned network sheaf equipped with orthogonal maps. This learning process is further supported by a semantic denoising end compression module that constructs a shared global semantic space and derives sparse, structured representations of each agent's latent space. This corresponds to a nonconvex dictionary learning problem solved iteratively with closed-form updates. Experiments with mutiple AI agents pre-trained on real image data show that the semantic denoising and compression facilitates AI agents alignment and the extraction of semantic clusters, while preserving high accuracy in downstream task. The resulting communication network provides new insights about semantic heterogeneity across agents, highlighting the interpretability of our methodology.

Lorenzo Marinucci, Leonardo Di Nino, Gabriele D'Acunto et al.

Probabilistic Graphical Models (PGMs) encode conditional dependencies among random variables using a graph -nodes for variables, links for dependencies- and factorize the joint distribution into lower-dimensional components. This makes PGMs well-suited for analyzing complex systems and supporting decision-making. Recent advances in topological signal processing highlight the importance of variables defined on topological spaces in several application domains. In such cases, the underlying topology shapes statistical relationships, limiting the expressiveness of canonical PGMs. To overcome this limitation, we introduce Colored Markov Random Fields (CMRFs), which model both conditional and marginal dependencies among Gaussian edge variables on topological spaces, with a theoretical foundation in Hodge theory. CMRFs extend classical Gaussian Markov Random Fields by including link coloring: connectivity encodes conditional independence, while color encodes marginal independence. We quantify the benefits of CMRFs through a distributed estimation case study over a physical network, comparing it with baselines with different levels of topological prior.

Gabriele D'Acunto, Fabio Massimo Zennaro, Yorgos Felekis et al.

Structural causal models (SCMs) allow us to investigate complex systems at multiple levels of resolution. The causal abstraction (CA) framework formalizes the mapping between high- and low-level SCMs. We address CA learning in a challenging and realistic setting, where SCMs are inaccessible, interventional data is unavailable, and sample data is misaligned. A key principle of our framework is semantic embedding, formalized as the high-level distribution lying on a subspace of the low-level one. This principle naturally links linear CA to the geometry of the Stiefel manifold. We present a category-theoretic approach to SCMs that enables the learning of a CA by finding a morphism between the low- and high-level probability measures, adhering to the semantic embedding principle. Consequently, we formulate a general CA learning problem. As an application, we solve the latter problem for linear CA; considering Gaussian measures and the Kullback-Leibler divergence as an objective. Given the nonconvexity of the learning task, we develop three algorithms building upon existing paradigms for Riemannian optimization. We demonstrate that the proposed methods succeed on both synthetic and real-world brain data with different degrees of prior information about the structure of CA.

Gabriele D'Acunto, Claudio Battiloro

Recent advances in artificial intelligence reveal the limits of purely predictive systems and call for a shift toward causal and collaborative reasoning. Drawing inspiration from the revolution of Grothendieck in mathematics, we introduce the relativity of causal knowledge, which posits structural causal models (SCMs) are inherently imperfect, subjective representations embedded within networks of relationships. By leveraging category theory, we arrange SCMs into a functor category and show that their observational and interventional probability measures naturally form convex structures. This result allows us to encode non-intervened SCMs with convex spaces of probability measures. Next, using sheaf theory, we construct the network sheaf and cosheaf of causal knowledge. These structures enable the transfer of causal knowledge across the network while incorporating interventional consistency and the perspective of the subjects, ultimately leading to the formal, mathematical definition of relative causal knowledge.

Gabriele D'Acunto, Paolo Di Lorenzo, Sergio Barbarossa

Causal artificial intelligence aims to enhance explainability, trustworthiness, and robustness in AI by leveraging structural causal models (SCMs). In this pursuit, recent advances formalize network sheaves and cosheaves of causal knowledge. Pushing in the same direction, we tackle the learning of consistent causal abstraction network (CAN), a sheaf-theoretic framework where (i) SCMs are Gaussian, (ii) restriction maps are transposes of constructive linear causal abstractions (CAs) adhering to the semantic embedding principle, and (iii) edge stalks correspond--up to permutation--to the node stalks of more detailed SCMs. Our problem formulation separates into edge-specific local Riemannian problems and avoids nonconvex objectives. We propose an efficient search procedure, solving the local problems with SPECTRAL, our iterative method with closed-form updates and suitable for positive definite and semidefinite covariance matrices. Experiments on synthetic data show competitive performance in the CA learning task, and successful recovery of diverse CAN structures.

Lorenzo Marinucci, Gabriele D'Acunto, Paolo Di Lorenzo et al.

Probabilistic graphical models (PGMs) are powerful tools for representing statistical dependencies through graphs in high-dimensional systems. However, they are limited to pairwise interactions. In this work, we propose the simplicial Gaussian model (SGM), which extends Gaussian PGM to simplicial complexes. SGM jointly models random variables supported on vertices, edges, and triangles, within a single parametrized Gaussian distribution. Our model builds upon discrete Hodge theory and incorporates uncertainty at every topological level through independent random components. Motivated by applications, we focus on the marginal edge-level distribution while treating node- and triangle-level variables as latent. We then develop a maximum-likelihood inference algorithm to recover the parameters of the full SGM and the induced conditional dependence structure. Numerical experiments on synthetic simplicial complexes with varying size and sparsity confirm the effectiveness of our algorithm.

Leonardo Di Nino, Gabriele D'Acunto, Sergio Barbarossa et al.

Connection graphs (CGs) extend traditional graph models by coupling network topology with orthogonal transformations, enabling the representation of global geometric consistency. They play a key role in applications such as synchronization, Riemannian signal processing, and neural sheaf diffusion. In this work, we address the inverse problem of learning CGs directly from observed signals. We propose a principled framework based on maximum pseudo-likelihood under a consistency assumption, which enforces spectral properties linking the connection Laplacian to the underlying combinatorial Laplacian. Based on this formulation, we introduce the Structured Connection Graph Learning (SCGL) algorithm, a block-optimization procedure over Riemannian manifolds that jointly infers network topology, edge weights, and geometric structure. Our experiments show that SCGL consistently outperforms existing baselines in both topological recovery and geometric fidelity, while remaining computationally efficient.

Gabriele D'Acunto, Paolo Di Lorenzo, Sergio Barbarossa

Causal artificial intelligence aims to enhance explainability, trustworthiness, and robustness in AI by leveraging structural causal models (SCMs). In this pursuit, recent advances formalize network sheaves of causal knowledge. Pushing in the same direction, we introduce the causal abstraction network (CAN), a specific instance of such sheaves where (i) SCMs are Gaussian, (ii) restriction maps are transposes of constructive linear causal abstractions (CAs), and (iii) edge stalks correspond -- up to rotation -- to the node stalks of more detailed SCMs. We investigate the theoretical properties of CAN, including algebraic invariants, cohomology, consistency, global sections characterized via the Laplacian kernel, and smoothness. We then tackle the learning of consistent CANs. Our problem formulation separates into edge-specific local Riemannian problems and avoids nonconvex, costly objectives. We propose an efficient search procedure as a solution, solving the local problems with SPECTRAL, our iterative method with closed-form updates and suitable for positive definite and semidefinite covariance matrices. Experiments on synthetic data show competitive performance in the CA learning task, and successful recovery of diverse CAN structures.