Identification of directed influence: Granger causality, Kullback-Leibler divergence, and complexity

DOI10.1162/NECO_A_00291MaRDI QIDQ2919418zbMATH OpenDBLPWikidataFDO

Authors Abd-Krim Seghouane, Shun-Ichi Amari

Publication date 2 October 2012

Published in Neural Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Neural biology (92C20) Biomedical imaging and signal processing (92C55)

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Cites work

• scientific article; zbMATH DE number 4047369 (Why is no real title available?)
• A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
• A Small Sample Model Selection Criterion Based on Kullback's Symmetric Divergence
• Asymptotic bootstrap corrections of AIC for linear regression models
• Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance
• Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• On Information and Sufficiency
• Time series: theory and methods.
• Vector Autoregressive Model-Order Selection From Finite Samples Using Kullback's Symmetric Divergence

Cited in

(4)

• Is first-order vector autoregressive model optimal for fMRI data?
• Transfer entropy expressions for a class of non-Gaussian distributions
• Inference of time-varying networks through transfer entropy, the case of a Boolean network model
• Improving on transfer entropy-based network reconstruction using time-delays: approach and validation

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