Estimation of a structural vector autoregression model using non-gaussianity

Journal of Machine Learning Research

Volumn 11, Issue , 2010, Pages 1709-1731

  Hyvärinen, Aapo ^a   Zhang, Kun ^a   Shimizu, Shohei ^b   Hoyer, Patrik O ^a  

^a UNIVERSITY OF HELSINKI   (Finland)

^b OSAKA UNIVERSITY   (Japan)

Author keywords

Causality; Independent component analysis; Non Gaussianity; Structural equation models; Structural vector autoregression

Indexed keywords

AUTO REGRESSIVE MODELS; BRAIN-IMAGING DATA; COMPUTATIONALLY EFFICIENT; GAUSSIANS; IDENTIFIABILITY; NETWORK STRUCTURES; NON-GAUSSIAN; NON-GAUSSIAN MODELS; NONGAUSSIANITY; PRIOR KNOWLEDGE; STANDING PROBLEMS; STRUCTURAL EQUATION MODELS; VECTOR AUTOREGRESSIONS;

ESTIMATION; GAUSSIAN DISTRIBUTION; INDEPENDENT COMPONENT ANALYSIS; REGRESSION ANALYSIS; STRUCTURAL ANALYSIS; VECTORS;

MATHEMATICAL MODELS;

EID: 77953491241     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Article

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