Title :
A minimal approach to causal inference on topologies with bounded indegree
Author :
Quinn, Christopher ; Kiyavash, Negar ; Coleman, Todd
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of Illinois, Urbana, IL, USA
Abstract :
The structure of the causal interdependencies between processes in a causal, stochastic dynamical system can be succinctly characterized by a generative model. Inferring the structure of the generative model, however, requires calculating divergences using the full joint statistics. For the case when an upperbound on the indegree of each process is known, we describe a computationally efficient method using directed information which does not require the full statistics and recovers the parents of each process independently from finding the parents of other processes.
Keywords :
causality; statistical analysis; stochastic systems; topology; bounded indegree; causal interdependencies; causal system; computationally efficient method; directed information; full joint statistics; generative model; minimal approach; stochastic dynamical system; topology causal inference; Joints; Markov processes; Optimization; Random processes; Topology; Upper bound;
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
978-1-61284-800-6
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2011.6161255