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 |
