Sparse Causality Network Retrieval from Short Time Series

Table 4

Causality network validation with conditional transfer entropy validation at 1% Bonberroni adjusted value. Fraction of true positive () and fraction of false positive (), statistically validated, causality links for the three models, and different time series lengths. The table reports only the case for the parameter .

q	10	20	30	50	200	300	1000	20000
Ridge TP/	0.00	0.00	0.00	0.00	0.00
Ridge FP/	0.00	0.00	0.00	0.00	0.00	0.01	0.18	0.75
Glasso TP/	0.00	0.00	0.00	0.00
Glasso FP/	0.00	0.00	0.00	0.00	0.01	0.03	0.13	0.45
LoGo TP/	0.00	0.00	0.02
LoGo FP/	0.00	0.00	0.00	0.00	0.01	0.03	0.09	0.28

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