2008/12/01 by Markus Kalisch, Peter Bühlmann · 1 citation
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference #Statistical Methods and Bayesian Inference
paper · doi:10.1198/106186008x381927
openalex publication_date 2008/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29
The PC-algorithm was shown to be a powerful method for estimating the equivalence class of a potentially very high-dimensional acyclic directed graph (DAG) with the corresponding Gaussian distribution. Here we propose a computationally eficient robustification of the PC-algorithm and prove its consistency. Furthermore, we compare the robustified and standard version of the PC-algorithm on simulated data using the new corresponding R package pcalg.