SyPI+ extends SyPI to nonlinear time series via distance-correlation lag selection and a pruning step, reporting better F-score and SHD than PCMCI and CD-NOTS on synthetic data.
An approximate distribution of estimates of variance components
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Efficient Causal Discovery for Autoregressive Time Series
SyPI+ extends SyPI to nonlinear time series via distance-correlation lag selection and a pruning step, reporting better F-score and SHD than PCMCI and CD-NOTS on synthetic data.