Granger causality from quantized measurements

DOI10.1016/j.automatica.2022.110371OpenAlexW3166487340MaRDI QIDQ2151888

Girish N. Nair, Salman Ahmadi, Erik Weyer

Publication date: 5 July 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.01513

zbMATH Keywords

quantizationGranger causalitycausal inference

Mathematics Subject Classification ID

Statistics (62-XX) Information and communication theory, circuits (94-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generalized reduced rank tests using the singular value decomposition
• The relation between Granger causality and directed information theory: a review
• Statistical results for system identification based on quantized observations
• Algebraic geometry of Gaussian Bayesian networks
• Linear and nonlinear causality between signals: methods, examples and neurophysiological applications
• Rank inequalities for positive semidefinite matrices
• Estimating the Directed Information and Testing for Causality
• Directed Information Graphs
• On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling
• SYMMETRIC GAUGE FUNCTIONS AND UNITARILY INVARIANT NORMS
• A useful theorem for nonlinear devices having Gaussian inputs
• On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities--Part II (Corresp.)
• A Note on Noncausality
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• Feedback between stationary stochastic processes
• Weak and strong feedback free processes
• On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities
• Stabilization of linear systems with limited information
• Algebraic Statistics
• Relationship Between Granger Noncausality and Network Graph of State-Space Representations
• Asymptotic theory of mixed time averages and kth-order cyclic-moment and cumulant statistics
• Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation
• Identification of Linear Models From Quantized Data: A Midpoint-Projection Approach
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• State-Space Analysis of Granger-Geweke Causality Measures with Application to fMRI
• Comments on 'An extension of Price's theorem' by McMahon, E. L.
• Economic processes involving feedback
• Enlargement Methods for Computing the Inverse Matrix

This page was built for publication: Granger causality from quantized measurements