Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances
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Publication:2131903
Abstract: In this work, we consider the identifiability assumption of Gaussian linear structural equation models (SEMs) in which each variable is determined by a linear function of its parents plus normally distributed error. It has been shown that linear Gaussian structural equation models are fully identifiable if all error variances are the same or known. Hence, this work proves the identifiability of Gaussian SEMs with both homogeneous and heterogeneous unknown error variances. Our new identifiability assumption exploits not only error variances, but edge weights; hence, it is strictly milder than prior work on the identifiability result. We further provide a structure learning algorithm that is statistically consistent and computationally feasible, based on our new assumption. The proposed algorithm assumes that all relevant variables are observed, while it does not assume causal minimality and faithfulness. We verify our theoretical findings through simulations and real multivariate data, and compare our algorithm to state-of-the-art PC, GES and GDS algorithms.
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- Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances
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- Identifiability of additive noise models using conditional variances
- Identifiability of covariance parameters in linear mixed effects models
- Computationally Efficient Learning of Gaussian Linear Structural Equation Models with Equal Error Variances
- Integrative learning of linear non-Gaussian directed acyclic graphs with application on multisource gene regulatory network analysis
- scientific article; zbMATH DE number 7370619 (Why is no real title available?)
- Exact variance formula for the estimated mean outcome with external intervention based on the front-door criterion in Gaussian linear structural equation models
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- Half-trek criterion for generic identifiability of linear structural equation models
- Densely connected sub-Gaussian linear structural equation model learning via \(\ell_1\)- and \(\ell_2\)-regularized regressions
- Scalable Bayesian high-dimensional local dependence learning
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