Identification of Directed Influence: Granger Causality, Kullback-Leibler Divergence, and Complexity.

Abd-Krim Seghouane Shun-ichi Amari

Published in: Neural Comput. (2012)

Keyphrases

kullback leibler divergence
information theoretic
mutual information
distance measure
granger causality
information theory
probability density function
kl divergence
data mining
probabilistic model
image registration
maximum likelihood
human brain
multivariate time series