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Oct, 2013
CAM: 因果加性模型,高维序列搜索和罚函数回归
CAM: Causal Additive Models, high-dimensional order search and penalized regression
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Peter Bühlmann, Jonas Peters, Jan Ernest
TL;DR
本研究提出了一种可以用于高维附加结构方程模型的估计方法,并建立了估计量的一致性,同时还开发了一种计算算法来处理许多变量,并通过模拟和实际数据验证方法的准确性和性能。
Abstract
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
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