87 search results - page 1 / 18 » Estimation of a Structural Vector Autoregression Model Using... |
JMLR
2010
13 years 5 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
13 years 5 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 11 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 11 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
13 years 2 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...