Order-based structure learning without score equivalence
提出一种经验贝叶斯结构学习方法,假设节点误差方差相同以确保因果图可识别,通过顺序近似后验概率并设计MCMC算法,在高维下证明选择一致性,新迭代算法可快速初始化采样器,模拟和单细胞数据实验显示优于现有方法。
Summary 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.