Right Singular Vector Projection Graphs: Fast High Dimensional Covariance Matrix Estimation under Latent Confounding

DOI10.1111/RSSB.12359MaRDI QIDQ5087138zbMATH OpenOpenAlexFDO

Authors Rajen D. Shah, Benjamin Frot, Gian-Andrea Thanei, Nicolai Meinshausen

Publication date 8 July 2022

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1811.01076

zbMATH Keywords

causal structure learningcovariance matrixgraphical modelshigh dimensional datalatent confounding

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(9)

• Doubly debiased Lasso: high-dimensional inference under hidden confounding
• High-dimensional regression with potential prior information on variable importance
• Causal structure learning: a combinatorial perspective
• Deconfounding and Causal Regularisation for Stability and External Validity
• RSVP-graphs: Fast High-dimensional Covariance Matrix Estimation under Latent Confounding
• Nonlinear Causal Discovery with Confounders
• Discovery and Inference of a Causal Network with Hidden Confounding
• Debiased inverse propensity score weighting for estimation of average treatment effects with high-dimensional confounders
• A data-analytics framework for exploring regression associations in multivariate categorical data of firefighters' PTSD

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