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A VAE-based Framework for Learning Multi-Level Neural Granger-Causal Connectivity
Feb. 27, 2024, 5:42 a.m. | Jiahe Lin, Huitian Lei, George Michailidis
cs.LG updates on arXiv.org arxiv.org
Abstract: Granger causality has been widely used in various application domains to capture lead-lag relationships amongst the components of complex dynamical systems, and the focus in extant literature has been on a single dynamical system. In certain applications in macroeconomics and neuroscience, one has access to data from a collection of related such systems, wherein the modeling task of interest is to extract the shared common structure that is embedded across them, as well as to …
abstract application applications arxiv causality components connectivity cs.lg data domains focus framework literature macroeconomics neuroscience relationships stat.me stat.ml systems type vae
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