Copula Grow-Shrink Algorithm for Structural Learning
Musella, F., Vicard, P., Vitale, V. - The PC algorithm is the most known constraint-based algorithm for learning a directed acyclic graph using conditional independence tests. For Gaussian distributions the tests are based on Pearson correlation coefficients. PC algorithm for data drawn from a Gaussian copula model, Rank PC, has been recently introduced and is based on the Spearman correlation.