Estimating High-Dimensional Directed Acyclic Graphs with the PC-Algorithm

MaRDI QIDQ6482960zbMATH OpenOpenAlexFDO

Authors Markus Kalisch, Peter Bühlmann

Publication date March 2007

Published in Journal of Machine Learning Research (Search for Journal in Brave)

Full work available at URL https://jmlr.org/papers/volume8/kalisch07a/kalisch07a.pdf

Description (long) 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.

zbMATH Keywords

asymptotic consistencyDAGgraphical modelPC-Algorithmskeleton

Mathematics Subject Classification ID

Graph theory (including graph drawing) in computer science (68R10) Learning and adaptive systems in artificial intelligence (68T05)

Cited in

(1)

• Peter-Clark algorithm

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