CopulaFactorModel

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:

Cui, Ruifei, et al. "Learning the Causal Structure of Copula Models with Latent Variables." UAI. 2018.
Cui, R., Bucur, I.G., Groot, P. et al. A novel Bayesian approach for latent variable modeling from mixed data with missing values. Stat Comput 29, 977–993 (2019). https://doi.org/10.1007/s11222-018-09849-7

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