Model Releases
DAG Structure Learning with Node-Varying Heavy-Tailed Disturbances
arXiv:2610.13304v1 Announce Type: new Abstract: DAG structures can be learned from observations by incorporating acyclicity via smooth constraints, such as DAGMA's log-determinant function. Typically,
arXiv:2610.13304v1 Announce Type: new Abstract: DAG structures can be learned from observations by incorporating acyclicity via smooth constraints, such as DAGMA's log-determinant function. Typically, observations and the underlying DAG are related through linear structural equation models, with Gaussianity assumption on the disturbances at each node. Extending DAG learning methods that account for scale and tail behavior of disturbances that vary across nodes remains a challenge. We propose a node-varying Student-t DAGMA that jointly estimates the graph structure, node-specific disturbance scales, and the degrees-of-freedom parameter. A Gaussian scale-mixture representation yields an iteratively reweighted formulation that down-weights large standardized residuals. Building on existing results, we also establish identifiability of the graph and disturbance parameters. Synthetic experiments demonstrate improved structural recovery under heterogeneous heavy-tailed disturbances, and experiments on real finance data show that the proposed method yields lower test negative log-likelihood than the evaluated baselines.
Related
- SHIFT: Robust Double Machine Learning for Average Dose-Response Functions under Heavy-Tailed Contamination
- Learning Temporal Causal Structure via Smooth Differentiable Optimization
- Dynamic Elliptical Graph Factor Models via Riemannian Optimization with Geodesic Temporal Regularization
Source: arXiv cs.LG | 2026-10-12