Causal Discovery of Stochastic Dynamical Systems: A Markov Chain Approach-Reference-Cited by-同舟云学术

Causal Discovery of Stochastic Dynamical Systems: A Markov Chain Approach

Published:2023-02-07 Issue:4 Volume:11 Page:852
ISSN:2227-7390
Container-title:Mathematics
language:en
Short-container-title:Mathematics

Author:

Stippinger Marcell¹,Bencze Attila¹²^ORCID,Zlatniczki Ádám³⁴,Somogyvári Zoltán¹⁵^ORCID,Telcs András¹³⁶^ORCID

Affiliation:

1. Wigner Research Centre for Physics, H-1121 Budapest, Hungary

2. Electrophysics Institute, Óbuda University, H-1034 Budapest, Hungary

3. Department of Computer Science and Information Theory, Faculty of Electrical Engineering and Informatics, Budapest University of Technology and Economics, H-1111 Budapest, Hungary

4. Ericsson Hungary, H-1117 Budapest, Hungary

5. Axoncord Ltd., H-1048 Budapest, Hungary

6. Department of Quantitative Methods, Faculty of Business and Economics, University of Pannonia, H-8200 Veszprém, Hungary

Abstract

Our proposed method for exploring the causal discovery of stochastic dynamic systems is designed to overcome the limitations of existing methods in detecting hidden and common drivers. The method is based on a simple principle and is presented in a nonparametric structural vector autoregressive modeling framework.

Funder

National Brain Research Program of Hungary

Hungarian National Research, Development and Innovation Fund

Eötvös Loránd Research Network

Publisher

MDPI AG

Subject

General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)

Link

https://www.mdpi.com/2227-7390/11/4/852/pdf

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