Scientific interests:
Graphical models for stationary stochastic processes
Nonparametric inference
Parametric inference and model selection for Gaussian processes
Categorical time series
GARCH processes and nonlinear time series models
Causal inference from graphical models
Causality graphs
Intervention experiments and influence diagrams
Problem of confounding
Applications
Identification of synaptic connections from neural spike train data
 
Michael Eichler, October 2004