137 citations · 357 across the 14 of their papers we have counts for
5 papers · 1 filter
Multidimensional factorization through helical mapping
Francesca Raimondi, Pierre Comon, Olivier Michel +1
This paper proposes a new perspective on the problem of multidimensional spectral factorization, through helical mapping: -dimensional (D) data arrays are vectorized, process…
The relation between Granger causality and directed information theory: a review
Pierre-Olivier Amblard, Olivier J. J. Michel
This report reviews the conceptual and theoretical links between Granger causality and directed information theory. We begin with a short historical tour of Granger causality, conc…
Causal conditioning and instantaneous coupling in causality graphs
Pierre-Olivier Amblard, Olivier J. J. Michel
The paper investigates the link between Granger causality graphs recently formalized by Eichler and directed information theory developed by Massey and Kramer. We particularly insi…
On directed information theory and Granger causality graphs
P. O. Amblard, O. J. J. Michel
Directed information theory deals with communication channels with feedback. When applied to networks, a natural extension based on causal conditioning is needed. We show here that…
Relating Granger causality to directed information theory for networks of stochastic processes
Pierre-Olivier Amblard, Olivier J. J. Michel
This paper addresses the problem of inferring circulation of information between multiple stochastic processes. We discuss two possible frameworks in which the problem can be studi…