Measuring Sample Path Causal Influences With Relative Entropy
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DOI: 10.1109/tit.2019.2945290
Abstract: We present a sample path dependent measure of causal influence between time series. The proposed causal measure is a random sequence, a realization of which enables identification of specific patterns that give rise to high… read more here.
Keywords: path causal; measuring sample; path; sample path ... See more keywords