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- W4310285823 abstract "Inferring causal relationships from observational data is a fundamental yet highly complex problem when the number of variables is large. Recent advances have made much progress in learning causal structure models (SEMs) but still face challenges in scalability. This paper aims to efficiently discover causal DAGs from high-dimensional data. We investigate a way of recovering causal DAGs from inverse covariance estimators of the observational data. The proposed algorithm, called ICID (inverse covariance estimation and {it independence-based} decomposition), searches for a decomposition of the inverse covariance matrix that preserves its nonzero patterns. This algorithm benefits from properties of positive definite matrices supported on {it chordal} graphs and the preservation of nonzero patterns in their Cholesky decomposition; we find exact mirroring between the support-preserving property and the independence-preserving property of our decomposition method, which explains its effectiveness in identifying causal structures from the data distribution. We show that the proposed algorithm recovers causal DAGs with a complexity of $O(d^2)$ in the context of sparse SEMs. The advantageously low complexity is reflected by good scalability of our algorithm in thorough experiments and comparisons with state-of-the-art algorithms." @default.
- W4310285823 created "2022-11-30" @default.
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- W4310285823 date "2022-12-06" @default.
- W4310285823 modified "2023-09-25" @default.
- W4310285823 title "High-Dimensional Causal Discovery: Learning from Inverse Covariance via Independence-based Decomposition" @default.
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