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Related papers: Granger causality and the inverse Ising problem

200 papers

During the past decades, the Ising distribution has attracted interest in many applied disciplines, as the maximum entropy distribution associated to any set of correlated binary (`spin') variables with observed means and covariances.…

Disordered Systems and Neural Networks · Physics 2019-05-13 Adrien Wohrer

Tensor networks are adopted to calculate the responses for one-dimensional quantum spin systems that are initially in thermal equilibrium. The Ising chain in mixed transverse and longitudinal fields is used as the benchmarking system. The…

Statistical Mechanics · Physics 2025-01-06 Jiayin Gu

We introduce a rigorous mathematical framework for Granger causality in extremes, designed to identify causal links from extreme events in time series. Granger causality plays a pivotal role in uncovering directional relationships among…

Machine Learning · Statistics 2024-10-21 Juraj Bodik , Olivier C. Pasche

A rigorous proof is presented of the boundedness of the entanglement entropy of a block of spins for the ground state of the one-dimensional quantum Ising model with sufficiently strong transverse field. This is proved by a refinement of…

Quantum Physics · Physics 2020-01-08 Geoffrey Grimmett , Tobias Osborne , Petra Scudo

We consider the critical and off-critical properties at the boundary of the random transverse-field Ising spin chain when the distribution of the couplings and/or transverse fields, at a distance $l$ from the surface, deviates from its…

Statistical Mechanics · Physics 2016-08-15 Dragi Karevski , Róbert Juhász , Loïc Turban , Ferenc Iglói

Spin correlation functions (up to the 3-site one) of disordered Ising model with the nearest neighbour interaction are calculated and investigated within a two-site cluster approximation for both quenched and annealed cases. The approach…

Condensed Matter · Physics 2007-05-23 R. R. Levitskii , S. I. Sorokov

Understanding causal relationships in time series is fundamental to many domains, including neuroscience, economics, and behavioral science. Granger causality is one of the well-known techniques for inferring causality in time series.…

Artificial Intelligence · Computer Science 2025-08-04 Chakattrai Sookkongwaree , Tattep Lakmuang , Chainarong Amornbunchornvej

Extracting the interaction rules of biological agents from movement sequences pose challenges in various domains. Granger causality is a practical framework for analyzing the interactions from observed time-series data; however, this…

Ising models, and the physical systems described by them, play a central role in generating entangled states for use in quantum metrology and quantum information. In particular, ultracold atomic gases, trapped ion systems, and Rydberg atoms…

A novel approach is developed for discovering directed connectivity between specified pairs of nodes in a high-dimensional network (HDN) of brain signals. To accurately identify causal connectivity for such specified objectives, it is…

Applications · Statistics 2025-05-06 Sipan Aslan , Hernando Ombao

We consider a zero-field Ising model defined on a quasiperiodic graph, the so-called Labyrinth tiling. Exact information about the critical behaviour is obtained from duality arguments and the subclass of models which yield commuting…

Statistical Mechanics · Physics 2007-05-23 Uwe Grimm , Michael Baake , Harald Simon

We propose a new measure to estimate the direction of information flux in multivariate time series from complex systems. This measure, based on the slope of the phase spectrum (Phase Slope Index) has invariance properties that are important…

Multivariate Hawkes processes (MHPs) are versatile probabilistic tools used to model various real-life phenomena: earthquakes, operations on stock markets, neuronal activity, virus propagation and many others. In this paper, we focus on…

Machine Learning · Computer Science 2024-04-12 Katerina Hlavackova-Schindler , Anna Melnykova , Irene Tubikanec

This paper presents an alternative proof of the connection between the partition function of the Ising model on a finite graph $G$ and the set of non-backtracking walks on $G$. The techniques used also give formulas for spin-spin…

Combinatorics · Mathematics 2014-10-14 Tyler Helmuth

We present a systematic small-correlation expansion to solve the inverse Ising problem: find a set of couplings and fields corresponding to a given set of correlations and magnetizations. Couplings are calculated up to the third order in…

Disordered Systems and Neural Networks · Physics 2009-01-07 Vitor Sessak , Rémi Monasson

We study inference and reconstruction of couplings in a partially observed kinetic Ising model. With hidden spins, calculating the likelihood of a sequence of observed spin configurations requires performing a trace over the configurations…

Disordered Systems and Neural Networks · Physics 2021-04-13 Benjamin Dunn , Yasser Roudi

Asymmetric Ising model, in which coupled spins affect each other differently, plays an important role in diverse fields, from physics to biology to artificial intelligence. We show that coupled parametric oscillators provide a…

Mesoscale and Nanoscale Physics · Physics 2024-06-11 C. Han , M. Wang , B. Zhang , M. I. Dykman , H. B. Chan

We analyze the limits inherent to the inverse reconstruction of a pairwise Ising spin glass based on susceptibility propagation. We establish the conditions under which the susceptibility propagation algorithm is able to reconstruct the…

Disordered Systems and Neural Networks · Physics 2015-05-14 Enzo Marinari , Valery Van Kerrebroeck

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…

Quantitative Methods · Quantitative Biology 2022-08-09 Maciej Rosoł , Jakub S. Gąsior , Iwona Walecka , Bożena Werner , Gerard Cybulski , Marcel Młyńczak

We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily complex hypotheses in a computationally…

Statistical Finance · Quantitative Finance 2010-06-14 Samantha Kleinberg , Petter N. Kolm , Bud Mishra