Necessary and sufficient conditions for causal feature selection in time series with latent common causes

We study the identification of direct and indirect causes on time series and provide conditions in the presence of latent variables, which we prove to be necessary and sufficient under some graph constraints. Our theoretical results and estimation algorithms require two conditional independence test...

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Bibliographische Detailangaben

Hauptverfasser:	Mastakouri, Atalanti A, Schölkopf, Bernhard, Janzing, Dominik
Format:	Artikel
Sprache:	eng
Schlagworte:	Statistics - Machine Learning Statistics - Methodology
Online-Zugang:	Volltext bestellen
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