Recovering Linear Causal Models with Latent Variables via Cholesky Factorization of Covariance Matrix

no code implementations • 1 Nov 2023 • Yunfeng Cai, Xu Li, Minging Sun, Ping Li

In this paper, we first propose a DAG structure recovering algorithm, which is based on the Cholesky factorization of the covariance matrix of the observed data.