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Neural processes in the brain operate at a range of temporal scales. Granger causality, the most widely-used neuroscientific tool for inference of directed functional connectivity from neurophsyiological data, is traditionally deployed in…

Applications · Statistics 2019-07-17 Lionel Barnett , Anil K. Seth

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

Methodology · Statistics 2024-05-07 Vittorio Del Tatto , Gianfranco Fortunato , Domenica Bueti , Alessandro Laio

Since interactions in neural systems occur across multiple temporal scales, it is likely that information flow will exhibit a multiscale structure, thus requiring a multiscale generalization of classical temporal precedence causality…

Quantitative Methods · Quantitative Biology 2017-07-13 Sebastiano Stramaglia , Iege Bassez , Luca Faes , Daniele Marinazzo

Information flow (or information transfer as may be called) the widely applicable general physics notion can be rigorously derived from first principles, rather than axiomatically proposed as an ansatz. Its logical association with…

Chaotic Dynamics · Physics 2015-03-31 X. San Liang

The integration of data from multiple sources is increasingly used to achieve larger sample sizes and enhance population diversity. Our previous work established that, under random sampling from the same underlying population, integrating…

Methodology · Statistics 2026-01-01 Farimah Shamsi , Andriy Derkach

Studying the flow of information between different areas of the brain can be performed by using the so-called Partial Directed Coherence. This measure is usually evaluated by first identifying a multivariate autoregressive model, and then…

Neurons and Cognition · Quantitative Biology 2013-11-26 Pierre-Olivier Amblard

We investigate the state space reconstruction from multiple time series derived from continuous and discrete systems and propose a method for building embedding vectors progressively using information measure criteria regarding past,…

Chaotic Dynamics · Physics 2015-05-19 Ioannis Vlachos , Dimitris Kugiumtzis

Information theory is an outstanding framework to measure uncertainty, dependence and relevance in data and systems. It has several desirable properties for real world applications: it naturally deals with multivariate data, it can handle…

Machine Learning · Statistics 2024-10-30 Valero Laparra , J. Emmanuel Johnson , Gustau Camps-Valls , Raul Santos-Rodríguez , Jesus Malo

Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of Granger causality measures used to form causality networks…

Computation · Statistics 2020-01-08 Elsa Siggiridou , Christos Koutlis , Alkiviadis Tsimpiris , Dimitris Kugiumtzis

Inference of causality is central in nonlinear time series analysis and science in general. A popular approach to infer causality between two processes is to measure the information flow between them in terms of transfer entropy. Using…

Chaotic Dynamics · Physics 2015-04-16 Jie Sun , Erik M. Bollt

Granger causality is a commonly used method for uncovering information flow and dependencies in a time series. Here we introduce JGC (Jacobian Granger Causality), a neural network-based approach to Granger causality using the Jacobian as a…

Machine Learning · Computer Science 2022-05-20 Suryadi , Yew-Soon Ong , Lock Yue Chew

We propose a new perspective on Turbulence using Information Theory. We compute the entropy rate of a turbulent velocity signal and we particularly focus on its dependence on the scale. We first report how the entropy rate is able to…

Statistical Mechanics · Physics 2016-11-03 Carlos Granero-Belinchon , Stephane G. Roux , Nicolas B. Garnier

The concept of Granger causality is increasingly being applied for the characterization of directional interactions in different applications. A multivariate framework for estimating Granger causality is essential in order to account for…

Methodology · Statistics 2020-11-04 Angeliki Papana , Elsa Siggiridou , Dimitris Kugiumtzis

In this paper, electroencephalography (EEG) measurements are used to infer change in cortical functional connectivity in response to change in audio stimulus. Experiments are conducted wherein the EEG activity of human subjects is recorded…

Signal Processing · Electrical Eng. & Systems 2018-02-20 Ketan Mehta , Joerg Kliewer

Multi-electrode neurophysiological recordings produce massive quantities of data. Multivariate time series analysis provides the basic framework for analyzing the patterns of neural interactions in these data. It has long been recognized…

Quantitative Methods · Quantitative Biology 2007-05-23 Mingzhou Ding , Yonghong Chen , Steven L. Bressler

Quantifying the directionality of information flow is instrumental in understanding, and possibly controlling, the operation of many complex systems, such as transportation, social, neural, or gene-regulatory networks. The standard Transfer…

Information Theory · Computer Science 2020-01-09 Jingjing Zhang , Osvaldo Simeone , Zoran Cvetkovic , Eugenio Abela , Mark Richardson

Concepts of Granger causality (GC) and Granger autonomy (GA) are central to assess the dynamics of coupled physiologic processes. While causality measures have been already proposed and applied in time and frequency domains, measures…

Signal Processing · Electrical Eng. & Systems 2023-07-20 Laura Sparacino , Yuri Antonacci , Chiara Barà , Angela Valenti , Alberto Porta , Luca Faes

We introduce and formalize the concept of information flux in a many-body register as the influence that the dynamics of a specific element receive from any other element of the register. By quantifying the information flux in a protocol,…

Quantum Physics · Physics 2007-10-23 C. Di Franco , M. Paternostro , G. M. Palma , M. S. Kim

Information flow or information transfer is an important concept in dynamical systems which has applications in a wide variety of scientific disciplines. In this study, we show that a rigorous formalism can be established in the context of…

Chaotic Dynamics · Physics 2007-10-05 X. San Liang

This article proposes a systematic methodological review and objective criticism of existing methods enabling the derivation of time-varying Granger-causality statistics in neuroscience. The increasing interest and the huge number of…

Applications · Statistics 2017-04-12 Sezen Cekic , Didier Grandjean , Olivier Renaud