Causal inference for multivariate stochastic process prediction
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Publication:2195339
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Cites work
- Advertising and Aggregate Consumption: An Analysis of Causality
- Causal network inference by optimal causation entropy
- Estimating the directed information to infer causal relationships in ensemble neural spike train recordings
- Estimation of parameters and eigenmodes of multivariate autoregressive models
- Estimation of the information by an adaptive partitioning of the observation space
- Expressions for Rényi and Shannon entropies for multivariate distributions
- Graphical modelling of multivariate time series
- scientific article; zbMATH DE number 6541785 (Why is no real title available?)
- Information Theoretical Analysis of Multivariate Correlation
- Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing
- Multivariante information transmission
- Mutual information rate, distortion, and quantization in metric spaces
- On directed information theory and Granger causality graphs
- Partial directed coherence: a new concept in neural structure determination
- Quantification of effective connectivity in the brain using a measure of directed information
- The relation between Granger causality and directed information theory: a review
- Universal Estimation of Directed Information
Cited in
(6)- Non-impeding noisy-AND tree causal models over multi-valued variables
- An evidence theory based model fusion method for degradation modeling and statistical analysis
- Dynamic staged trees for discrete multivariate time series: forecasting, model selection and causal analysis
- scientific article; zbMATH DE number 7255130 (Why is no real title available?)
- Optimal causal inference: estimating stored information and approximating causal architecture
- Causality detection with matrix-based transfer entropy
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