On the pitfalls of Gaussian likelihood scoring for causal discovery

Autor: Schultheiss Christoph, Bühlmann Peter
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: Journal of Causal Inference, Vol 11, Iss 1, Pp 689-96 (2023)
Druh dokumentu: article
ISSN: 2193-3685
DOI: 10.1515/jci-2022-0068
Popis: 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 scoring in combination with nonparametric regression methods.
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