Semiparametric Bayesian structure learning of nonparanormal directed acyclic graphs with local--global shrinkage
采用局部—全局收缩的非正态变换有向无环图半参数贝叶斯结构学习
Bayesian structure learning of directed acyclic graphs (DAGs) is central to high-dimensional causal discovery, yet existing methods mostly assume multivariate Gaussian data, which is routinely violated by measurements displaying heavy tails, skewness, or bounded support. We address this by introducing NPN-DAG-HS, a fully Bayesian semiparametric DAG model coupling the nonparanormal family with horseshoe shrinkage on Cholesky off-diagonals via an extended-rank likelihood. This…