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.
Original language | English |
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Pages (from-to) | 973-980 |
Number of pages | 8 |
Journal | Biometrika |
Volume | 106 |
Issue number | 4 |
DOIs | |
State | Published - 1 Dec 2019 |
Keywords
- Causal discovery
- Equal variance
- Structural equation model