A linear non-Gaussian acyclic model for causal discovery
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- Identification of structural VAR models via independent component analysis: a performance evaluation study
- A local method for identifying causal relations under Markov equivalence
- Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances
- Directed acyclic graph based information shares for price discovery
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- Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis
- Log-linear models to evaluate direction of effect in binary variables
- A causal discovery algorithm based on the prior selection of leaf nodes
- Compatible priors for model selection of high-dimensional Gaussian DAGs
- Invariance, causality and robustness
- A review of Gaussian Markov models for conditional independence
- An overview of recent advancements in causal studies
- Causal statistical inference in high dimensions
- Causal regression for online estimation of highly nonlinear parametrically varying models
- Searching multiregression dynamic models of resting-state fMRI networks using integer programming
- Non-linear causal inference using Gaussianity measures
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- Quantifying identifiability in independent component analysis
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- Estimating exogenous variables in data with more variables than observations
- Information-geometric approach to inferring causal directions
- Learning instrumental variables with structural and non-Gaussianity assumptions
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- Least-squares independence regression for non-linear causal inference under non-Gaussian noise
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- Learning causal networks via additive faithfulness
- Identifiability of additive noise models using conditional variances
- Causal discovery from heterogeneous/nonstationary data
- Learning a high-dimensional linear structural equation model via _1-regularized regression
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- Computational causal discovery: Advantages and assumptions
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- Confounder detection in high-dimensional linear models using first moments of spectral measures
- The three faces of faithfulness
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- High-dimensional Poisson structural equation model learning via _1-regularized regression
- Robustifying independent component analysis by adjusting for group-wise stationary noise
- Invariant causal prediction for sequential data
- Causality in linear nongaussian acyclic models in the presence of latent Gaussian confounders
- ParceLiNGAM: a causal ordering method robust against latent confounders
- Causal Inference on Discrete Data via Estimating Distance Correlations
- Learning minimal latent directed information polytrees
- Simultaneous estimation of nongaussian components and their correlation structure
- Intrinsic graph structure estimation using graph Laplacian
- Causal Discovery via Reproducing Kernel Hilbert Space Embeddings
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- Pairwise likelihood ratios for estimation of non-Gaussian structural equation models
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