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Estimation of cause-effect relationship under noise

Part of: Controllability, observability, and system structure Operations research and management science

Published online by Cambridge University Press:  14 July 2016

András Prékopa
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Abstract

Events that occur consecutively or simultaneously cause some other event as effect. The latter can be observed with noise, and the problem is to estimate the weights of the causes in the realization of the effect.

Keywords

OBSERVATION WITH NOISEWEIGHTED CAUSES

MSC classification

Primary: 93B15: Realizations from input-output data
Secondary: 90B05: Inventory, storage, reservoirs
Type
Part 6 Stochastic Processes
Information
Journal of Applied Probability , Volume 31 , Issue A , 1994 , pp. 343 - 350
Copyright
Copyright © Applied Probability Trust 1994 

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References

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