most citedAn Interpretable and Sparse Neural Network Model for Nonlinear Granger Causality Discovery

12 citations · 12 across the 1 of their papers we have counts for

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1 paper

stat.ML2017★ 12 cited

An Interpretable and Sparse Neural Network Model for Nonlinear Granger Causality Discovery

Alex Tank, Ian Cover, Nicholas J. Foti +2

While most classical approaches to Granger causality detection repose upon linear time series assumptions, many interactions in neuroscience and economics applications are nonlinea…