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Heterogeneous Graphical Granger Causality by Minimum Message Length
The heterogeneous graphical Granger model (HGGM) for causal inference among processes with distributions from an exponential family is efficient in scenarios when the number of time observations is much greater than the number of time series, normally by several orders of magnitude. However, in the...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7763266/ https://www.ncbi.nlm.nih.gov/pubmed/33322439 http://dx.doi.org/10.3390/e22121400 |