Causal Network Inference via Group Sparse Regularization

Details Causal Network Inference via Group Sparse Regularization Causal Network Inference via Group Sparse Regularization

2011-06-03

arxiv.org/abs/1106.0762v1

Statistics

Machine Learning

Scientific paper

This paper addresses the problem of inferring sparse causal networks modeled by multivariate auto-regressive (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." In particular, we show that consistent recovery is possible even when the number of observations of the network is far less than the number of parameters describing the network, provided that the false connection score is less than one. The false connection score is also demonstrated to be a useful metric of recovery in non-asymptotic regimes. The conditions suggest a modified gLasso procedure which tends to improve the false connection score and reduce the chances of reversing the direction of causal influence. Computational experiments and a real network based electrocorticogram (ECoG) simulation study demonstrate the effectiveness of the approach.

Affiliated with

Also associated with

No associations

Rating

Causal Network Inference via Group Sparse Regularization does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Causal Network Inference via Group Sparse Regularization, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Causal Network Inference via Group Sparse Regularization will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-6929