Related papers: Granger causality for circular variables
We introduce an information-theoretic method for quantifying causality in chaotic systems. The approach, referred to as IT-causality, quantifies causality by measuring the information gained about future events conditioned on the knowledge…
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…
Causal inference is perhaps one of the most fundamental concepts in science, beginning originally from the works of some of the ancient philosophers, through today, but also weaved strongly in current work from statisticians, machine…
Traditionally, statistical and causal inference on human subjects rely on the assumption that individuals are independently affected by treatments or exposures. However, recently there has been increasing interest in settings, such as…
Causal Models are increasingly suggested as a means to reason about the behavior of cyber-physical systems in socio-technical contexts. They allow us to analyze courses of events and reason about possible alternatives. Until now, however,…
The aim of this paper is to discuss a recent result which shows that probabilistic inference in the presence of (unknown) causal mechanisms can be tractable for models that have traditionally been viewed as intractable. This result was…
We show that it is possible to understand and identify a decision maker's subjective causal judgements by observing her preferences over interventions. Following Pearl [2000], we represent causality using causal models (also called…
Beneficial to advanced computing devices, models with massive parameters are increasingly employed to extract more information to enhance the precision in describing and predicting the patterns of objective systems. This phenomenon is…
Trivariate Granger causality analysis seeks to distinguish between "true" causality and "spurious" causality results from the topology of the system. However, this analysis is sensitive both to the choice of test criteria and the presence…
The correlations that can be observed between a set of variables depend on the causal structure underpinning them. Causal structures can be modeled using directed acyclic graphs, where nodes represent variables and edges denote functional…
Causal inference in a nonlinear system of multivariate timeseries is instrumental in disentangling the intricate web of relationships among variables, enabling us to make more accurate predictions and gain deeper insights into real-world…
This reply is in response to commentaries by Barnett, Barrett, and Seth (arXiv:1708.08001) and Faes, Stramaglia, and Marinazzo (arXiv:1708.06990) on our paper entitled "A study of problems encountered in Granger causality analysis from a…
Four different Granger causality-based methods - one linear and three nonlinear (Granger Causality, Kernel Granger Causality, large-scale Nonlinear Granger Causality, and Neural Network Granger Causality) were used for assessment and…
We study the problem of automatically discovering Granger causal relations from observational multivariate time-series data.Vector autoregressive (VAR) models have been time-tested for this problem, including Bayesian variants and more…
This paper proposes a novel method (GLS Granger test) to determine causal relationships between time series based on the estimation of the autocovariance matrix and generalized least squares. We show the effectiveness of proposed…
Machine learning has revitalized causal inference by combining flexible models and principled estimators, yet robust benchmarking and evaluation remain challenging with real-world data. In this work, we introduce frengression, a deep…
Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…
Causal processes in biomedicine may contain cycles, evolve over time or differ between populations. However, many graphical models cannot accommodate these conditions. We propose to model causation using a mixture of directed cyclic graphs…
A model-free measure of Granger causality in expectiles is proposed, generalizing the traditional mean-based measure to arbitrary positions of the conditional distribution. Expectiles are the only law-invariant risk measures that are both…
We introduce a generalization of the Kuramoto model by explicit consideration of time-dependent parameters. The oscillators' natural frequencies and/or couplings are supposed to be influenced by external, time-dependant fields, with…