_0-penalized maximum likelihood for sparse directed acyclic graphs
From MaRDI portal
Publication:355087
Abstract: We consider the problem of regularized maximum likelihood estimation for the structure and parameters of a high-dimensional, sparse directed acyclic graphical (DAG) model with Gaussian distribution, or equivalently, of a Gaussian structural equation model. We show that the -penalized maximum likelihood estimator of a DAG has about the same number of edges as the minimal-edge I-MAP (a DAG with minimal number of edges representing the distribution), and that it converges in Frobenius norm. We allow the number of nodes p to be much larger than sample size n but assume a sparsity condition and that any representation of the true DAG has at least a fixed proportion of its nonzero edge weights above the noise level. Our results do not rely on the faithfulness assumption nor on the restrictive strong faithfulness condition which are required for methods based on conditional independence testing such as the PC-algorithm.
Recommendations
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
- Inferring large graphs using \(\ell_1\)-penalized likelihood
- Estimating high-dimensional directed acyclic graphs with the PC-algorithm
- Concave penalized estimation of sparse Gaussian Bayesian networks
- Penalized estimation of directed acyclic graphs from discrete data
Cites work
- 10.1162/153244303321897717
- A characterization of Markov equivalence classes for acyclic digraphs
- Causation, prediction, and search
- Characterization and greedy learning of interventional Markov equivalence classes of directed acyclic graphs
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Estimating high-dimensional directed acyclic graphs with the PC-algorithm
- Estimating high-dimensional intervention effects from observational data
- Geometry of the faithfulness assumption in causal inference
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 1493045 (Why is no real title available?)
- Identifiability of Gaussian structural equation models with equal error variances
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
- Probability Inequalities for the Sum of Independent Random Variables
- Restricted eigenvalue properties for correlated Gaussian designs
- Statistics for high-dimensional data. Methods, theory and applications.
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- The Adaptive Lasso and Its Oracle Properties
- Uniform consistency in causal inference
Cited in
(46)- Penalized estimation of directed acyclic graphs from discrete data
- Inferring large graphs using \(\ell_1\)-penalized likelihood
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
- Causal inference in partially linear structural equation models
- High-dimensional consistency in score-based and hybrid structure learning
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data
- Learning Bayesian networks from incomplete data with the node-average likelihood
- Inference for high-dimensional varying-coefficient quantile regression
- Bayesian joint inference for multiple directed acyclic graphs
- High-dimensional joint estimation of multiple directed Gaussian graphical models
- Sparse directed acyclic graphs incorporating the covariates
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
- A review of Gaussian Markov models for conditional independence
- Causal statistical inference in high dimensions
- The maximum likelihood threshold of a path diagram
- Structure learning of sparse directed acyclic graphs incorporating the scale-free property
- On the uniform convergence of empirical norms and inner products, with application to causal inference
- \(\mathsf{PenPC}\): a two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs
- Estimating high-dimensional directed acyclic graphs with the PC-algorithm
- Geometry of the faithfulness assumption in causal inference
- Learning quadratic variance function (QVF) DAG models via overdispersion scoring (ODS)
- Bayesian network learning via topological order
- CAM: causal additive models, high-dimensional order search and penalized regression
- Learning causal networks via additive faithfulness
- A permutation-based Bayesian approach for inverse covariance estimation
- High-dimensional Poisson structural equation model learning via _1-regularized regression
- Sensitivity analysis of violations of the faithfulness assumption
- Invariant causal prediction for sequential data
- Concave penalized estimation of sparse Gaussian Bayesian networks
- On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models
- Estimation of Gaussian directed acyclic graphs using partial ordering information with applications to DREAM3 networks and dairy cattle data
- Testing Mediation Effects Using Logic of Boolean Matrices
- Scalable Bayesian high-dimensional local dependence learning
- Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes
- Sequential pathway inference for multimodal neuroimaging analysis
- Combinatorial and algebraic perspectives on the marginal independence structure of Bayesian networks
- High-dimensional covariance estimation for Gaussian directed acyclic graph models with given order
- Structure estimation of binary graphical models on stratified data: application to the description of injury tables for victims of road accidents
- Corrected score methods for estimating Bayesian networks with error-prone nodes
- Testing Directed Acyclic Graph via Structural, Supervised and Generative Adversarial Learning
- Integer programming for learning directed acyclic graphs from nonidentifiable Gaussian models
- Learning causal graphs via nonlinear sufficient dimension reduction
- Structural Discovery with Partial Ordering Information for Time-Dependent Data with Convergence Guarantees
- Marginal integration for nonparametric causal inference
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
This page was built for publication: \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q355087)
