arXiv · 2610.13304
DAG Structure Learning with Node-Varying Heavy-Tailed Disturbances
Abstract
DAG structures can be learned from observations by incorporating acyclicity via smooth constraints, such as DAGMA's log-determinant function. Typically, observations and the underlying DAG are related through linear structural equation models, with Gaussianity assumption on the disturbances at each node. Extending DAG learning methods that account for scale and tail behavior of disturbances that vary across nodes remains a challenge. We propose a node-varying Student-$t$ DAGMA that jointly estimates the graph structure, node-specific disturbance scales, and the degrees-of-freedom parameter. A Gaussian scale-mixture representation yields an iteratively reweighted formulation that down-weights large standardized residuals. Building on existing results, we also establish identifiability of the graph and disturbance parameters. Synthetic experiments demonstrate improved structural recovery under heterogeneous heavy-tailed disturbances, and experiments on real finance data show that the proposed method yields lower test negative log-likelihood than the evaluated baselines.
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Robin Francis, Sundeep Prabhakar Chepuri. 2026-10-09. DAG Structure Learning with Node-Varying Heavy-Tailed Disturbances. https://arxiv.org/abs/2610.13304
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