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

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CopulaFactorModel

This project contains the code for our two papers: Causal Discovery from Mixed Data using Gaussian Copula Models

  1. "Learning the Causal Structure of Copula Models with Latent Variables", accepted by UAI 2018;
  2. "A Novel Bayesian Approach for Latent Variable Modeling from Mixed Data with Missing Values", to appear.

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

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