Generalized Criterion for Identifiability of Additive Noise Models Using Majorization

A Dallakyan, Y Ni - arXiv preprint arXiv:2404.05148, 2024 - arxiv.org
The discovery of causal relationships from observational data is very challenging. Many
recent approaches rely on complexity or uncertainty concepts to impose constraints on …

Precision Least Squares: Estimation and Inference in High-Dimensions

L Margaritella, R Sessinou - Journal of Business & Economic …, 2024 - Taylor & Francis
The least squares estimator can be cast as depending only on the precision matrix of the
data, similar to the weights of a global minimum variance portfolio. We give conditions under …