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math.ST2025
Characteristic Imsets for Cyclic Linear Causal Models and the Chickering Ideal
Joseph Johnson, Pardis Semnani
Two directed graphs are called covariance equivalent if they induce the same set of covariance matrices, up to a Lebesgue measure zero set, on the random variables of their associa…
math.ST2025
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…
math.ST2025
Causal Structure Learning in Directed, Possibly Cyclic, Graphical Models
Pardis Semnani, Elina Robeva
We consider the problem of learning a directed graph from observational data. We assume that the distribution which gives rise to the samples is Markov and faithful to th…