Barnett, 2009 — Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables

DOI: <a href="https://doi.org/10.1103/PhysRevLett.103.238701" target="_blank" rel="noopener noreferrer">https://doi.org/10.1103/PhysRevLett.103.238701
URL: <a href="https://journals.aps.org/prl/abstract/10.1103/PhysRevLett.103.238701" target="_blank" rel="noopener noreferrer">https://journals.aps.org/prl/abstract/10.1103/PhysRevLett.103.238701

Supplies information-theoretic machinery for compression, prediction, causality, or individuality.

Publication links

Supplies information-theoretic machinery for compression, prediction, causality, or individuality.