'Assessing the Overall and Partial Causal Well-Specification of Nonlinear Additive Noise Models', by Christoph Schultheiss, Peter Bühlmann.

http://jmlr.org/papers/v25/23-1397.html

#causal #heteroscedastic #noise

'Fast Expectation Propagation for Heteroscedastic, Lasso-Penalized, and Quantile Regression', by Jackson Zhou, John T. Ormerod, Clara Grazian.

http://jmlr.org/papers/v24/23-0104.html

#lasso #heteroscedastic #likelihoods