Large-scale nonlinear Granger causality: A data-driven, multivariate approach to recovering directed networks from short time-series data

Axel Wismüller, Adora M. DSouza, Anas Z. Abidin

To gain insight into complex systems it is a key challenge to infer nonlinear causal directional relations from observational time-series data. Specifically, estimating causal rela…