Learning quadratic variance function (QVF) DAG models via overdispersion scoring (ODS)
From MaRDI portal
Publication:4558563
Recommendations
- High-dimensional learning of linear causal networks via inverse covariance estimation
- Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances
- High-dimensional Poisson structural equation model learning via \(\ell_1\)-regularized regression
- A Gibbs sampler for learning DAGs
- Objective Bayesian search of Gaussian directed acyclic graphical models for ordered variables with non-local priors
Cites work
- scientific article; zbMATH DE number 6378135 (Why is no real title available?)
- scientific article; zbMATH DE number 5284813 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- 10.1162/153244303321897717
- A linear non-Gaussian acyclic model for causal discovery
- Causal Inference Using the Algorithmic Markov Condition
- Causation, prediction, and search
- Graphical models via univariate exponential family distributions
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic 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
- How Many People Do You Know in Prison?
- Identifiability of Gaussian structural equation models with equal error variances
- Learning Bayesian networks: The combination of knowledge and statistical data
- Natural exponential families with quadratic variance functions
- Note on “Comparison of Model Selection for Regression” by Vladimir Cherkassky and Yunqian Ma
- Probabilistic Networks and Expert Systems
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
Cited in
(9)- Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances
- High-dimensional Poisson structural equation model learning via \(\ell_1\)-regularized regression
- Identifiability of additive noise models using conditional variances
- scientific article; zbMATH DE number 7370619 (Why is no real title available?)
- Robust estimation of Gaussian linear structural equation models with equal error variances
- Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances
- Efficient Learning of Quadratic Variance Function Directed Acyclic Graphs via Topological Layers
- Efficient learning of nonparametric directed acyclic graph with statistical guarantee
- Densely connected sub-Gaussian linear structural equation model learning via \(\ell_1\)- and \(\ell_2\)-regularized regressions
This page was built for publication: Learning quadratic variance function (QVF) DAG models via overdispersion scoring (ODS)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4558563)