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- Title:
On causal discovery with an equal-variance assumption
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Chen, Wenyu; Drton, Mathias; Wang, Y Samuel
- 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 variance. 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.
- Dewey Decimal Classification:
- 510 Mathematik
- Journal title:
- Biometrika
- Year:
- 2019
- Journal volume:
- 106
- Year / month:
- 2019-12
- Quarter:
- 4. Quartal
- Month:
- Dec
- Journal issue:
- 4
- Pages contribution:
- 973-980
- Language:
- en
- Fulltext / DOI:
- doi:10.1093/biomet/asz049
- Publisher:
- Oxford University Press (OUP)
- E-ISSN:
- 0006-34441464-3510
- Date of publication:
- 24.09.2019
- Format:
- Text
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