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The Minimum Description Length Guided Model Selection in Granger Causality Analysis

Published: 13 October 2018 Publication History

Abstract

In data analysis and statistical modeling, the optimal model selected is the key to success. This article is mainly talked about the minimum description length applied in linear models to select and optimize models, which the minimum description principle could be also applied in many other model classes at the same time. The principle would give a more suitable methods in modeling and estimating. Combining with Granger causality, it's meanful to understand brain activities deeply.

References

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Hansen, Mark H., and Bin Yu. 2001. Model selection and the principle of minimum description length. Journal of the American Statistical Association 96.454 (2001): 746--774.
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Rissanen, Jorma. 2012. Optimal estimation of parameters. Cambridge University Press, (2012).
[3]
Hu, Meng, W. Li, and H. Liang. 2018. A Copula-Based Granger Causality Measure for the Analysis of Neural Spike Train Data. IEEE/ACM Transactions on Computational Biology and Bioinformatics 15.2(2018):562--569.
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Stokes, P. A., and P. L. Purdon. 2017. A study of problems encountered in Granger causality analysis from a neuroscience perspective. Proc Natl Acad Sci U S A 114.34(2017):E7063.
[5]
Ding, Mingzhou, Yonghong Chen, and S. L. Bressler. 2006. Granger causality: basic theory and application to neuroscience. 2006. arXiv preprint q-bio/0608035.
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Guo, Shuixia, Christophe Ladroue, and Jianfeng Feng. 2010. Granger causality: theory and applications. Frontiers in Computational and Systems Biology. Springer, London, 2010. 83--111.
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Rissanen, Jorma. 1978. Modeling by shortest data description. Automatica 14.5 (1978): 465--471.
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Grnwald, P. D. 2007. The minimum description length principle. MIT press.
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Squires, S, A. Prgel-Bennett, and M. Niranjan. 2017. Rank Selection in Nonnegative Matrix Factorization using Minimum Description Length. Neural Computation 29.8(2017):2164--2176.
[10]
Davis, Richard A., S. A. Hancock, and Y. C. Yao. 2016. On consistency of minimum description length model selection for piecewise autoregressions. Journal of Econometrics 194.2(2016):360--368.

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  1. The Minimum Description Length Guided Model Selection in Granger Causality Analysis

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    cover image ACM Other conferences
    ISICDM 2018: Proceedings of the 2nd International Symposium on Image Computing and Digital Medicine
    October 2018
    166 pages
    ISBN:9781450365338
    DOI:10.1145/3285996
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    • University of Electronic Science and Technology of China: University of Electronic Science and Technology of China

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    Association for Computing Machinery

    New York, NY, United States

    Publication History

    Published: 13 October 2018

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    Author Tags

    1. granger causality
    2. linear model
    3. minimum description length
    4. model selection

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