Will Glad, Thomas Woolf. Path Signature Area-Based Causal Discovery in Coupled Time Series. In Sisi Ma, Erich Kummerfeld, editors, Causal Analysis Workshop Series, CAWS 2021, Minneapolis, Minnesota, USA, July 16, 2021. Volume 160 of Proceedings of Machine Learning Research, pages 21-38, PMLR, 2021. [doi]
Abstract is missing.