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BME QBF13
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Description
Causality is considered as the holy Grail of science. The first
step away from the concept of deterministic causality is done by
Norbert Wiener. He introduced the concept of predictive causality.
Based on that concept Clive Granger developed a parametric method for
the detection of presence of predictive causality. While Granger's
method is able to detect one-directional causality it fails to
correctly recognize bi-directional causality and misleaded by hidden
common cause. The lecture presents a new method which is able to
detect all the above mentioned type of causality. The method is based
on Taken's famous embedding theorem and sophisticated estimates of
intrinsic dimension of manifolds.