Estimating Granger Causality with Unobserved Confounders via Deep Latent-Variable Recurrent Neural Network.
Yuan MengPublished in: CoRR (2019)
Keyphrases
- latent variables
- recurrent neural networks
- observational data
- granger causality
- causal relationships
- probabilistic model
- neural network
- feed forward
- hidden variables
- gaussian process
- real valued
- topic models
- latent variable models
- prior knowledge
- recurrent networks
- multivariate time series
- random variables
- impulse response
- artificial neural networks
- observed variables
- error correction
- causal discovery
- standard deviation
- wireless sensor networks
- electricity consumption