Related papers: Granger Causality Analysis Based on Quantized Mini…

We propose a unified class of calibration weighting methods based on weighted generalized entropy to handle missing at random (MAR) data with improved stability and efficiency. The proposed generalized entropy calibration (GEC) formulates…

In this letter, we revisit the problem of maximum likelihood estimation (MLE) of parameters of Gaussian Mixture Model (GMM) and show a new derivation for its parameters. The new derivation, unlike the classical approach employing the…

Inferring causal relationships in observational time series data is an important task when interventions cannot be performed. Granger causality is a popular framework to infer potential causal mechanisms between different time series. The…

Consider the task of estimating a 3-order $n \times n \times n$ tensor from noisy observations of randomly chosen entries in the sparse regime. We introduce a similarity based collaborative filtering algorithm for estimating a tensor from…

Two recently introduced criteria for estimation of generative models are both based on a reduction to binary classification. Noise-contrastive estimation (NCE) is an estimation procedure in which a generative model is trained to be able to…

In this paper, we generalize the fundamental relation between the mutual information and the minimum mean squared error (MMSE) by Guo, Shamai, and Verdu [1] to K-User Gaussian channels. We prove that the derivative of the multiuser mutual…

Many multivariate time series anomaly detection frameworks have been proposed and widely applied. However, most of these frameworks do not consider intrinsic relationships between variables in multivariate time series data, thus ignoring…

Granger-causality in the frequency domain is an emerging tool to analyze the causal relationship between two time series. We propose a bootstrap test on unconditional and conditional Granger-causality spectra, as well as on their…

Concepts of Granger causality (GC) and Granger autonomy (GA) are central to assess the dynamics of coupled physiologic processes. While causality measures have been already proposed and applied in time and frequency domains, measures…

Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…

In this paper, we identify the criteria for the selection of the minimal and most efficient covariate adjustment sets for the regression calibration method developed by Carroll, Rupert and Stefanski (CRS, 1992), used to correct bias due to…

In this paper, we propose a new Granger causality measure which is robust against the confounding influence of latent common inputs. This measure is inspired by partial Granger causality in the literature, and its variant. Using numerical…

Causal analysis based on non-uniform embedding schemes is an important way to detect the underlying interactions between dynamic systems. However, there are still some obstacles to estimate high-dimensional conditional mutual information…

Generalized estimating equations (GEE) is one of the most commonly used methods for marginal regression analysis of longitudinal data, especially with discrete outcomes. The GEE method models the association among the responses of a subject…

We show how to find a small loop curser in a Bayesian network. Finding such a loop cutset is the first step in the method of conditioning for inference. Our algorithm for finding a loop cutset, called MGA, finds a loop cutset which is…

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…

We take an information theoretic perspective on a classical sparse-sampling noisy linear model and present an analytical expression for the mutual information, which plays central role in a variety of communications/processing problems.…

Granger causal inference is a contentious but widespread method used in fields ranging from economics to neuroscience. The original definition addresses the notion of causality in time series by establishing functional dependence…

Due to the nature of pure-tone audiometry test, hearing loss data often has a complicated correlation structure. Generalized estimating equation (GEE) is commonly used to investigate the association between exposures and hearing loss,…