6 citations · 11 across the 3 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2018
Switching Regression Models and Causal Inference in the Presence of Discrete Latent Variables
Rune Christiansen, Jonas Peters
Given a response and a vector of predictors, we investigate the problem of inferring direct causes of among the vector . Models for that…
math.ST2016
The Arrow of Time in Multivariate Time Series
Stefan Bauer, Bernhard Schölkopf, Jonas Peters
We prove that a time series satisfying a (linear) multivariate autoregressive moving average (VARMA) model satisfies the same model assumption in the reversed time direction, too,…