Nikita Lagrange

An Efficient Search-and-Score Algorithm for Ancestral Graphs using Multivariate Information Scores for Complex Non-linear and Categorical Data

We propose a greedy search-and-score algorithm for ancestral graphs, which include directed as well as bidirected edges, originating from unobserved latent variables. The normalized likelihood score of ancestral graphs is estimated in terms of multivariate information over relevant "$ac$-connected s…