Causal Discovery of Stochastic Dynamical Systems: A Markov Chain Approach
Marcell Stippinger, Attila Bencze, Ádám Zlatniczki, Zoltán Somogyvári, András Telcs · Mathematics · 2023
Our proposed method for exploring the causal discovery of stochastic dynamic systems is designed to overcome the limitations of existing methods in detecting hidden and common drivers. The method is based on a simple principle and is presented in a nonparametric structural vector autoregressive modeling framework.