Right Singular Vector Projection Graphs: Fast High Dimensional Covariance Matrix Estimation under Latent Confounding

DOI10.1111/rssb.12359OpenAlexW3004253194MaRDI QIDQ5087138

Gian-Andrea Thanei, Benjamin Frot, Nicolai Meinshausen, Rajen D. Shah

Publication date: 8 July 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.01076

zbMATH Keywords

covariance matrixgraphical modelshigh dimensional datacausal structure learninglatent confounding

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Doubly debiased Lasso: high-dimensional inference under hidden confounding ⋮ High-dimensional regression with potential prior information on variable importance ⋮ Causal structure learning: a combinatorial perspective ⋮ Deconfounding and Causal Regularisation for Stability and External Validity

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