Letters: Joint estimation of linear non-Gaussian acyclic models

  • Authors:
  • Shohei Shimizu

  • Affiliations:
  • The Institute of Scientific and Industrial Research, Osaka University Mihogaoka 8-1, Ibaraki, Osaka 567-0047, Japan

  • Venue:
  • Neurocomputing
  • Year:
  • 2012

Quantified Score

Hi-index 0.01

Visualization

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.