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Graphical modeling of stochastic processes driven by correlated errors
v1v2 (latest)

Graphical modeling of stochastic processes driven by correlated errors

15 May 2020
Søren Wengel Mogensen
N. Hansen
ArXiv (abs)PDFHTML

Papers citing "Graphical modeling of stochastic processes driven by correlated errors"

8 / 8 papers shown
Conditional Local Independence Testing for Itô processes with Applications to Dynamic Causal Discovery
Conditional Local Independence Testing for Itô processes with Applications to Dynamic Causal Discovery
Mingzhou Liu
Xinwei Sun
Yizhou Wang
CML
270
0
0
09 Jun 2025
An Asymmetric Independence Model for Causal Discovery on Path Spaces
An Asymmetric Independence Model for Causal Discovery on Path SpacesCLEaR (CLEaR), 2025
Georg Manten
Cecilia Casolo
Søren Wengel Mogensen
Niki Kilbertus
450
1
0
12 Mar 2025
Identifying Drift, Diffusion, and Causal Structure from Temporal Snapshots
Identifying Drift, Diffusion, and Causal Structure from Temporal Snapshots
Vincent Guan
Joseph Janssen
Hossein Rahmani
Andrew Warren
Stephen X. Zhang
Elina Robeva
Geoffrey Schiebinger
DiffM
555
13
0
30 Oct 2024
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes
Georg Manten
Cecilia Casolo
E. Ferrucci
Søren Wengel Mogensen
C. Salvi
Niki Kilbertus
CMLBDL
787
18
0
28 Feb 2024
Weak equivalence of local independence graphs
Weak equivalence of local independence graphsBernoulli (Bernoulli), 2023
Søren Wengel Mogensen
281
3
0
24 Feb 2023
Continuously Indexed Graphical Models
Continuously Indexed Graphical Models
Kartik G. Waghmare
V. Panaretos
339
3
0
05 Feb 2023
Nonparametric Conditional Local Independence Testing
Nonparametric Conditional Local Independence TestingAnnals of Statistics (Ann. Stat.), 2022
Alexander Mangulad Christgau
Lasse Petersen
N. Hansen
307
14
0
25 Mar 2022
Graphical continuous Lyapunov models
Graphical continuous Lyapunov models
Gherardo Varando
N. Hansen
326
26
0
21 May 2020
1
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