Graduate Student Seminar: Granger Causality and inferring a causal graph from data

Speaker: 
Bernat Guillen
Date: 
Nov 7 2017 - 12:30pm
Event type: 
Graduate Student Seminar
Room: 
Fine Hall 214
Abstract: 

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.