Browsing Theses by Subject "Grouped LASSO"
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Granger Causal Network Learning and the Depth Wise Grouped LASSO
(University of Waterloo, 2017-08-31)In this thesis we study the notion of Granger-causality, a statistical concept originally developed to estimate causal effects in econometrics. First, we suggest a more general notion of Granger-causality in which to frame ...