Order-based structure learning without score equivalence
Order-based structure learning without score equivalence
复制标题
基于顺序的结构学习,无分数等价性
DOI:
10.1093/biomet/asad052
复制
发表时间:
2023
期刊:
影响因子:
2.7
通讯作者:
Zhou, Quan
中科院分区:
文献类型:
--
作者:
Chang, Hyunwoong;Cai, James J;Zhou, Quan
We propose an empirical Bayes formulation of the structure learning problem, where the prior specification assumes that all node variables have the same error variance, an assumption known to ensure the identifiability of the underlying causal directed acyclic graph. To facilitate efficient posterior computation, we approximate the posterior probability of each ordering by that of a best directed acyclic graph model, which naturally leads to an order-based Markov chain Monte Carlo algorithm. Strong selection consistency for our model in high-dimensional settings is proved under a condition that allows heterogeneous error variances, and the mixing behaviour of our sampler is theoretically investigated. Furthermore, we propose a new iterative top-down algorithm, which quickly yields an approximate solution to the structure learning problem and can be used to initialize the Markov chain Monte Carlo sampler. We demonstrate that our method outperforms other state-of-the-art algorithms under various simulation settings, and conclude the paper with a single-cell real-data study illustrating practical advantages of the proposed method.