The Convex Mixture Distribution: Granger Causality for Categorical Time Series
From MaRDI portal
Recommendations
- Granger causality and path diagrams for multivariate time series
- Nonparametric estimation and inference for conditional density based Granger causality measures
- Statistical causality for multivariate nonlinear time series via Gaussian process models
- Causal inference from time series: what can be learned from Granger causality
- Granger Causality in Multivariate Time Series Using a Time-Ordered Restricted Vector Autoregressive Model
- Learning of multivariate time series Granger causality based on graphical model methods
- Granger causality between vectors of time series: a puzzling property
- Representing conditional Granger causality by vector auto-regressive parameters
- Mixture models for time series
Cites work
- \texttt{CarpeDiem}: optimizing the Viterbi algorithm and applications to supervised sequential learning
- A direct estimation of high dimensional stationary vector autoregressions
- A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
- A new model for multivariate Markov chains
- An EM algorithm for estimation in the mixture transition distribution model
- Concentration inequalities for Markov chains by Marton couplings and spectral methods
- Directed Information Graphs
- Estimation in the mixture transition distribution model
- Graphical modelling of multivariate time series
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 1808197 (Why is no real title available?)
- scientific article; zbMATH DE number 3954111 (Why is no real title available?)
- scientific article; zbMATH DE number 3973706 (Why is no real title available?)
- scientific article; zbMATH DE number 3784219 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- Lasso-type recovery of sparse representations for high-dimensional data
- Learning High-Dimensional Generalized Linear Autoregressive Models
- Model Selection and Estimation in Regression with Grouped Variables
- Modeling the complex dynamics and changing correlations of epileptic events
- Sequential complexities and uniform martingale laws of large numbers
- Simultaneous analysis of Lasso and Dantzig selector
- Statistics for high-dimensional data. Methods, theory and applications.
- The benefit of group sparsity
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
- Universal Estimation of Directed Information
Cited in
(5)- Penalized estimation of threshold auto-regressive models with many components and thresholds
- Structured priors for sparse probability vectors with application to model selection in Markov chains
- scientific article; zbMATH DE number 7626731 (Why is no real title available?)
- Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models
- Granger causality for mixed time series generalized linear models: a case study on multimodal brain connectivity
This page was built for publication: The Convex Mixture Distribution: Granger Causality for Categorical Time Series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4999347)
