On Causal Discovery with Equal Variance Assumption

Bibliographic Details
Title: On Causal Discovery with Equal Variance Assumption
Authors: Chen, Wenyu, Drton, Mathias, Wang, Y. Samuel
Publication Year: 2018
Collection: Statistics
Subject Terms: Statistics - Methodology, Statistics - Computation
More Details: 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 variances. 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.
Document Type: Working Paper
DOI: 10.1093/biomet/asz049
Access URL: http://arxiv.org/abs/1807.03419
Accession Number: edsarx.1807.03419
Database: arXiv
More Details
DOI:10.1093/biomet/asz049