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

DOI10.1162/NECO_A_00291zbMATH Open1311.92115DBLPjournals/neco/SeghouaneA12WikidataQ48608378 ScholiaQ48608378MaRDI QIDQ2919418FDOQ2919418

Authors: Abd-Krim Seghouane, Shun-Ichi Amari 

Publication date: 2 October 2012

Published in: Neural Computation (Search for Journal in Brave)

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Mathematics Subject Classification ID

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

Cites Work

• Time series: theory and methods.
• On Information and Sufficiency
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Title not available (Why is that?)
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing
• Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance
• A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
• Asymptotic bootstrap corrections of AIC for linear regression models
• Vector Autoregressive Model-Order Selection From Finite Samples Using Kullback's Symmetric Divergence
• A Small Sample Model Selection Criterion Based on Kullback's Symmetric Divergence

Cited In (4)

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• 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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