Graduate Student Seminar: Granger Causality and inferring a causal graph from data

Graduate Student Seminars
  • Bernat Guillen
Nov 7, 2017
12:30 pm
214 Fine Hall

Abstract: I'll explain some of the concepts behind Granger causality and how a causal graph (which I'll define) is computed in the absence and presence of time series data, focusing on algorithms PC, MMHC and MMPC. I'll show some problems that appear in practice.