Sparse Causality Network Retrieval from Short Time Series

Table 5

Causality network validation with unconditional 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
Ridge FP/	0.00	0.00	0.09	0.21	0.47	0.55	0.77	1.32
Glasso TP/n	0.00	0.00	0.00
Glasso FP/	0.00	0.00	0.00	0.11	0.37	0.43	0.61	1.41
LoGo TP/	0.00	0.00
LoGo FP/	0.00	0.00	0.05	0.16	0.42	0.49	0.71	1.27

.