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Multivariate Granger Causality (Barrett 2010)
Transcript of Multivariate Granger Causality (Barrett 2010)
to all subsets of size r
given the rest Bipartition causal density from all subsets of size k
to all subsets of size n-k Scaled causal density from all subsets of size k
to all subsets of size s-k think "bcd" but subset of data Tripartition causal density from all subsets of size k
to all subsets of size s-k
for all total sets of size s Bundled Connections ONE transmission trace/det is 5 on 5
max eigenvalue is best combination
canonical AR? Constraints known 0 how to add zeros to A? estimate x given only weighted sum of y