Piotr Zwiernik

Geert Mesters, Alvaro Ribot, Anna Seigal et al.

Causal discovery methods such as LiNGAM identify causal structure from observational data by assuming mutually independent disturbances. This assumption is fragile: shared volatility, common scale effects, or other forms of dependence can cause the methods to recover the wrong causal order, even with infinite data. We introduce the Linear Mean-Independent Acyclic Model (LiMIAM), which replaces full independence with weaker one-sided mean-independence restrictions on the disturbances. Under finite-order consequences of these restrictions, source nodes are generically identifiable, and hence a compatible causal order can be recovered recursively. Our proof is constructive and leads to DirectLiMIAM, a sequential residual-based algorithm for causal discovery under dependent noise. In simulations with mean-independent but dependent disturbances, DirectLiMIAM outperforms LiNGAM methods. A large-scale empirical application to the oil market highlights the implausibility of the independence assumption and the ability of DirectLiMIAM to recover a realistic causal ordering, from policy to production and from prices to inflation.

Sofiya Burova, Francisco Calvillo, Gábor Lugosi et al.

We consider the problem of testing properties of graphs underlying high-dimensional graphical models. We adopt the model of covariance queries introduced by Lugosi, Truszkowski, Velona, and Zwiernik (2021). We study the case when the underlying graph is a tree. The main results of the paper show that, while reconstructing the entire tree may be costly, certain global structural properties can be tested efficiently. In particular, we design randomized tests for global structural properties that use a sub-quadratic number of queries. We develop testing procedures for several fundamental properties, including the number of leaves, the maximum degree, the typical distance, and the diameter of the tree. For each property, we obtain explicit query complexity bounds that depend on the target threshold and tolerance parameters.

Ichiro Hashimoto, Stanislav Volgushev, Piotr Zwiernik

The practical success of deep learning has led to the discovery of several surprising phenomena. One of these phenomena, that has spurred intense theoretical research, is ``benign overfitting'': deep neural networks seem to generalize well in the over-parametrized regime even though the networks show a perfect fit to noisy training data. It is now known that benign overfitting also occurs in various classical statistical models. For linear maximum margin classifiers, benign overfitting has been established theoretically in a class of mixture models with very strong assumptions on the covariate distribution. However, even in this simple setting, many questions remain open. For instance, most of the existing literature focuses on the noiseless case where all true class labels are observed without errors, whereas the more interesting noisy case remains poorly understood. We provide a comprehensive study of benign overfitting for linear maximum margin classifiers. We discover a phase transition in test error bounds for the noisy model which was previously unknown and provide some geometric intuition behind it. We further considerably relax the required covariate assumptions in both, the noisy and noiseless case. Our results demonstrate that benign overfitting of maximum margin classifiers holds in a much wider range of scenarios than was previously known and provide new insights into the underlying mechanisms.

Alvaro Ribot, Anna Seigal, Piotr Zwiernik

Independent Component Analysis (ICA) is a classical method for recovering latent variables with useful identifiability properties. For independent variables, cumulant tensors are diagonal; relaxing independence yields tensors whose zero structure generalizes diagonality. These models have been the subject of recent work in non-independent component analysis. We show that pairwise mean independence answers the question of how much one can relax independence: it is identifiable, any weaker notion is non-identifiable, and it contains the models previously studied as special cases. Our results apply to distributions with the required zero pattern at any cumulant tensor. We propose an algebraic recovery algorithm based on least-squares optimization over the orthogonal group. Simulations highlight robustness: enforcing full independence can harm estimation, while pairwise mean independence enables more stable recovery. These findings extend the classical ICA framework and provide a rigorous basis for blind source separation beyond independence.

Marta Casanellas, Marina Garrote-López, Piotr Zwiernik

Consider the problem of learning undirected graphical models on trees from corrupted data. Recently Katiyar et al. showed that it is possible to recover trees from noisy binary data up to a small equivalence class of possible trees. Their other paper on the Gaussian case follows a similar pattern. By framing this as a special phylogenetic recovery problem we largely generalize these two settings. Using the framework of linear latent tree models we discuss tree identifiability for binary data under a continuous corruption model. For the Ising and the Gaussian tree model we also provide a characterisation of when the Chow-Liu algorithm consistently learns the underlying tree from the noisy data.

Gábor Lugosi, Jakub Truszkowski, Vasiliki Velona et al.

We study the problem of recovering the structure underlying large Gaussian graphical models or, more generally, partial correlation graphs. In high-dimensional problems it is often too costly to store the entire sample covariance matrix. We propose a new input model in which one can query single entries of the covariance matrix. We prove that it is possible to recover the support of the inverse covariance matrix with low query and computational complexity. Our algorithms work in a regime when this support is represented by tree-like graphs and, more generally, for graphs of small treewidth. Our results demonstrate that for large classes of graphs, the structure of the corresponding partial correlation graphs can be determined much faster than even computing the empirical covariance matrix.

Piotr Zwiernik

Latent tree models are graphical models defined on trees, in which only a subset of variables is observed. They were first discussed by Judea Pearl as tree-decomposable distributions to generalise star-decomposable distributions such as the latent class model. Latent tree models, or their submodels, are widely used in: phylogenetic analysis, network tomography, computer vision, causal modeling, and data clustering. They also contain other well-known classes of models like hidden Markov models, Brownian motion tree model, the Ising model on a tree, and many popular models used in phylogenetics. This article offers a concise introduction to the theory of latent tree models. We emphasise the role of tree metrics in the structural description of this model class, in designing learning algorithms, and in understanding fundamental limits of what and when can be learned.

Mathias Drton, Shaowei Lin, Luca Weihs et al.

Gaussian latent tree models, or more generally, Gaussian latent forest models have Fisher-information matrices that become singular along interesting submodels, namely, models that correspond to subforests. For these singularities, we compute the real log-canonical thresholds (also known as stochastic complexities or learning coefficients) that quantify the large-sample behavior of the marginal likelihood in Bayesian inference. This provides the information needed for a recently introduced generalization of the Bayesian information criterion. Our mathematical developments treat the general setting of Laplace integrals whose phase functions are sums of squared differences between monomials and constants. We clarify how in this case real log-canonical thresholds can be computed using polyhedral geometry, and we show how to apply the general theory to the Laplace integrals associated with Gaussian latent tree and forest models. In simulations and a data example, we demonstrate how the mathematical knowledge can be applied in model selection.