Visitor from France Talks about Granger Causality in Networks
February 27, 2017
Mónika Józsa, a Ph.D. candidate at the École des Mines de Douai in France, visited IDeA Labs and spoke about the relationship between Granger causality of a stochastic process and the graph structure of its realizations.
“We will show that Granger non-causalities between processes corresponds to zero-blocks of the system matrices in a linear time-invariant state-space representation of these processes. One of the applications is to model the causal structure of brain activity which will be illustrated with an example,” she said.
Mónika received the M.S. degree in applied mathematics from Eötvös Loránd University in Budapest, Hungary in 2013. From 2013 she worked for Research Institute of Agricultural Economics in Budapest and from 2014 she started her Ph.D in systems and control at the University of Groningen. From 2016 she continued her Ph.D. at the University of Douai. Her research is on stochastic processes and system identification of stochastic systems.