Stationary-sparse causality network learning

MaRDI QIDQ2933929zbMATH OpenFDO

Authors Yuejia He, Yiyuan She, Dapeng Wu

Publication date 8 December 2014

Full work available at URL http://jmlr.csail.mit.edu/papers/v14/he13a.html

zbMATH Keywords

Berhu regularizationbootstrapnetwork learningscreeningsparsitystationarity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

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Cited in

(9)

• Sparse causality network retrieval from short time series
• Causal Relay Networks
• Group regularized estimation under structural hierarchy
• Network Granger causality with inherent grouping structure
• On the finite-sample analysis of -estimators
• On the finite-sample analysis of \(\Theta\)-estimators
• Causal Structural Learning via Local Graphs
• Quantile-adaptive distributional Granger causal model for high-dimensional time series
• Causal network learning with non-invertible functional relationships

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