TSLiNGAM: DirectLiNGAM under heavy tails
TSLiNGAM:重尾数据下的 DirectLiNGAM
One of the established approaches to causal discovery consists of combining directed acyclic graphs (DAGs) with structural causal models (SCMs) to describe the functional dependencies of effects on their causes. Possible identifiability of SCMs given data depends on assumptions made on the noise variables and the functional classes in the SCM. For instance, in the LiNGAM model, the functional class is restricted to linear functions and the disturbances have to be…