Anamitra Chaudhuri

MARCEDES: Score-based causal discovery under non-Gaussianity with continuous optimization

We consider the problem of learning the underlying causal directed acyclic graph (DAG) structure corresponding to a structural equation model (SEM) with non-Gaussian errors. Motivated by an intentionally misspecified non-Gaussian SEM with all Laplace errors, we first introduce the mean absolute residual risk, defined o...