activity
20232026
collaborators

7 papers

stat.ML2026

Efficient Symbolic Computations for Identifying Causal Effects

Benjamin Hollering, Pratik Misra, Nils Sturma

Determining identifiability of causal effects from observational data under latent confounding is a central challenge in causal inference. For linear structural causal models, iden…

stat.CO2026

Algebraic Statistics in OSCAR

Tobias Boege, Antony Della Vecchia, Marina Garrote-López +1

We introduce the AlgebraicStatistics section of the OSCAR computer algebra system. We give an overview of its extensible design and highlight its features including serialization o…

math.ST2025

Structural Identifiability of Graphical Continuous Lyapunov Models

Carlos Améndola, Tobias Boege, Benjamin Hollering +1

We prove two characterizations of model equivalence of acyclic graphical continuous Lyapunov models (GCLMs) with uncorrelated noise. The first result shows that two graphs are mode…

math.CO2025

Polyhedral Aspects of Maxoids

Tobias Boege, Kamillo Ferry, Benjamin Hollering +1

The conditional independence (CI) relation of a distribution in a max-linear Bayesian network depends on its weight matrix through the -separation criterion. These CI~model…

math.ST2024

Conditional Independence in Stationary Diffusions

Tobias Boege, Mathias Drton, Benjamin Hollering +3

Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by…

math.ST2024

Faithlessness in Gaussian graphical models

Mathias Drton, Leonard Henckel, Benjamin Hollering +1

The implication problem for conditional independence (CI) asks whether the fact that a probability distribution obeys a given finite set of CI relations implies that a further CI s…

math.CO2023

Identifiability of Homoscedastic Linear Structural Equation Models using Algebraic Matroids

Mathias Drton, Benjamin Hollering, Jun Wu

We consider structural equation models (SEMs), in which every variable is a function of a subset of the other variables and a stochastic error. Each such SEM is naturally associate…