Robust estimation of Gaussian linear structural equation models with equal error variances
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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 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 48812 (Why is no real title available?)
- scientific article; zbMATH DE number 7370619 (Why is no real title available?)
- 10.1162/153244303321897717
- A linear non-Gaussian acyclic model for causal discovery
- Addendum on the scoring of Gaussian directed acyclic graphical models
- Causation, prediction, and search
- Geometry of the faithfulness assumption in causal inference
- High-dimensional learning of linear causal networks via inverse covariance estimation
- Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances
- Identifiability of Gaussian structural equation models with equal error variances
- Identifiability of additive noise models using conditional variances
- Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances
- Learning quadratic variance function (QVF) DAG models via overdispersion scoring (ODS)
- On causal discovery with an equal-variance assumption
- Robust Gaussian graphical modeling
- The three faces of faithfulness
Cited in
(6)- Robust estimation of the structural errors-in-variables model
- Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances
- Computationally Efficient Learning of Gaussian Linear Structural Equation Models with Equal Error Variances
- Equilibrated residual error estimates are p-robust
- Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances
- Densely connected sub-Gaussian linear structural equation model learning via \(\ell_1\)- and \(\ell_2\)-regularized regressions
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