On causal discovery with an equal-variance assumption
From MaRDI portal
(Redirected from Publication:5212918)
Abstract: Prior work has shown that causal structure can be uniquely identified from observational data when these follow a structural equation model whose error terms have equal variances. We show that this fact is implied by an ordering among (conditional) variances. We demonstrate that ordering estimates of these variances yields a simple yet state-of-the-art method for causal structure learning that is readily extendable to high-dimensional problems.
Recommendations
- Identifiability of Gaussian structural equation models with equal error variances
- scientific article; zbMATH DE number 6378135
- High-dimensional causal discovery under non-Gaussianity
- Learning instrumental variables with structural and non-Gaussianity assumptions
- DirectLiNGAM: a direct method for learning a linear non-Gaussian structural equation model
Cited in
(24)- Robust estimation of Gaussian linear structural equation models with equal error variances
- Recursive max-linear models with propagating noise
- A uniformly consistent estimator of causal effects under the k-triangle-faithfulness assumption
- Learning instrumental variables with structural and non-Gaussianity assumptions
- Identifiability of additive noise models using conditional variances
- Causal discovery from heterogeneous/nonstationary data
- Learning a high-dimensional linear structural equation model via _1-regularized regression
- Efficient Learning of Quadratic Variance Function Directed Acyclic Graphs via Topological Layers
- High-dimensional Poisson structural equation model learning via _1-regularized regression
- High-dimensional causal discovery under non-Gaussianity
- Algorithmic Learning Theory
- Identifiability of Gaussian structural equation models with equal error variances
- Densely connected sub-Gaussian linear structural equation model learning via \(\ell_1\)- and \(\ell_2\)-regularized regressions
- Computationally Efficient Learning of Gaussian Linear Structural Equation Models with Equal Error Variances
- Identifiability and Consistent Estimation for Gaussian Chain Graph Models
- Identifiability of homoscedastic linear structural equation models using algebraic matroids
- Efficient learning of nonparametric directed acyclic graph with statistical guarantee
- Integer programming for learning directed acyclic graphs from nonidentifiable Gaussian models
- Identifying total causal effects in linear models under partial homoscedasticity
- Confidence Sets for Causal Orderings
- Structural restrictions in local causal discovery: identifying direct causes of a target variable
- An asymptotically optimal coordinate descent algorithm for learning Bayesian networks from Gaussian models
- Causal discovery in heavy-tailed models
- Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances
This page was built for publication: On causal discovery with an equal-variance assumption
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5212918)
