English

Joint estimation of linear non-Gaussian acyclic models

Machine Learning 2011-12-01 v2

Abstract

A linear non-Gaussian structural equation model called LiNGAM is an identifiable model for exploratory causal analysis. Previous methods estimate a causal ordering of variables and their connection strengths based on a single dataset. However, in many application domains, data are obtained under different conditions, that is, multiple datasets are obtained rather than a single dataset. In this paper, we present a new method to jointly estimate multiple LiNGAMs under the assumption that the models share a causal ordering but may have different connection strengths and differently distributed variables. In simulations, the new method estimates the models more accurately than estimating them separately.

Keywords

Cite

@article{arxiv.1104.5341,
  title  = {Joint estimation of linear non-Gaussian acyclic models},
  author = {Shohei Shimizu},
  journal= {arXiv preprint arXiv:1104.5341},
  year   = {2011}
}

Comments

A revised version was accepted in Neurocomputing

R2 v1 2026-06-21T17:59:45.441Z