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For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Methodology · Statistics 2024-07-15 Brian Knaeble , Mehdi Hakim-Hashemi , Mark A. Abramson

One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

Identification of causal structures and quantification of direct information flows in complex systems is a challenging yet important task, with practical applications in many fields. Data generated by dynamical processes or large-scale…

Data Analysis, Statistics and Probability · Physics 2015-08-06 Carlo Cafaro , Warren M. Lord , Jie Sun , Erik M. Bollt

Transfer entropy provides a general tool for analyzing the magnitudes and directions---but not the \emph{kinds}---of information transfer in a system. We extend transfer entropy in two complementary ways. First, we distinguish…

Data Analysis, Statistics and Probability · Physics 2011-02-09 Paul L. Williams , Randall D. Beer

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…

Data Analysis, Statistics and Probability · Physics 2018-02-20 Aditi Kathpalia , Nithin Nagaraj

Modern systems (e.g., deep neural networks, big data analytics, and compilers) are highly configurable, which means they expose different performance behavior under different configurations. The fundamental challenge is that one cannot…

Artificial Intelligence · Computer Science 2019-02-27 Mohammad Ali Javidian , Pooyan Jamshidi , Marco Valtorta

Transfer entropy (TE) is an attractive model-free method to detect causality and infer structural connectivity of general digital systems. However it relies on high dimensions used in its definition to clearly remove the memory effect and…

Quantitative Methods · Quantitative Biology 2019-05-13 Zhong-Qi Kyle Tian , Douglas Zhou , David Cai

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences,…

Applications · Statistics 2015-06-05 Lionel Barnett , Terry Bossomaier

We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion…

Quantitative Methods · Quantitative Biology 2015-06-04 S. Stramaglia , Guo-Rong Wu , M. Pellicoro , D. Marinazzo

We propose the Fourier-domain transfer entropy spectrum, a novel generalization of transfer entropy, as a model-free metric of causality. For arbitrary systems, this approach systematically quantifies the causality among their different…

Data Analysis, Statistics and Probability · Physics 2021-10-14 Yang Tian , Yaoyuan Wang , Ziyang Zhang , Pei Sun

A central question for causal inference is to decide whether a set of correlations fit a given causal structure. In general, this decision problem is computationally infeasible and hence several approaches have emerged that look for…

Quantum Physics · Physics 2018-07-26 Mirjam Weilenmann , Roger Colbeck

We study the problem of observational causal inference with continuous treatments in the framework of inverse propensity-score weighting. To obtain stable weights, we design a new algorithm based on entropy balancing that learns weights to…

Machine Learning · Computer Science 2022-07-12 Mohammad Taha Bahadori , Eric Tchetgen Tchetgen , David E. Heckerman

In classical information theory, a causal relationship between two variables is typically modelled by assuming that, for every possible state of one of the variables, there exists a particular distribution of states of the second variable.…

Information Theory · Computer Science 2023-02-28 Joel R. Peck , David Waxman

A notion of entropy is introduced for causal fermion systems. This entropy is a measure of the state of disorder of a causal fermion system at a given time compared to the vacuum. The definition is given both in the finite and…

Mathematical Physics · Physics 2021-10-07 Felix Finster

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…

Machine Learning · Statistics 2025-04-30 Jakub Kořenek , Pavel Sanda , Jaroslav Hlinka

Entropy measures in their various incarnations play an important role in the study of stochastic time series providing important insights into both the correlative and the causative structure of the stochastic relationships between the…

Statistical Finance · Quantitative Finance 2018-11-22 Michael S. Harre

Causality plays a central role in understanding interactions between variables in complex systems. These systems often exhibit state-dependent causal relationships, where both the strength and direction of causality vary with the value of…

Data Analysis, Statistics and Probability · Physics 2025-08-05 Álvaro Martínez-Sánchez , Adrián Lozano-Durán

Transfer Entropy and Directed Information are information-theoretic measures of the directional dependency between stochastic processes. Following the definitions of Schreiber and Massey in discrete time, we define and evaluate these…

Probability · Mathematics 2016-04-08 Nigel J. Newton

Recent developments enable the quantification of causal control given a structural causal model (SCM). This has been accomplished by introducing quantities which encode changes in the entropy of one variable when intervening on another.…

Machine Learning · Computer Science 2024-02-20 Francisco N. F. Q. Simoes , Mehdi Dastani , Thijs van Ommen

Causal and attribution studies are essential for earth scientific discoveries and critical for informing climate, ecology, and water policies. However, the current generation of methods needs to keep pace with the complexity of scientific…

Applications · Statistics 2022-09-27 Elizabeth Eldhose , Tejasvi Chauhan , Vikram Chandel , Subimal Ghosh , Auroop R. Ganguly