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JMLR
2010
194views more  JMLR 2010»
13 years 3 days ago
Graphical Gaussian modelling of multivariate time series with latent variables
In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal struc...
Michael Eichler
ICANN
2010
Springer
13 years 6 months ago
Assessing Statistical Reliability of LiNGAM via Multiscale Bootstrap
Structural equation models have been widely used to study causal relationships between continuous variables. Recently, a non-Gaussian method called LiNGAM was proposed to discover ...
Yusuke Komatsu, Shohei Shimizu, Hidetoshi Shimodai...
JMLR
2011
142views more  JMLR 2011»
13 years 8 days ago
Causal Search in Structural Vector Autoregressive Models
This paper reviews a class of methods to perform causal inference in the framework of a structural vector autoregressive model. We consider three different settings. In the first ...
Alessio Moneta, Nadine Chlass, Doris Entner, Patri...
ICANN
2010
Springer
13 years 6 months ago
Discovery of Exogenous Variables in Data with More Variables Than Observations
Many statistical methods have been proposed to estimate causal models in classical situations with fewer variables than observations. However, modern datasets including gene expres...
Yasuhiro Sogawa, Shohei Shimizu, Aapo Hyvärin...
UAI
2008
13 years 6 months ago
Causal discovery of linear acyclic models with arbitrary distributions
An important task in data analysis is the discovery of causal relationships between observed variables. For continuous-valued data, linear acyclic causal models are commonly used ...
Patrik O. Hoyer, Aapo Hyvärinen, Richard Sche...