Learning Linear Non-Gaussian Polytree ModelsDownload PDF

Published: 26 Jul 2022, Last Modified: 22 Oct 2023TPM 2022Readers: Everyone
Abstract: In the context of graphical causal discovery, we adapt the versatile framework of linear non- Gaussian acyclic models (LiNGAMs) to propose new algorithms to efficiently learn graphs that are polytrees. Our approach combines the Chow–Liu algorithm, which first learns the undirected tree structure, with novel schemes to orient the edges. The orientation schemes assess algebraic relations among moments of the data-generating distribution and are computationally inexpensive. We establish high-dimensional consistency results for our ap- proach and compare different algorithmic versions in numerical experiments.
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