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Abstract Details

Activity Number: 145
Type: Invited
Date/Time: Monday, July 30, 2012 : 10:30 AM to 12:20 PM
Sponsor: International Chinese Statistical Association
Abstract - #303812
Title: Estimation of Network Granger Causality Under Group Constraints
Author(s): George Michailidis*+
Companies: University of Michigan
Address: Department of Statistics, Ann Arbor, MI, 48109,
Keywords: Networks ; Regularization ; Inference

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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