Related papers: Granger causality and the inverse Ising problem
The description of the dynamics of complex systems, in particular the capture of the interaction structure and causal relationships between elements of the system, is one of the central questions of interdisciplinary research. While the…
This paper considers joint learning of multiple sparse Granger graphical models to discover underlying common and differential Granger causality (GC) structures across multiple time series. This can be applied to drawing group-level brain…
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…
We consider the surface critical behaviour of diagonally layered Ising models on the square lattice where the inter-layer couplings follow some aperiodic sequence. The surface magnetisation is analytically evaluated from a simple formula…
Estimating causal relations is vital in understanding the complex interactions in multivariate time series. Non-linear coupling of variables is one of the major challenges inaccurate estimation of cause-effect relations. In this paper, we…
Granger causality (GC), a popular statistical method for the inference of directional influences between time series measured from a complex network, is sensitive to high-order (non-pairwise) interactions which fundamentally shape the…
Collective tunneling is a ubiquitous phenomenon in finite-size spin clusters that shows up in systems as diverse as molecular magnets or spin clusters adsorbed at surfaces. The problem we explore is to understand how small flipping terms…
We study analytically the performance of a recently proposed algorithm for learning the couplings of a random asymmetric kinetic Ising model from finite length trajectories of the spin dynamics. Our analysis shows the importance of the…
The inverse Ising model is used in computational neuroscience to infer probability distributions of the synchronous activity of large neuronal populations. This method allows for finding the Boltzmann distribution with single neuron biases…
Ising models with pairwise interactions are the least structured, or maximum-entropy, probability distributions that exactly reproduce measured pairwise correlations between spins. Here we use this equivalence to construct Ising models that…
Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…
We use the cavity method to study parallel dynamics of disordered Ising models on a graph. In particular, we derive a set of recursive equations in single site probabilities of paths propagating along the edges of the graph. These equations…
We investigate how efficiently a known underlying sparse causality structure of a simulated multivariate linear process can be retrieved from the analysis of time-series of short lengths. Causality is quantified from conditional transfer…
In this paper we define a variant of the Ising model in which spins are replaced with permutations. The energy between two spins is a function of the relative disorder of one spin, a permutation, to the other. This model is motivated by a…
We develop efficient ways to consider and correct for the effects of hidden units for the paradigmatic case of the inverse kinetic Ising model with fully asymmetric couplings. We identify two sources of error in reconstructing the…
There have been two separate lines of work on estimating Ising models: (1) estimating them from multiple independent samples under minimal assumptions about the model's interaction matrix; and (2) estimating them from one sample in…
Information transfer between time series is calculated by using the asymmetric information-theoretic measure known as transfer entropy. Geweke's autoregressive formulation of Granger causality is used to find linear transfer entropy, and…
We implement the Ising model on a structural connectivity matrix describing the brain at a coarse scale. Tuning the model temperature to its critical value, i.e. at the susceptibility peak, we find a maximal amount of total information…
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…
Learning Granger causality from event sequences is a challenging but essential task across various applications. Most existing methods rely on the assumption that event sequences are independent and identically distributed (i.i.d.).…