The Convex Mixture Distribution: Granger Causality for Categorical Time Series.
Alex TankXiudi LiEmily B. FoxAli ShojaiePublished in: SIAM J. Math. Data Sci. (2021)
Keyphrases
- granger causality
- mixture distribution
- multivariate time series
- normal distribution
- categorical data
- impulse response
- error correction
- electricity consumption
- statistical model
- em algorithm
- causal relationships
- standard deviation
- functional connectivity
- generalized gaussian
- gaussian mixture model
- cluster analysis
- temporal data
- expectation maximization
- autoregressive
- probabilistic model
- random variables
- generative model
- maximum likelihood