On the pitfalls of Gaussian likelihood scoring for causal discovery
We consider likelihood score-based methods for causal discovery in structural causal models. In particular, we focus on Gaussian scoring and analyze the effect of model misspecification in terms of non-Gaussian error distribution. We present a surprising negative result for Gaussian likelihood scori...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2023-05-01
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| Series: | Journal of Causal Inference |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/jci-2022-0068 |