Network Granger causality with inherent grouping structure
zbMATH Open1360.62312arXiv1210.3711MaRDI QIDQ5502127FDOQ5502127
Authors: Sumanta Basu, Ali Shojaie, George Michailidis 
Publication date: 17 August 2015
Full work available at URL: https://arxiv.org/abs/1210.3711
Recommendations
- Graphical Lasso Granger method with 2-levels-thresholding for recovering causality networks
- Lasso Granger causal models: some strategies and their efficiency for gene expression regulatory networks
- Stationary-sparse causality network learning
- Learning of multivariate time series Granger causality based on graphical model methods
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20) Ridge regression; shrinkage estimators (Lasso) (62J07) Graphical methods in statistics (62A09)
Cited In (22)
- A Control Theoretic Look at Granger Causality: Extending Topology Reconstruction to Networks With Direct Feedthroughs
- Graphical Lasso Granger method with 2-levels-thresholding for recovering causality networks
- On the probability of (falsely) connecting two distinct components when learning a GGM
- Regularized joint estimation of related vector autoregressive models
- Uncovering causality from multivariate Hawkes integrated cumulants
- High-dimensional posterior consistency in Bayesian vector autoregressive models
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions
- Stationary-sparse causality network learning
- Lasso Granger causal models: some strategies and their efficiency for gene expression regulatory networks
- Potential genes and pathways of neonatal sepsis based on functional gene set enrichment analyses
- Penalized estimation of threshold auto-regressive models with many components and thresholds
- Autoregressive models for gene regulatory network inference: sparsity, stability and causality issues
- Joint learning of multiple Granger causal networks via non-convex regularizations: inference of group-level brain connectivity
- Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting
- Nonconcave penalized estimation in sparse vector autoregression model
- Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
- Improving on transfer entropy-based network reconstruction using time-delays: approach and validation
- Joint learning of linear time-invariant dynamical systems
- A unified framework for structured graph learning via spectral constraints
- Estimation of graphical models through structured norm minimization
- Dynamic networks with multi-scale temporal structure
This page was built for publication: Network Granger causality with inherent grouping structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5502127)
