mlsanityData to 7 Oct 2026

Optimal estimation of Gaussian DAG models

arXiv 2201.10548 ↗First posted 25 Jan 2022math.ST cs.AI cs.LGcited by 14

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Abstract (arXiv)

We study the optimal sample complexity of learning a Gaussian directed acyclic graph (DAG) from observational data. Our main results establish the minimax optimal sample complexity for learning the structure of a linear Gaussian DAG model in two settings of interest: 1) Under equal variances without knowledge of the true ordering, and 2) For general linear models given knowledge of the ordering. In both cases the sample complexity is nasymp qlog(d/q), where q is the maximum number of parents and d is the number of nodes. We further make comparisons with the classical problem of learning (undirected) Gaussian graphical models, showing that under the equal variance assumption, these two problems share the same optimal sample complexity. In other words, at least for Gaussian models with equal error variances, learning a directed graphical model is statistically no more difficult than learning an undirected graphical model. Our results also extend to more general identification assumptions as well as subgaussian errors.

Key facts. Cited by 14 papers in the map (data through 7 Oct 2026). Builds on 20 of its 50 references that are in the map. First posted on arXiv 25 Jan 2022.

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20 of 50 references.

References · 20

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8 more
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Citing papers per year: 2022: 2; 2023: 3; 2024: 2; 2025: 4; 2026: 3.

14 papers.

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