English
Related papers

Related papers: Kernel Granger causality and the analysis of dynam…

200 papers

Our motivation stems from current medical research aiming at personalized treatment using a molecular-based approach. The broad goal is to develop a more precise and targeted decision making process, relative to traditional treatments based…

Methodology · Statistics 2022-01-27 Federico Castelletti , Guido Consonni

We develop a multi-kernel based regression method for graph signal processing where the target signal is assumed to be smooth over a graph. In multi-kernel regression, an effective kernel function is expressed as a linear combination of…

Machine Learning · Statistics 2018-03-14 Arun Venkitaraman , Saikat Chatterjee , Peter Händel

There is a recent trend to leverage the power of graph neural networks (GNNs) for brain-network based psychiatric diagnosis, which,in turn, also motivates an urgent need for psychiatrists to fully understand the decision behavior of the…

Machine Learning · Statistics 2024-01-30 Kaizhong Zheng , Shujian Yu , Badong Chen

Explaining underlying causes or effects about events is a challenging but valuable task. We define a novel problem of generating explanations of a time series event by (1) searching cause and effect relationships of the time series with…

Computation and Language · Computer Science 2018-04-26 Dongyeop Kang , Varun Gangal , Ang Lu , Zheng Chen , Eduard Hovy

Causal inference in brain networks has traditionally relied on regression-based models such as Granger causality, structural equation modeling, and dynamic causal modeling. While effective for identifying directed associations, these…

Neurons and Cognition · Quantitative Biology 2026-04-01 Moo K. Chung , Luigi Maccotta , Aaron Struck

We design a new nonparametric method that allows one to estimate the matrix of integrated kernels of a multivariate Hawkes process. This matrix not only encodes the mutual influences of each nodes of the process, but also disentangles the…

Machine Learning · Statistics 2017-05-31 Massil Achab , Emmanuel Bacry , Stéphane Gaïffas , Iacopo Mastromatteo , Jean-Francois Muzy

Physicists are starting to work in areas where noisy signal analysis is required. In these fields, such as Economics, Neuroscience, and Physics, the notion of causality should be interpreted as a statistical measure. We introduce to the lay…

Classical causal models, such as Granger causality and structural equation modeling, are largely restricted to acyclic interactions and struggle to represent cyclic and higher-order dynamics in complex networks. We introduce a causal…

Neurons and Cognition · Quantitative Biology 2026-04-21 Moo K. Chung , D. Vijay Anand , Anass B El-Yaagoubi , Jae-Hun Jung , Anqi Qiu , Hernando Ombao

We consider the problem of estimating the differences between two causal directed acyclic graph (DAG) models with a shared topological order given i.i.d. samples from each model. This is of interest for example in genomics, where changes in…

Methodology · Statistics 2018-11-08 Yuhao Wang , Chandler Squires , Anastasiya Belyaeva , Caroline Uhler

Causal interactions in time series networks can be dynamic and nonlinear, making it difficult to identify them using conventional linear causality estimations. We propose a novel approach, called Threshold Autoregressive Modeling for…

Applications · Statistics 2025-09-19 Sipan Aslan , Hernando Ombao

Gene regulatory networks play a crucial role in controlling an organism's biological processes, which is why there is significant interest in developing computational methods that are able to extract their structure from high-throughput…

Machine Learning · Statistics 2018-09-19 Ioan Gabriel Bucur , Tom van Bussel , Tom Claassen , Tom Heskes

Recent years have seen rapid progress at the intersection between causality and machine learning. Motivated by scientific applications involving high-dimensional data, in particular in biomedicine, we propose a deep neural architecture for…

Machine Learning · Computer Science 2022-12-12 Kai Lagemann , Christian Lagemann , Bernd Taschler , Sach Mukherjee

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

Granger causality analysis (GCA) provides a powerful tool for uncovering the patterns of brain connectivity mechanism using neuroimaging techniques. Conventional GCA applies two different mathematical theories in a two-stage scheme: (1) the…

Methodology · Statistics 2020-04-28 Fei Li , Xuewei Wang , Qiang Lin , Zhenghui Hu

We propose a graphical model for representing networks of stochastic processes, the minimal generative model graph. It is based on reduced factorizations of the joint distribution over time. We show that under appropriate conditions, it is…

Information Theory · Computer Science 2015-03-13 Christopher J. Quinn , Negar Kiyavash , Todd P. Coleman

We develop an LM test for Granger causality in high-dimensional VAR models based on penalized least squares estimations. To obtain a test retaining the appropriate size after the variable selection done by the lasso, we propose a…

Econometrics · Economics 2020-12-07 Alain Hecq , Luca Margaritella , Stephan Smeekes

We consider the problem of causal structure learning in the setting of heterogeneous populations, i.e., populations in which a single causal structure does not adequately represent all population members, as is common in biological and…

Machine Learning · Statistics 2022-02-21 Alex Markham , Richeek Das , Moritz Grosse-Wentrup

We develop a method to decompose causal effects on a social network into an indirect effect mediated by the network, and a direct effect independent of the social network. To handle the complexity of network structures, we assume that…

Methodology · Statistics 2025-03-07 Alex Hayes , Mark M. Fredrickson , Keith Levin

Identifying ``true causality'' is a fundamental challenge in complex systems research. Widely adopted methods, like the Granger causality test, capture statistical dependencies between variables rather than genuine driver-response…

Optimization and Control · Mathematics 2025-05-05 Yingzhu Liu , Shengyuan Huang , Zhongkui Li , Xiaoguang Yang , Wenjun Mei

Causal discovery, beyond the inference of a network as a collection of connected dots, offers a crucial functionality in scientific discovery using artificial intelligence. The questions that arise in multiple domains, such as physics,…

Machine Learning · Computer Science 2021-06-03 M. Ali Vosoughi , Axel Wismuller