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Abstract Details
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Activity Number:
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145
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Type:
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Invited
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Date/Time:
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Monday, July 30, 2012 : 10:30 AM to 12:20 PM
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Sponsor:
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International Chinese Statistical Association
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| Abstract - #303812 |
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Title:
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Estimation of Network Granger Causality Under Group Constraints
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Author(s):
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George Michailidis*+
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Companies:
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University of Michigan
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Address:
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Department of Statistics, Ann Arbor, MI, 48109,
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Keywords:
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Networks ;
Regularization ;
Inference
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Abstract:
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We examine the problem of estimating temporal mechanisms for networks using time-course data. We discuss the concept of Network Granger Causality under group constraints, propose novel strategies for simultaneous estimation of model parameters and the order of the underlying vector autoregressive model and discuss their asymptotic properties. The methodology is illustrated on a number of simulated and real data sets.
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Authors who are presenting talks have a * after their name.
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