Learning a high-dimensional linear structural equation model via _1-regularized regression
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Learning a high-dimensional linear structural equation model via \(\ell 1\)-regularized regression
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Cites work
- scientific article; zbMATH DE number 6378135 (Why is no real title available?)
- scientific article; zbMATH DE number 3874460 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- A linear non-Gaussian acyclic model for causal discovery
- Bayesian networks in R. With applications in systems biology
- CAM: causal additive models, high-dimensional order search and penalized regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- DirectLiNGAM: a direct method for learning a linear non-Gaussian structural equation model
- Geometry of the faithfulness assumption in causal inference
- Graphical models via univariate exponential family distributions
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- High-dimensional Poisson structural equation model learning via _1-regularized regression
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional learning of linear causal networks via inverse covariance estimation
- Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances
- Identifiability of Gaussian structural equation models with equal error variances
- Identifiability of additive noise models using conditional variances
- Identification and estimation of triangular simultaneous equations models without additivity
- Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances
- Learning quadratic variance function (QVF) DAG models via overdispersion scoring (ODS)
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- On causal discovery with an equal-variance assumption
- PC algorithm for nonparanormal graphical models
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
- Statistical significance in high-dimensional linear models
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Cited in
(6)- Computationally Efficient Learning of Gaussian Linear Structural Equation Models with Equal Error Variances
- L₁-regularized least squares for support recovery of high dimensional single index models with Gaussian designs
- Regularization after retention in ultrahigh dimensional linear regression models
- Robust estimation of Gaussian linear structural equation models with equal error variances
- Densely connected sub-Gaussian linear structural equation model learning via \(\ell_1\)- and \(\ell_2\)-regularized regressions
- Asymptotic bias of the _2-regularized error variance estimator
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