Related papers: Casual Compressive Sensing for Gene Network Infere…
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…
We analyze a neural system which mimics a sensorial cortex, with different input characteristics, in presence of transmission delays. We propose a new measure to characterize collective behavior, based on the nonlinear extension of the…
This paper is motivated by studies in neuroscience experiments to understand interactions between nodes in a brain network using different types of data modalities that capture different distinct facets of brain activity. To assess…
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…
The broad abundance of time series data, which is in sharp contrast to limited knowledge of the underlying network dynamic processes that produce such observations, calls for a rigorous and efficient method of causal network inference. Here…
Causal discovery between collections of time-series data can help diagnose causes of symptoms and hopefully prevent faults before they occur. However, reliable causal discovery can be very challenging, especially when the data acquisition…
While correlation measures are used to discern statistical relationships between observed variables in almost all branches of data-driven scientific inquiry, what we are really interested in is the existence of causal dependence. Designing…
Biomarker discovery from high-throughput transcriptomic data is crucial for advancing precision medicine. However, existing methods often neglect gene-gene regulatory relationships and lack stability across datasets, leading to conflation…
When a dynamical system can be modeled as a sequence of observations, Granger causality is a powerful approach for detecting predictive interactions between its variables. However, traditional Granger causal inference has limited utility in…
Granger causality analysis, as one of the most popular time series causality methods, has been widely used in the economics, neuroscience. However, unobserved confounders is a fundamental problem in the observational studies, which is still…
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…
Causal discovery and inference from observational data is an essential problem in statistics posing both modeling and computational challenges. These are typically addressed by imposing strict assumptions on the joint distribution such as…
A major challenge for causal inference from time-series data is the trade-off between computational feasibility and accuracy. Motivated by process motifs for lagged covariance in an autoregressive model with slow mean-reversion, we propose…
Causality testing, the act of determining cause and effect from measurements, is widely used in physics, climatology, neuroscience, econometrics and other disciplines. As a result, a large number of causality testing methods based on…
With the advancement of deep learning technologies, various neural network-based Granger causality models have been proposed. Although these models have demonstrated notable improvements, several limitations remain. Most existing approaches…
The goal of compressed sensing is to estimate a vector from an underdetermined system of noisy linear measurements, by making use of prior knowledge on the structure of vectors in the relevant domain. For almost all results in this…
Causal discovery in multi-omic datasets is crucial for understanding the bigger picture of gene regulatory mechanisms, but remains challenging due to high dimensionality, differentiation of direct from indirect relationships, and hidden…
Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. Developed originally in the field of econometrics, it has since found application in a broader arena, particularly in neuroscience.…
We study the problem of learning Granger causality between event types from asynchronous, interdependent, multi-type event sequences. Existing work suffers from either limited model flexibility or poor model explainability and thus fails to…
It is often useful in multivariate time series analysis to determine statistical causal relations between different time series. Granger causality is a fundamental measure for this purpose. Yet the traditional pairwise approach to Granger…