@inproceedings{4f100eaf6f32466e8b59cd321c922051,
title = "Directed Information Graphs: A generalization of Linear Dynamical Graphs",
abstract = "We study the relationship between Directed Information Graphs (DIG) and Linear Dynamical Graphs (LDG), both of which are graphical models where nodes represent scalar random processes. DIGs are based on directed information and represent the causal dynamics between processes in a stochastic system. LDGs capture causal dynamics but only in linear dynamical systems and there are Wiener filtering to do so in a subset of LDGs. This study shows that the DIGs are generalized version of the LDGs and any strictly causal LDGs can be reconstructed through learning the corresponding DIGs.",
keywords = "Information theory and control, Linear systems, Statistical learning",
author = "Jalal Etesami and Negar Kiyavash",
year = "2014",
doi = "10.1109/ACC.2014.6859362",
language = "English (US)",
isbn = "9781479932726",
series = "Proceedings of the American Control Conference",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "2563--2568",
booktitle = "2014 American Control Conference, ACC 2014",
address = "United States",
note = "2014 American Control Conference, ACC 2014 ; Conference date: 04-06-2014 Through 06-06-2014",
}