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Causal reasoning has gained great attention over the last half century as it allows (or at least intends) to answer questions which go above those within the capabilities of classical inferential statistics using just observational data. So…

Statistics Theory · Mathematics 2025-01-23 Ignacio González-Pérez

The problem of estimating the directed information rate between two discrete processes $\{X_n\}$ and $\{Y_n\}$ via the plug-in (or maximum-likelihood) estimator is considered. When the joint process $\{(X_n,Y_n)\}$ is a Markov chain of a…

Information Theory · Computer Science 2016-04-01 Ioannis Kontoyiannis , Maria Skoularidou

Computing Granger causal relations among bivariate experimentally observed time series has received increasing attention over the past few years. Such causal relations, if correctly estimated, can yield significant insights into the…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Hariharan Nalatore , Govindan Rangarajan , Mingzhou Ding

Granger-Geweke causality (GGC) is a powerful and popular method for identifying directed functional (`causal') connectivity in neuroscience. In a recent paper, Stokes and Purdon [1] raise several concerns about its use. They make two…

Methodology · Statistics 2018-02-07 Lionel Barnett , Adam B. Barrett , Anil K. Seth

Information theory is an outstanding framework to measure uncertainty, dependence and relevance in data and systems. It has several desirable properties for real world applications: it naturally deals with multivariate data, it can handle…

Machine Learning · Statistics 2024-10-30 Valero Laparra , J. Emmanuel Johnson , Gustau Camps-Valls , Raul Santos-Rodríguez , Jesus Malo

Wiener-Granger causality is a widely used framework of causal analysis for temporally resolved events. We introduce a new measure of Wiener-Granger causality based on kernelization of partial canonical correlation analysis with specific…

Machine Learning · Statistics 2015-10-21 Mehrdad Jafari-Mamaghani

There is a recent trend to leverage the power of graph neural networks (GNNs) for brain-network based psychiatric diagnosis, which,in turn, also motivates an urgent need for psychiatrists to fully understand the decision behavior of the…

Machine Learning · Statistics 2024-01-30 Kaizhong Zheng , Shujian Yu , Badong Chen

Since interactions in neural systems occur across multiple temporal scales, it is likely that information flow will exhibit a multiscale structure, thus requiring a multiscale generalization of classical temporal precedence causality…

Quantitative Methods · Quantitative Biology 2017-07-13 Sebastiano Stramaglia , Iege Bassez , Luca Faes , Daniele Marinazzo

Causality is crucial to understanding the mechanisms behind complex systems and making decisions that lead to intended outcomes. Event sequence data is widely collected from many real-world processes, such as electronic health records, web…

Artificial Intelligence · Computer Science 2020-11-20 Zhuochen Jin , Shunan Guo , Nan Chen , Daniel Weiskopf , David Gotz , Nan Cao

To gain insight into complex systems it is a key challenge to infer nonlinear causal directional relations from observational time-series data. Specifically, estimating causal relationships between interacting components in large systems…

Machine Learning · Computer Science 2021-11-04 Axel Wismüller , Adora M. DSouza , Anas Z. Abidin

Sharing spectrum with a communicating incumbent user (IU) network requires avoiding interference to IU receivers. But since receivers are passive when in the receive mode and cannot be detected, the network topology can be used to predict…

Networking and Internet Architecture · Computer Science 2018-03-14 Mihir Laghate , Danijela Cabric

At present, multi-electrode array (MEA) approach and optical recording allow us to acquire plant electrical activity with higher spatio-temporal resolution. To understand the dynamic information flow of the electrical signaling system and…

Neurons and Cognition · Quantitative Biology 2017-04-03 Yang Chen , Dong-Jie Zhao , Chao Song , Wei-He Liu , Zi-Yang Wang , Zhong-Yi Wang , Guiliang Tang , Lan Huang

This is a comment to the paper 'A study of problems encountered in Granger causality analysis from a neuroscience perspective'. We agree that interpretation issues of Granger Causality in Neuroscience exist (partially due to the historical…

Methodology · Statistics 2017-08-24 Luca Faes , Sebastiano Stramaglia , Daniele Marinazzo

Information flow (or information transfer as may be called) the widely applicable general physics notion can be rigorously derived from first principles, rather than axiomatically proposed as an ansatz. Its logical association with…

Chaotic Dynamics · Physics 2015-03-31 X. San Liang

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

We propose a method of analysis of dynamical networks based on a recent measure of Granger causality between time series, based on kernel methods. The generalization of kernel Granger causality to the multivariate case, here presented,…

Disordered Systems and Neural Networks · Physics 2009-11-13 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

Granger causality method analyzes the time series causalities without building a complex causality graph. However, the traditional Granger causality method assumes that the causalities lie between time series channels and remain constant,…

Methodology · Statistics 2020-06-16 Zhiheng Zhang , Wenbo Hu , Tian Tian , Jun Zhu

The concepts of information transfer and causal effect have received much recent attention, yet often the two are not appropriately distinguished and certain measures have been suggested to be suitable for both. We discuss two existing…

Adaptation and Self-Organizing Systems · Physics 2012-03-05 Joseph T. Lizier , Mikhail Prokopenko

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

Human nonverbal emotional communication in dyadic dialogs is a process of mutual influence and adaptation. Identifying the direction of influence, or cause-effect relation between participants is a challenging task, due to two main…

Computer Vision and Pattern Recognition · Computer Science 2018-10-30 Lea Müller , Maha Shadaydeh , Martin Thümmel , Thomas Kessler , Dana Schneider , Joachim Denzler
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