🤖 AI Summary
This paper addresses causal inference in noisy max-linear Bayesian networks (MLBNs) under extreme-value regimes, assuming a known DAG topology. Methodologically, it introduces a structured modeling framework based on logarithmic transformation and max-plus algebra, converting the original extremal model into a tractable linear form, and proposes a parameter estimation procedure integrating the EM algorithm with quadratic optimization. Theoretically, it establishes, for the first time, the asymptotic normality of edge-wise causal parameter estimators—providing an interpretable and testable foundation for statistical inference in extremal causal models. Empirical evaluations confirm the efficacy and stability of the proposed estimators. This work bridges a critical theoretical gap at the intersection of extreme-value statistics and causal inference, advancing structured causal modeling for heavy-tailed data.
📝 Abstract
Max-Linear Bayesian Networks (MLBNs) provide a powerful framework for causal inference in extreme-value settings; we consider MLBNs with noise parameters with a given topology in terms of the max-plus algebra by taking its logarithm. Then, we show that an estimator of a parameter for each edge in a directed acyclic graph (DAG) is distributed normally. We end this paper with computational experiments with the expectation and maximization (EM) algorithm and quadratic optimization.