Nonlinear and Non-Gaussian Graphical Models
Faming Liang, Bochao Jia · 2023
This chapter introduces a double regression method for learning high-dimensional nonlinear and non-Gaussian graphical models based on the work [ 101 ]. The method is very general, which, in theory, can be applied to any type of data provided that the required variable selection/screening procedure and conditional independence test are available.