Estimating High-Dimensional Directed Acyclic Graphs with the PC-Algorithm (Q6482960): Difference between revisions
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Zadorozhnyi (talk | contribs) Created claim: full work available at URL (P205): https://jmlr.org/papers/volume8/kalisch07a/kalisch07a.pdf |
Created claim: description (P1459): We consider the PC-algorithm for estimating the skeleton of a very high-dimensional acyclic directed graph (DAG) with corresponding Gaussian distribution. The PC-algorithm is computationally feasible for sparse problems with many nodes, i.e. variables, and it has the attractive property to automatically achieve high computational efficiency as a function of sparseness of the true underlying DAG. We prove consistency of the algorithm for very hi... |
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| Property / author: Bühlmann Peter / rank | |||
| Property / author: Bühlmann Peter / qualifier | |||
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| Property / author: Bühlmann Peter / rank | |||
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| Property / author: Bühlmann Peter / qualifier | |||
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| Property / Mathematics Subject Classification ID: 68T05 / rank | |||
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| Property / Mathematics Subject Classification ID: 68R10 / rank | |||
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| Property / zbMATH DE Number: 1222.68229 / rank | |||
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asymptotic consistency | |||
| Property / zbMATH Keywords: asymptotic consistency / rank | |||
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DAG | |||
| Property / zbMATH Keywords: DAG / rank | |||
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graphical model | |||
| Property / zbMATH Keywords: graphical model / rank | |||
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skeleton | |||
| Property / zbMATH Keywords: skeleton / rank | |||
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PC-Algorithm | |||
| Property / zbMATH Keywords: PC-Algorithm / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: w2155573334 / rank | |||
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| Property / description | |||
We consider the PC-algorithm for estimating the skeleton of a very high-dimensional acyclic directed graph (DAG) with corresponding Gaussian distribution. The PC-algorithm is computationally feasible for sparse problems with many nodes, i.e. variables, and it has the attractive property to automatically achieve high computational efficiency as a function of sparseness of the true underlying DAG. We prove consistency of the algorithm for very high-dimensional, sparse DAGs where the number of nodes is allowed to quickly grow with sample size n, as fast as O(n^a) for any 0. | |||
| Property / description: We consider the PC-algorithm for estimating the skeleton of a very high-dimensional acyclic directed graph (DAG) with corresponding Gaussian distribution. The PC-algorithm is computationally feasible for sparse problems with many nodes, i.e. variables, and it has the attractive property to automatically achieve high computational efficiency as a function of sparseness of the true underlying DAG. We prove consistency of the algorithm for very high-dimensional, sparse DAGs where the number of nodes is allowed to quickly grow with sample size n, as fast as O(n^a) for any 0. / rank | |||
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| links / mardi / name | links / mardi / name | ||
Latest revision as of 18:06, 4 February 2025
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating High-Dimensional Directed Acyclic Graphs with the PC-Algorithm |
scientific article |
Statements
Estimating High-Dimensional Directed Acyclic Graphs with the PC-Algorithm (English)
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March 2007
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asymptotic consistency
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DAG
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graphical model
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skeleton
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PC-Algorithm
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We consider the PC-algorithm for estimating the skeleton of a very high-dimensional acyclic directed graph (DAG) with corresponding Gaussian distribution. The PC-algorithm is computationally feasible for sparse problems with many nodes, i.e. variables, and it has the attractive property to automatically achieve high computational efficiency as a function of sparseness of the true underlying DAG. We prove consistency of the algorithm for very high-dimensional, sparse DAGs where the number of nodes is allowed to quickly grow with sample size n, as fast as O(n^a) for any 0.
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