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Causal Network Inference Via Group Sparse Regularization
This paper addresses the problem of inferring sparse causal networks modeled by multivariate autoregressive (MAR) processes. Conditions are derived under which the Group Lasso (gLasso) procedure consistently estimates sparse network structure. The key condition involves a “false connection score” ψ....
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2011
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3170781/ https://ncbi.nlm.nih.gov/pubmed/21918591 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1109/TSP.2011.2129515 |
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