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Mathias DRTON (Université de Copenhague) – “Causal Discovery in Linear Non-Gaussian Models “

October 15, 2:00 pm - 3:15 pm

The Statistical Seminar: Every Monday at 2:00 pm.

Time: 2:00 pm – 3:15 pm
Date: 15th of October 2018
Place: Room 3001.

Mathias DRTON (Université de Copenhague) – “Causal Discovery in Linear Non-Gaussian Models

Abstract:We consider the problem of inferring the causal graph underlying a structural equation model from an i.i.d. sample. It is well known that this graph is identifiable only under special assumptions.

We consider one such set of assumptions, namely, linear structural equations with non-Gaussian errors, and discuss inference of the causal graph in high-dimensional settings as well as in the presence of latent confounders.

Joint work with Y. Samuel Wang.

 

Organizers:
Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM

Sponsors:
CREST-CMAP

 

Details

Date:
October 15
Time:
2:00 pm - 3:15 pm
Event Category:

Venue