Learning coherent Granger-causality in panel vector autoregressive models

Bibtex entry :

@inproceedings { gregorova:icml2015,
    author = { Magda Gregorova and Alexandros Kalousis and Stephane Marchand-Maillet and Jun Wang },
    title = { Learning coherent Granger-causality in panel vector autoregressive models },
    booktitle = { Demand Forecasting Workshop at ICML 2015 },
    year = { 2015 },
}
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Keywords: machine learning, information geometry, data mining, Big Data, affective information retrieval (recherche d'information), information visualisation, content-based image and video retrieval (CBIR, CBR, CBVR, CBMR, CBMIR), information mining, classification, multimedia and multimodal information management, semantic web, knowledge base (RDF, OWL, XML, metadata, auto-annotation, description), multimodal information fusion