CAM: Causal additive models, high-dimensional order search and penalized regression
نویسندگان
چکیده
منابع مشابه
CAM: Causal Additive Models, high-dimensional order search and penalized regression
We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding the causal structure. We show that the former can be done with non-regularized (restricted) maximum likelihood estimation while the latter can be efficiently...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2014
ISSN: 0090-5364
DOI: 10.1214/14-aos1260