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Document type:
Zeitschriftenaufsatz
Author(s):
Chen, Wenyu; Drton, Mathias; Wang, Y Samuel
Title:
On causal discovery with an equal-variance assumption
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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