/CopulaFactorModel

Inference for Gaussian copula factor models and its application to causal discovery.

Primary LanguageR

CopulaFactorModel

This project contains the code for our two papers:

  1. Cui, Ruifei, et al. "Learning the Causal Structure of Copula Models with Latent Variables." UAI. 2018.
  2. Cui, R., Bucur, I.G., Groot, P. et al. A novel Bayesian approach for latent variable modeling from mixed data with missing values. Stat Comput 29, 977–993 (2019). https://doi.org/10.1007/s11222-018-09849-7