On the Consistency of Maximum Likelihood Estimators for Causal Network Identification
On the Consistency of Maximum Likelihood Estimators for Causal Network Identification
We consider the problem of identifying parameters from data for systems with dynamics evolving according to a particular class of Markov chain processes, called Bernoulli Autoregressive (BAR) processes. The structure of any BAR model is encoded by a directed graph with p nodes. The edges of the graph indicate causal …