I'll explain some of the concepts behind Granger causality and how a causal graph (which I'll define) is computed in the absence and presence of time series data, focusing on algorithms PC, MMHC and MMPC. I'll show some problems that appear in practice.
Graduate Student Seminar: Granger Causality and inferring a causal graph from data
Nov 7 2017 - 12:30pm
Graduate Student Seminar
Fine Hall 214