Identification of Directed Influence: Granger Causality, Kullback-Leibler Divergence, and Complexity
Abd-Krim Seghouane, Shun-ichi Amari
Neural Computation | MIT PRESS | Published : 2012
Awarded by Human Frontier Science Program
Awarded by Japanese Society for Promoting Science Fellowship
We thank the anonymous reviewers for their comments and suggestions, which helped to improve the quality and presentation of this letter. NICTA is funded by the Australian government as represented by the Department of Broadband, Communications and the Digital Economy and the Australian Research Council through the ICT Centre of Excellence program. This work was partly supported by the Human Frontier Science Program (grant RGY 80/2008) and the Japanese Society for Promoting Science Fellowship (number S-10738).