Papers › Optimal estimation of Gaussian DAG models

Optimal estimation of Gaussian DAG models

25 Jan 2022arXiv:2201.10548archive 2025-07-28

Ming Gao, Wai Ming Tai, Bryon Aragam

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 n≍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.

PaperPDFCode

In Syntology View this paper on Syntology: its page in Syntology's graph, with its repositories and citations.

Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

Code

WY-Chen/EqVarDAG officialmentioned in paperGPL-3.0 report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections