Title
Innovation Representation of Stochastic Processes With Application to Causal Inference.
Abstract
Typically, real-world stochastic processes are not easy to analyze. In this paper, we study the representation of different stochastic process as a memoryless innovation process triggering a dynamic system. We show that such a representation is always feasible for innovation processes taking values over a continuous set. However, the problem becomes more challenging when the alphabet size of the i...
Year
DOI
Venue
2018
10.1109/TIT.2019.2927530
IEEE Transactions on Information Theory
Keywords
DocType
Volume
Technological innovation,Random variables,Stochastic processes,Entropy,Greedy algorithms,History,Graphical models
Journal
66
Issue
ISSN
Citations 
2
0018-9448
1
PageRank 
References 
Authors
0.35
0
3
Name
Order
Citations
PageRank
Amichai Painsky1188.11
Saharon Rosset21087105.33
Meir Feder3809174.02