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Despite the major advances taken in causal modeling, causality is still an unfamiliar topic for many statisticians. In this paper, it is demonstrated from the beginning to the end how causal effects can be estimated from observational data…

Methodology · Statistics 2014-07-03 Juha Karvanen

I introduce a new approach to semantic information based upon the influence of erasure operations (interventions) upon distributions of a system's future trajectories through its phase space. Semantic (meaningful) information is…

Statistical Mechanics · Physics 2024-07-11 Stuart J Bartlett

This study addresses the problem of learning a summary causal graph on time series with potentially different sampling rates. To do so, we first propose a new causal temporal mutual information measure for time series. We then show how this…

Artificial Intelligence · Computer Science 2023-11-03 Charles K. Assaad , Emilie Devijver , Eric Gaussier

Inference of causal relations from data now has become an important field in artificial intelligence. During the past 16 years, causality analysis (in a quantitative sense) has been developed independently in physics from first principles.…

Systems and Control · Electrical Eng. & Systems 2022-01-03 X. San Liang

Many empirical studies estimate causal effects in environments where economic units interact through spatial or network connections. In such settings, outcomes are jointly determined, and treatment induced shocks propagate across…

General Economics · Economics 2026-01-05 Mariluz Mate

Events in distributed systems include sending or receiving messages, or changing some state in a node. Not all events are related, but some events can cause and influence how other, later events, occur. For instance, a reply to a received…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-17 Carlos Baquero

This study addresses the problem of learning an extended summary causal graph on time series. The algorithms we propose fit within the well-known constraint-based framework for causal discovery and make use of information-theoretic measures…

Artificial Intelligence · Computer Science 2022-05-20 Charles K. Assaad , Emilie Devijver , Eric Gaussier

Liang information flow is a quantity widely used in classical network theory to quantify causation, and has been applied widely, for example, to finance and climate. The most striking aspect here is to freeze/subtract a certain node of the…

Quantum Physics · Physics 2022-07-20 Bin Yi , Sougato Bose

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter…

Statistical Finance · Quantitative Finance 2011-10-26 Rafael S. Calsaverini , Renato Vicente

A primary objective of the NASA Earth-Sun Exploration Technology Office is to understand the observed Earth climate variability, thus enabling the determination and prediction of the climate's response to both natural and human-induced…

Data Analysis, Statistics and Probability · Physics 2013-11-20 Kevin H. Knuth , Anthony Gotera , Charles T. Curry , Karen A. Huyser , Kevin R. Wheeler , William B. Rossow

Information theory is a practical and theoretical framework developed for the study of communication over noisy channels. Its probabilistic basis and capacity to relate statistical structure to function make it ideally suited for studying…

Neurons and Cognition · Quantitative Biology 2015-01-09 Robin A. A. Ince , Simon R. Schultz , Stefano Panzeri

We study nonequilibrium thermodynamics of complex information flows induced by interactions between multiple fluctuating systems. Characterizing nonequilibrium dynamics by causal networks (i.e., Bayesian networks), we obtain novel…

Statistical Mechanics · Physics 2013-11-07 Sosuke Ito , Takahiro Sagawa

Causal influences are at the core of any empirical science, the reason why its quantification is of paramount relevance for the mathematical theory of causality and applications. Quantum correlations, however, challenge our notion of cause…

Quantum Physics · Physics 2023-09-20 Lucas Hutter , Rafael Chaves , Ranieri Nery , George Moreno , Daniel J. Brod

Fluctuations in biochemical networks, e.g., in a living cell, have a complex origin that precludes a description of such systems in terms of bipartite or multipartite processes, as is usually done in the framework of stochastic and/or…

Statistical Mechanics · Physics 2020-01-29 R. Chétrite , M. L. Rosinberg , T. Sagawa , G. Tarjus

Information estimates such as the ``direct method'' of Strong et al. (1998) sidestep the difficult problem of estimating the joint distribution of response and stimulus by instead estimating the difference between the marginal and…

Neurons and Cognition · Quantitative Biology 2008-07-19 Vincent Q. Vu , Bin Yu , Robert E. Kass

Transfer Entropy (TE), the primary method for determining directed information flow within a network system, can exhibit bias - either in deficiency or excess - during both pairwise and conditioned calculations, owing to high-order…

Data Analysis, Statistics and Probability · Physics 2024-02-14 Sebastiano Stramaglia , Luca Faes , Jesus M. Cortes , Daniele Marinazzo

Researchers have proposed formal definitions of quantitative information flow based on information theoretic notions such as the Shannon entropy, the min entropy, the guessing entropy, and channel capacity. This paper investigates the…

Cryptography and Security · Computer Science 2010-04-02 Hirotoshi Yasuoka , Tachio Terauchi

The amount of information generated by a discrete time stochastic processes in a single step can be quantified by the entropy rate. We investigate the differences between two discrete time walk models, the discrete time quantum walk and the…

Quantum Physics · Physics 2014-03-04 Bálint Kollár , Mátyás Koniorczyk

Several methods exist to infer causal networks from massive volumes of observational data. However, almost all existing methods require a considerable length of time series data to capture cause and effect relationships. In contrast,…

Machine Learning · Statistics 2016-12-22 Abbas Shojaee , Isuru Ranasinghe , Alireza Ani

We present a Transfer Causal Learning (TCL) framework when target and source domains share the same covariate/feature spaces, aiming to improve causal effect estimation accuracy in limited data. Limited data is very common in medical…

Machine Learning · Computer Science 2024-01-02 Song Wei , Hanyu Zhang , Ronald Moore , Rishikesan Kamaleswaran , Yao Xie
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