IEEE - Institute of Electrical and Electronics Engineers, Inc. - Innovation Representation of Stochastic Processes with Application to Causal Inference

Author(s): Amichai Painsky ; Saharon Rosset ; Meir Feder
Sponsor(s): IEEE Information Theory Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (Electronic): 1557-9654
ISSN (Paper): 0018-9448
DOI: 10.1109/TIT.2019.2927530
Regular:

Typically, real-world stochastic processes are not easy to analyze. In this work we study the representation of different stochastic process as a memoryless innovation process triggering a dynamic... View More

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