fdabl / CopulaFactorModel

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

CopulaFactorModel

This project contains the code for our two papers:

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.