137 citations · 357 across the 14 of their papers we have counts for
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cs.IT2012★ 137 cited
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…
cs.IT2012
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…