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On the pitfalls of Gaussian likelihood scoring for causal discovery
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classification
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causalgaussianlikelihoodscoringdiscoverymethodsanalyzecombination
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We consider likelihood score-based methods for causal discovery in structural causal models. In particular, we focus on Gaussian scoring and analyze the effect of model misspecification in terms of non-Gaussian error distribution. We present a surprising negative result for Gaussian likelihood scoring in combination with nonparametric regression methods.
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