87 search results - page 1 / 18 » Estimation of a Structural Vector Autoregression Model Using... |
JMLR
2010
12 years 11 months ago
2010
Analysis of causal effects between continuous-valued variables typically uses either autoregressive models or structural equation models with instantaneous effects. Estimation of ...
JMLR
2011
12 years 11 months ago
2011
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 ...
ICML
2008
IEEE
14 years 5 months ago
2008
IEEE
Causal analysis of continuous-valued variables typically uses either autoregressive models or linear Gaussian Bayesian networks with instantaneous effects. Estimation of Gaussian ...
IJAR
2008
13 years 4 months ago
2008
The task of estimating causal effects from non-experimental data is notoriously difficult and unreliable. Nevertheless, precisely such estimates are commonly required in many fiel...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
We present learning and inference algorithms for a versatile class of partially observed vector autoregressive (VAR) models for multivariate time-series data. VAR models can captu...