Article
PenPC: A two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs.
Biometrics - 1 Mar 2016
Ha Min Jin, Sun Wei, Xie Jichun
Abstract excerpt
Estimation of the skeleton of a directed acyclic graph (DAG) is of great importance for understanding the underlying DAG and causal effects can be assessed from the skeleton when the DAG is not identifiable. We propose a novel method named PenPC to estimate the skeleton of a high-dimensional DAG by a two-step approach. We first estimate the nonzero entries of a concentration matrix using penalized regression, and...
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