Search Algorithms: GLASSO |
GLASSO (Graphical LASSO, reference) infers a Markov random field (undirected skeleton with parents married) by calculating a penalized inverse covariance matrix and putting and edge anywhere a nonzero correlation appears in the matrix.
Spirtes, Glymour, and Scheines (2000). Causation, Prediction, and Search.
Chris Meek (1995), "Causal inference and causal explanation with background knowledge."