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stat.ME2023
Nonlinear Permuted Granger Causality
Noah D. Gade, Jordan Rodu
Granger causal inference is a contentious but widespread method used in fields ranging from economics to neuroscience. The original definition addresses the notion of causality in…
stat.ML2023
Change Point Detection with Conceptors
Noah D. Gade, Jordan Rodu
Offline change point detection retrospectively locates change points in a time series. Many nonparametric methods that target i.i.d. mean and variance changes fail in the presence…