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Graph based entropy, an index of the diversity of events in their distribution to parts of a co-occurrence graph, is proposed for detecting signs of structural changes in the data that are informative in explaining latent dynamics of…

Social and Information Networks · Computer Science 2019-05-03 Yukio Ohsawa

Many multivariate time series anomaly detection frameworks have been proposed and widely applied. However, most of these frameworks do not consider intrinsic relationships between variables in multivariate time series data, thus ignoring…

Machine Learning · Computer Science 2025-08-11 Falih Gozi Febrinanto , Kristen Moore , Chandra Thapa , Mujie Liu , Vidya Saikrishna , Jiangang Ma , Feng Xia

Neural processes in the brain operate at a range of temporal scales. Granger causality, the most widely-used neuroscientific tool for inference of directed functional connectivity from neurophsyiological data, is traditionally deployed in…

Applications · Statistics 2019-07-17 Lionel Barnett , Anil K. Seth

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…

Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…

Data Analysis, Statistics and Probability · Physics 2024-03-20 Dionissios T. Hristopulos

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…

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…

Data Analysis, Statistics and Probability · Physics 2023-03-24 Z. Keskin , T. Aste

Characterising cause-effect relationships in complex systems is fundamental to understanding their underlying mechanisms. Granger causality (GC) remains a widely used computational tool for identifying causal relationships in time series…

Machine Learning · Statistics 2026-05-26 S. A. Adedayo

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…

We develop a theoretical framework for defining and identifying flows of information in computational systems. Here, a computational system is assumed to be a directed graph, with "clocked" nodes that send transmissions to each other along…

Information Theory · Computer Science 2023-07-21 Praveen Venkatesh , Sanghamitra Dutta , Pulkit Grover

Causality analysis is an important problem lying at the heart of science, and is of particular importance in data science and machine learning. An endeavor during the past 16 years viewing causality as real physical notion so as to…

Artificial Intelligence · Computer Science 2021-04-26 X. San Liang

Coordinated responses to environmental stimuli are critical for multicellular organisms. To overcome the obstacles of cell-to-cell heterogeneity and noisy signaling dynamics within individual cells, cells must effectively exchange…

Biological Physics · Physics 2022-10-12 Guanyu Li , Ryan LeFebre , Alia Starman , Patrick Chappell , Andrew Mugler , Bo Sun

Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of…

Machine Learning · Computer Science 2020-11-23 Chainarong Amornbunchornvej , Elena Zheleva , Tanya Y. Berger-Wolf

Most neural models of causality assume static causal graphs, failing to capture the dynamic and sparse nature of physical interactions where causal relationships emerge and dissolve over time. We introduce the Causal Process Framework and…

Machine Learning · Computer Science 2026-04-07 Turan Orujlu , Christian Gumbsch , Martin V. Butz , Charley M Wu

Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…

Machine Learning · Computer Science 2021-12-16 Ziheng Duan , Haoyan Xu , Yida Huang , Jie Feng , Yueyang Wang

Causal structure learning with data from multiple contexts carries both opportunities and challenges. Opportunities arise from considering shared and context-specific causal graphs enabling to generalize and transfer causal knowledge across…

Machine Learning · Computer Science 2024-10-29 Martin Rabel , Wiebke Günther , Jakob Runge , Andreas Gerhardus

In this work, we study the propagation of influence and computation in dynamic distributed systems. We focus on broadcasting models under a worst-case dynamicity assumption which have received much attention recently. We drop for the first…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-20 Othon Michail , Ioannis Chatzigiannakis , Paul G. Spirakis

Directed acyclic graphs (DAGs) with hidden variables are often used to characterize causal relations between variables in a system. When some variables are unobserved, DAGs imply a notoriously complicated set of constraints on the…

Machine Learning · Statistics 2023-02-23 Noam Finkelstein , Beata Zjawin , Elie Wolfe , Ilya Shpitser , Robert W. Spekkens

Imitation learning, which learns agent policy by mimicking expert demonstration, has shown promising results in many applications such as medical treatment regimes and self-driving vehicles. However, it remains a difficult task to interpret…

Machine Learning · Computer Science 2024-01-31 Tianxiang Zhao , Wenchao Yu , Suhang Wang , Lu Wang , Xiang Zhang , Yuncong Chen , Yanchi Liu , Wei Cheng , Haifeng Chen

Scientists often use directed acyclic graphs (days) to model the qualitative structure of causal theories, allowing the parameters to be estimated from observational data. Two causal models are equivalent if there is no experiment which…

Artificial Intelligence · Computer Science 2013-04-05 Tom S. Verma , Judea Pearl
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