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1. GeorgeMichailidis/vae-multi-level-neural-GC-official GeorgeMichailidis/vae-multi-level-neural-GC-official Public

   Code repository for "A VAE-based Framework for Learning Multi-Level Neural Granger-causal Connectivity"

   Python 2

2. GeorgeMichailidis/high-dim-svar-partial-ordering GeorgeMichailidis/high-dim-svar-partial-ordering Public

   Code repository for "Structural Discovery with Partial Ordering Information for Time-Dependent Data with Convergence Guarantees"

   Python 1

3. GeorgeMichailidis/multi-task-mixed-freq GeorgeMichailidis/multi-task-mixed-freq Public

   Code repository for Multi-Task Encoder-Dual-Decoder Modeling Framework on Mixed Frequency Data

   Python 7

4. high_dim_favar_estimation high_dim_favar_estimation Public

   Official Code Repo for Paper "Regularized estimation of high-dimensional FAVAR models" in JMLR, 2020

   R 8 5

5. multi-layer-Gaussian-graphical-model multi-layer-Gaussian-graphical-model Public

   Official Code Repo for Paper "Penalized MLE of multi-layer Gaussian Graphical Models", in JMLR, 2016

   R 1 2