Computationally Efficient Learning of Gaussian Linear Structural Equation Models with Equal Error Variances
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Cites work
- A consistent test of independence based on a sign covariance related to Kendall's tau
- Brownian distance covariance
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- Graphical models via univariate exponential family distributions
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- scientific article; zbMATH DE number 3550642 (Why is no real title available?)
- Identifiability of additive noise models using conditional variances
- Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances
- Identifiability of Gaussian structural equation models with equal error variances
- Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
- Learning a high-dimensional linear structural equation model via _1-regularized regression
- Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances
- On causal discovery with an equal-variance assumption
- Pathwise coordinate optimization
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
- Robust estimation of Gaussian linear structural equation models with equal error variances
- The Isserlis matrix and its application to non-decomposable graphical Gaussian models
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