• Home
  • Search
  • Causal modelling combining instantaneous and lagged effects
  • Cite Icon68
  • https://doi.org/10.1145/1390156.1390210Copy DOI Icon

Causal modelling combining instantaneous and lagged effects

  • Jan 1, 2008
  • Aapo Hyvärinen +2 more
Show More
  • Abstract
  • Literature Map
  • References
  • Citations
  • Similar Papers
Abstract

Causal analysis of continuous-valued variables typically uses either autoregressive models or linear Gaussian Bayesian networks with instantaneous effects. Estimation of Gaussian Bayesian networks poses serious identifiability problems, which is why it was recently proposed to use non-Gaussian models. Here, we show how to combine the non-Gaussian instantaneous model with autoregressive models. We show that such a non-Gaussian model is identifiable without prior knowledge of network structure, and we propose an estimation method shown to be consistent. This approach also points out how neglecting instantaneous effects can lead to completely wrong estimates of the autoregressive coefficients.

Similar Papers
  • Research Article
  • Citations23

Sensitivity to evidence in Gaussian Bayesian networks using mutual information

  • Feb 18, 2014
  • Information Sciences
  • Miguel Angel Gómez-Villegas +2
  • Research Article
  • Citations10

Extreme inaccuracies in Gaussian Bayesian networks

  • Feb 19, 2008
  • Journal of Multivariate Analysis
  • Miguel A Gómez-Villegas +2
  • Conference Article
  • Citations2

Bispectrum analysis of focal ischemic cerebral EEG by constrained third order mean

  • Dec 15, 2003
  • Hao-Jiang Wu +2
  • Research Article
  • Citations5

Gaussian Bayesian network model of healthcare, food and energy sectors in the pandemic: Türkiye case

  • Dec 16, 2023
  • Heliyon
  • Ersin Sener +1
  • Conference Article
  • Citations15

Extracting Job Title Hierarchy from Career Trajectories: A Bayesian Perspective

  • Jul 01, 2018
  • Huang Xu +4
  • Research Article
  • Citations50

Multi-rate Gaussian Bayesian network soft sensor development with noisy input and missing data

  • Jul 23, 2021
  • Journal of Process Control
  • Anudari Khosbayar +2
  • Book Chapter

Nonlinear Mixed Effects Models, Growth Curves, and Autoregressive Linear Mixed Effects Models

  • Jan 01, 2018
  • Ikuko Funatogawa +1
  • Research Article
  • Citations1

On learning time series DAGs: A frequency domain approach

  • Jun 01, 2024
  • Econometrics and Statistics
  • Aramayis Dallakyan
  • Research Article
  • Citations11

Adding data process feedback to the nonlinear autoregressive model

  • Feb 07, 2002
  • Signal Processing
  • Hiroko Kato +1
  • PDF
  • Research Article
  • Citations63

Molecular Determinants of Ivermectin Sensitivity at the Glycine Receptor Chloride Channel

  • Dec 01, 2011
  • Journal of Biological Chemistry
  • Timothy Lynagh +4
  • Research Article
  • Citations10

Learning parameters of Bayesian networks from datasets with systematically missing data: A meta–analytic approach

  • Sep 17, 2019
  • Expert Systems with Applications
  • Jelena Kovačić
  • Research Article
  • Citations17

Genetic algorithms and Gaussian Bayesian networks to uncover the predictive core set of bibliometric indices

  • May 05, 2015
  • Journal of the Association for Information Science and Technology
  • Alfonso Ibáñez +3
  • Conference Article
  • Citations2

Virtual metrology modeling based on gaussian bayesian network

  • Dec 09, 2018
  • Wei-Ting Yang +4
  • Conference Article
  • Citations32

A Gaussian Bayesian model to identify spatio-temporal causalities for air pollution based on urban big data

  • Apr 01, 2016
  • Julie Yixuan Zhu +3
  • Research Article
  • Citations20

Spacial Extrapolation-Based Blind DOA Estimation Approach for Closely Spaced Sources

  • Apr 01, 2010
  • IEEE Transactions on Aerospace and Electronic Systems
  • Feng Wan +2
Cactus Communications logo

Copyright 2026 Cactus Communications. All rights reserved.