A VAE-based Framework for Learning Multi-Level Neural Granger-Causal Connectivity
基于变分自编码器的多层神经格兰杰因果连接学习框架
Granger causality has been widely used in various application domains to capture lead-lag relationships amongst the components of complex dynamical systems, and the focus in extant literature has been on a single dynamical system. In certain applications in macroeconomics and neuroscience, one has access to data from a collection of related such systems, wherein the modeling task of interest is to extract the shared common structure that is embedded across them, as well as…