Identifiability and Consistent Estimation for Gaussian Chain Graph Models
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A recovery algorithm for chain graphs
- A useful variant of the Davis-Kahan theorem for statisticians
- Alternative Markov properties for chain graphs
- AMP chain graphs: minimal separators and structure learning algorithms
- Bayesian Structure Learning in Multilayered Genomic Networks
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Elements of causal inference. Foundations and learning algorithms
- Estimating high-dimensional directed acyclic graphs with the PC-algorithm
- Graphical models for associations between variables, some of which are qualitative and some quantitative
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 5968958 (Why is no real title available?)
- scientific article; zbMATH DE number 4174001 (Why is no real title available?)
- scientific article; zbMATH DE number 4867 (Why is no real title available?)
- Identifiability of additive noise models using conditional variances
- Identifiability of Gaussian structural equation models with equal error variances
- Learning marginal AMP chain graphs under faithfulness
- Linear dependencies represented by chain graphs. With comments and a rejoinder by the authors
- Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
- On causal discovery with an equal-variance assumption
- Penalized maximum likelihood estimation of multi-layered Gaussian graphical models
- Rank-Sparsity Incoherence for Matrix Decomposition
- Separation and completeness properties for AMP chain graph Markov models.
- Sparse inverse covariance estimation with the graphical lasso
- The max-min hill-climbing Bayesian network structure learning algorithm
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