Reproducible code for our paper, "On Causal Discovery with Convergent Cross Mapping"
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Updated
May 7, 2024 - MATLAB
Reproducible code for our paper, "On Causal Discovery with Convergent Cross Mapping"
Code for the nested hybrid filters (NHFs), including four different implementations using sequential Monte Carlo (SMC), sequential quasi-Monte Carlo (SQMC), extended Kalman filters (EKFs) and ensemble Kalman filters (EnKFs). I have also included the implementation of the nested particle filter (NPF) and the two-stage filter to compare performance.
modeling system dynamics incl. actuators and continuous / discrete controller designs in MATLAB Simulink integrated computer vision using segmentation
Markov-Switching State-Space Models
Code for the nested Gaussian filters (NGFs), in particular, an implementation of an unscented Kalman filter (UKF) combined with a bank of extended Kalman filters (EKFs). Other algorithms are implemented to compare performance.
Power Switch Thermal Cauer Model
Generalized Algorithm for Transfer Function Based Partial Discharge Localization in Transformers
Subspace methods for MIMO system identification
Couplings for nonlinear ensemble filtering
Bayesian Spectral Estimation
Code skeletons for implementing PMH in MATLAB based on the repo pmh-tutorial
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