The Relation between Granger Causality and Directed Information Theory: A Review.

Pierre-Olivier Amblard Olivier J. J. Michel

Published in: Entropy (2013)

Keyphrases

information theory
granger causality
information theoretic
multivariate time series
kullback leibler divergence
conditional entropy
causal relationships
mutual information
image processing
computational complexity
probabilistic model
impulse response