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Causal Discovery and Forecasting in Nonstationary Environments with State-Space Models.
Biwei Huang
Kun Zhang
Mingming Gong
Clark Glymour
Published in:
CoRR (2019)
Keyphrases
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non stationary
state space
causal discovery
autoregressive
random fields
causal models
financial time series
discrete valued
adaptive algorithms
prior knowledge
reinforcement learning
real world
model selection
knowledge discovery
probabilistic model
conditional independence
search space
autoregressive model