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Fast Estimation of Causal Interactions using Wold Processes
Flavio Figueiredo, Guilherme Resende Borges, Pedro O.S. Vaz de Melo, Renato Assunรงรฃo
Recently, several fields used networked point processes to understand complex systems such as spiking biological neurons [36],social networks[8,42]geo-sensor networks[22],financial agents inmarkets[37],television records [48]and patient visits [11]. One ofthemain objectivesinthese analyses istouncoverthe causal relationships among the entities ofthe system, ortheinteraction structure among the nodes, which is also called thelatent network structure.