Quantifying causal influences

DOI10.1214/13-AOS1145zbMath1281.62030arXiv1203.6502MaRDI QIDQ2438755

Moritz Grosse-Wentrup, David Balduzzi, Dominik Janzing, Bernhard Schölkopf

Publication date: 6 March 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.6502

zbMATH Keywords

Bayesian networks; causality; transfer entropy; information flow

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

05C90: Applications of graph theory

62B10: Statistical aspects of information-theoretic topics

05C20: Directed graphs (digraphs), tournaments

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Uses Software

• TETRAD

Cites Work

• Causation, prediction, and search
• Quantifying causal influences
• INFORMATION FLOWS IN CAUSAL NETWORKS
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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