Estimation Rates for Sparse Linear Cyclic Causal Models
From MaRDI portal
Publication:6320157
arXiv1906.03371MaRDI QIDQ6320157FDOQ6320157
Authors: Jan-Christian Hütter, Philippe Rigollet 
Publication date: 7 June 2019
Abstract: Causal models are important tools to understand complex phenomena and predict the outcome of controlled experiments, also known as interventions. In this work, we present statistical rates of estimation for linear cyclic causal models under the assumption of homoscedastic Gaussian noise by analyzing both the LLC estimator introduced by Hyttinen, Eberhardt and Hoyer and a novel two-step penalized maximum likelihood estimator. We establish asymptotic near minimax optimality for the maximum likelihood estimator over a class of sparse causal graphs in the case of near-optimally chosen interventions. Moreover, we find evidence for practical advantages of this estimator compared to LLC in synthetic numerical experiments.
This page was built for publication: Estimation Rates for Sparse Linear Cyclic Causal Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6320157)
