130 citations · 289 across the 21 of their papers we have counts for
23 papers
Identifiability and Estimation in Continuous Lyapunov Models
Cecilie Olesen Recke, Niels Richard Hansen
Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process…
Identifiability in Continuous Lyapunov Models
Philipp Dettling, Roser Homs, Carlos Améndola +2
The recently introduced graphical continuous Lyapunov models provide a new approach to statistical modeling of correlated multivariate data. The models view each observation as a o…
Nonparametric Conditional Local Independence Testing
Alexander Mangulad Christgau, Lasse Petersen, Niels Richard Hansen
Conditional local independence is an asymmetric independence relation among continuous time stochastic processes. It describes whether the evolution of one process is directly infl…
Local Independence Testing for Point Processes
Nikolaj Thams, Niels Richard Hansen
Constraint based causal structure learning for point processes require empirical tests of local independence. Existing tests require strong model assumptions, e.g. that the true da…
Graphical continuous Lyapunov models
Gherardo Varando, Niels Richard Hansen
The linear Lyapunov equation of a covariance matrix parametrizes the equilibrium covariance matrix of a stochastic process. This parametrization can be interpreted as a new graphic…
Graphical modeling of stochastic processes driven by correlated errors
Søren Wengel Mogensen, Niels Richard Hansen
We study a class of graphs that represent local independence structures in stochastic processes allowing for correlated error processes. Several graphs may encode the same local in…