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Related papers: Causality between time series

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We discuss the usual account of causal structure that relies on the temporal precedence constraint between cause-effect pairs. In particular, we consider the subtle interplay between local and global characters of time and causality encoded…

Astrophysics · Physics 2007-05-23 Eric Bois , Eric Trelut

In spite of the (correct) common-wisdom statement correlation does not imply causation, a proper employ of time correlations and of fluctuation-response theory allows to understand the causal relations between the variables of a…

Statistical Mechanics · Physics 2021-01-04 Marco Baldovin , Fabio Cecconi , Angelo Vulpiani

Causality has traditionally been a scientific way to generate knowledge by relating causes to effects. From an imaginery point of view, causal graphs are a helpful tool for representing and infering new causal information. In previous…

Artificial Intelligence · Computer Science 2020-02-07 Eduardo C. Garrido-Merchán , C. Puente , A. Sobrino , J. A. Olivas

The concept of causality has a controversial history. The question of whether it is possible to represent and address causal problems with probability theory, or if fundamentally new mathematics such as the do-calculus is required has been…

Machine Learning · Statistics 2019-10-22 Finnian Lattimore , David Rohde

Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…

Machine Learning · Computer Science 2025-07-15 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

Causality visualization can help people understand temporal chains of events, such as messages sent in a distributed system, cause and effect in a historical conflict, or the interplay between political actors over time. However, as the…

Computation and Language · Computer Science 2020-09-08 Arjun Choudhry , Mandar Sharma , Pramod Chundury , Thomas Kapler , Derek W. S. Gray , Naren Ramakrishnan , Niklas Elmqvist

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…

Computation and Language · Computer Science 2018-04-26 Dongyeop Kang , Varun Gangal , Ang Lu , Zheng Chen , Eduard Hovy

The intuition of causation is so fundamental that almost every research study in life sciences refers to this concept. However a widely accepted formal definition of causal influence between observables is still missing. In the framework of…

Other Statistics · Statistics 2017-04-26 Andrea Auconi , Andrea Giansanti , Edda Klipp

The moments of random variables are fundamental statistical measures for characterizing the shape of a probability distribution, encompassing metrics such as mean, variance, skewness, and kurtosis. Additionally, the product moments,…

Methodology · Statistics 2025-05-09 Yuta Kawakami , Jin Tian

This paper discusses different needs and approaches to establishing ``causation'' that are relevant in legal cases involving statistical input based on epidemiological (or more generally observational or population-based) information. We…

Methodology · Statistics 2009-09-29 K. Mengersen , S. A. Moynihan , R. L. Tweedie

We consider two type of systems, a linear singular discrete time system and a linear singular fractional discrete time system whose coefficients are square constant matrices. By assuming that the input vector changes only at equally space…

Dynamical Systems · Mathematics 2015-12-16 Nicholas Apostolopoulos , Fernando Ortega , Grigoris Kalogeropoulos

The expression of causality depends on an underlying choice of chronology. Since a chronology is provided by any Lorentzian metric in relativistic theories, there are as many expressions of causality as there are non-conformally related…

High Energy Physics - Theory · Physics 2007-05-23 Jean-Philippe Bruneton

This paper introduces a causation coefficient which is defined in terms of probabilistic causal models. This coefficient is suggested as the natural causal analogue of the Pearson correlation coefficient and permits comparing causation and…

Methodology · Statistics 2017-08-18 Joshua Brulé

Discovery of causal relations is fundamental for understanding the dynamics of complex systems. While causal interactions are well defined for acyclic systems that can be separated into causally effective subsystems, a mathematical…

Data Analysis, Statistics and Probability · Physics 2017-10-11 Daniel Harnack , Erik Laminski , Klaus Richard Pawelzik

We test recent claims that causal (driver/response) relationships can be deduced from interdependencies between simultaneously measured time series. We apply two recently proposed interdependence measures which should give similar results…

chao-dyn · Physics 2009-10-31 R. Quian Quiroga , J. Arnhold , P. Grassberger

The presence of latent variables can greatly complicate inferences about causal relations between measured variables from statistical data. In many cases, the presence of latent variables makes it impossible to determine for two measured…

Artificial Intelligence · Computer Science 2013-03-26 Peter L. Spirtes

Being able to provide explanations for a model's decision has become a central requirement for the development, deployment, and adoption of machine learning models. However, we are yet to understand what explanation methods can and cannot…

Machine Learning · Computer Science 2023-05-16 Amir-Hossein Karimi , Krikamol Muandet , Simon Kornblith , Bernhard Schölkopf , Been Kim

We reformulate the information causality in a more general framework by adopting the results of signal propagation and computation in a noisy circuit. In our framework, the information causality leads to a broad class of Tsirelson…

Quantum Physics · Physics 2013-05-29 Li-Yi Hsu , I-Ching Yu , Feng-Li Lin

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

Much of scientific data is collected as randomized experiments intervening on some and observing other variables of interest. Quite often, a given phenomenon is investigated in several studies, and different sets of variables are involved…

Methodology · Statistics 2012-10-19 Antti Hyttinen , Frederick Eberhardt , Patrik O. Hoyer
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