2 papers
cs.LG2024
A VAE-based Framework for Learning Multi-Level Neural Granger-Causal Connectivity
Jiahe Lin, Huitian Lei, George Michailidis
Granger causality has been widely used in various application domains to capture lead-lag relationships amongst the components of complex dynamical systems, and the focus in extant…
stat.ME2023
Structural Discovery with Partial Ordering Information for Time-Dependent Data with Convergence Guarantees
Jiahe Lin, Huitian Lei, George Michailidis
Structural discovery amongst a set of variables is of interest in both static and dynamic settings. In the presence of lead-lag dependencies in the data, the dynamics of the system…