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Dokumenttyp:
Masterarbeit
Autor(en):
Jannis Maximilian Friebe
Titel:
Optimal M-estimation in linear non-Gaussian models
Abstract:
Structural Equation Models describe acyclic causal relationships between random variables. Linear Non-Gaussian Acyclic Models (LiNGAMs) apply a further restriction that allows the definition of the DirectLiNGAM algorithm to estimate the causal order and causal effects. We study the usage of Antitonic Score Matching (ASM) for the various linear regressions that are used in this algorithm. We also propose a modification to the existing DirectLiNGAM algorithm that theoretically minimizes causal vio...     »
Fachgebiet:
MAT Mathematik
DDC:
510 Mathematik
Betreuer:
Mathias Drton, Nils Sturma
Jahr:
2025
Quartal:
3. Quartal
Jahr / Monat:
2025-09
Monat:
Sep
Seiten/Umfang:
79
Sprache:
en
Hochschule / Universität:
Technische Universität München
Fakultät:
TUM School of Computation, Information and Technology
TUM Einrichtung:
Professur für Angewandte Mathematische Statistik
Format:
Text
Annahmedatum:
30.09.2025
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