4 papers
Identifiability in Graphical Discrete Lyapunov Models
Cecilie Olesen Recke, Sarah Lumpp, Nataliia Kushnerchuk +4
In this paper, we study discrete Lyapunov models, which consist of steady-state distributions of first-order vector autoregressive models. The parameter matrix of such a model enco…
Algebraic geometry of rational neural networks
Alexandros Grosdos, Elina Robeva, Maksym Zubkov
We study the expressivity of rational neural networks (RationalNets) through the lens of algebraic geometry. We consider rational functions that arise from a given RationalNet to b…
Algebraic Constraints for Linear Acyclic Causal Models
Cole Gigliotti, Elina Robeva
In this paper we study the space of second- and third-order moment tensors of random vectors which satisfy a Linear Non-Gaussian Acyclic Model (LiNGAM). In such a causal model each…
Path-Dependent SDEs: Solutions and Parameter Estimation
Pardis Semnani, Vincent Guan, Elina Robeva +1
We develop a consistent method for estimating the parameters of a rich class of path-dependent SDEs, called signature SDEs, which can model general path-dependent phenomena. Path s…