DAG Structure Learning with Node-Varying Heavy-Tailed Disturbances
DAG structures can be learned from observations by incorporating acyclicity via smooth constraints, such as DAGMA's log-determinant function. Typically, observations and the underlying DAG are related through linear structural equation models, with Gaussianity assumption on the disturbances at each node. Extending DAG learning methods that account for scale and tail behavior of disturbances that vary across nodes remains a challenge....
DAG structures can be learned from observations by incorporating acyclicity via smooth constraints, such as DAGMA's log-determinant function. Typically, observations and the underlying DAG are related through linear structural equation models, with Gaussianity assumption on the disturbances at each node. Extending DAG learning methods that account for scale and tail behavior of disturbances that vary across nodes remains a challenge....