Graphical Models for the Identification of Causal Structures in Multivariate Time Series Models.
Alessio MonetaPeter SpirtesPublished in: JCIS (2006)
Keyphrases
- graphical models
- probabilistic model
- multivariate time series
- bayesian networks
- belief propagation
- probabilistic graphical models
- approximate inference
- random variables
- probabilistic inference
- autoregressive
- models with hidden variables
- markov networks
- structure learning
- conditional random fields
- graphical structure
- directed graphical models
- statistical models
- conditional independence
- temporal patterns
- latent dirichlet allocation
- dimension reduction
- causal models
- parameter estimation
- machine learning