On causal discovery with an equal-variance assumption

Wenyu Chen, Mathias Drton and Y Samuel Wang

Biometrika, 2019, vol. 106, issue 4, 973-980

Abstract: SummaryPrior 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.

Keywords: Causal discovery; Equal variance; Structural equation model (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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