PC algorithm for nonparanormal graphical models
From MaRDI portal
Abstract: The PC algorithm uses conditional independence tests for model selection in graphical modeling with acyclic directed graphs. In Gaussian models, tests of conditional independence are typically based on Pearson correlations, and high-dimensional consistency results have been obtained for the PC algorithm in this setting. We prove that high-dimensional consistency carries over to the broader class of Gaussian copula or extit{nonparanormal} models when using rank-based measures of correlation. For graphs with bounded degree, our result is as strong as prior Gaussian results. In simulations, the `Rank PC' algorithm works as well as the `Pearson PC' algorithm for normal data and considerably better for non-normal Gaussian copula data, all the while incurring a negligible increase of computation time. Simulations with contaminated data show that rank correlations can also perform better than other robust estimates considered in previous work when the underlying distribution does not belong to the nonparanormal family.
Recommendations
- Estimating high-dimensional directed acyclic graphs with the PC-algorithm
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- Estimating high dimensional faithful Gaussian graphical models by low-order conditioning
- High-dimensional semiparametric Gaussian copula graphical models
- The nonparanormal: semiparametric estimation of high dimensional undirected graphs
Cited in
(41)- High-dimensional consistency in score-based and hybrid structure learning
- On skewed Gaussian graphical models
- Modelling an energy market with Bayesian networks for non-normal data
- Model free estimation of graphical model using gene expression data
- Efficient identification of independence networks using mutual information
- A review of Gaussian Markov models for conditional independence
- Learning Bayesian network structures using weakest mutual-information-first strategy
- Learning causal structure from mixed data with missing values using Gaussian copula models
- Bayesian analysis of nonparanormal graphical models using rank-likelihood
- Estimation of sparse directed acyclic graphs for multivariate counts data
- Estimating high-dimensional directed acyclic graphs with the PC-algorithm
- Copula grow-shrink algorithm for structural learning
- Estimating high dimensional faithful Gaussian graphical models by low-order conditioning
- Berry-Esseen bounds for estimating undirected graphs
- Learning causal networks via additive faithfulness
- Structure learning of undirected graphical models for count data.
- Testing conditional independence via quantile regression based partial copulas
- Learning a high-dimensional linear structural equation model via _1-regularized regression
- Kernel partial correlation: a novel approach to capturing conditional independence in graphical models for noisy data
- scientific article; zbMATH DE number 7626781 (Why is no real title available?)
- Learning Moral Graphs in Construction of High-Dimensional Bayesian Networks for Mixed Data
- Copula directed acyclic graphs
- Robust Causal Structure Learning with Some Hidden Variables
- A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models
- Causal structure learning: a combinatorial perspective
- Causal Structural Learning via Local Graphs
- A Bayesian network to analyse basketball players' performances: a multivariate copula-based approach
- Causal modelling of heavy-tailed variables and confounders with application to river flow
- An Approach to Reduce the Number of Conditional Independence Tests in the PC Algorithm
- Nonparanormal graph quilting with applications to calcium imaging
- Bayesian Multi-Task Variable Selection with an Application to Differential DAG Analysis
- Causal discoveries for high dimensional mixed data
- Estimating causal effects from nonparanormal observational data
- Consistent causal inference for high-dimensional time series
- Post-selection inference for causal effects after causal discovery
- Exact mean and covariance formulas after diagonal transformations of a multivariate normal
- Bayesian differential causal directed acyclic graphs for observational zero-inflated counts with an application to two-sample single-cell data
- Learning causal graphs via nonlinear sufficient dimension reduction
- Learning Bayesian networks: a copula approach for mixed-type data
- Causal discovery in heavy-tailed models
- Rejoinder: ``Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
This page was built for publication: PC algorithm for nonparanormal graphical models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2933951)
