Mónika Józsa

Bio

Mónika Józsa received the M.S. degree in applied mathematics from Eotvos Lorand 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.

Abstract

Granger causality defines prediction based causal relationship between stationary processes. We study the relationship between Granger-causality structure of a process and the graph structure of its state-space representations. 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.