Related papers: State Space Methods for Granger-Geweke Causality M…
The problem of estimating high-dimensional network models arises naturally in the analysis of many physical, biological and socio-economic systems. Examples include stock price fluctuations in financial markets and gene regulatory networks…
Gaussian Processes (GPs) provide powerful probabilistic frameworks for interpolation, forecasting, and smoothing, but have been hampered by computational scaling issues. Here we investigate data sampled on one dimension (e.g., a scalar or…
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.…
Granger Causality (GC) is widely used in neuroimaging to estimate directed statistical dependence among brain regions using time series of brain activity. An important issue is that functional MRI (fMRI) measures brain activity indirectly…
A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used…
Sampling the phase space of molecular systems -- and, more generally, of complex systems effectively modeled by stochastic differential equations -- is a crucial modeling step in many fields, from protein folding to materials discovery.…
Dynamic structural equation models (DSEMs) combine time-series modeling of within-person processes with hierarchical modeling of between-person differences and differences between timepoints, and have become very popular for the analysis of…
General Effect Modelling (GEM) is an umbrella over different methods that utilise effects in the analyses of data with multiple design variables and multivariate responses. To demonstrate the methodology, we here use GEM in gene expression…
Neural electromagnetic (EM) signals recorded non-invasively from individual human subjects vary in complexity and magnitude. Nonetheless, variation in neural activity has been difficult to quantify and interpret, due to complex, broad-band…
Granger causality is widely used for causal structure discovery in complex systems from multivariate time series data. Traditional Granger causality tests based on linear models often fail to detect even mild non-linear causal…
Although understanding and characterizing causal effects have become essential in observational studies, it is challenging when the confounders are high-dimensional. In this article, we develop a general framework $\textit{CausalEGM}$ for…
This paper concerns the identification of continuous-time systems in state-space form that are subject to Lebesgue sampling. Contrary to equidistant (Riemann) sampling, Lebesgue sampling consists of taking measurements of a continuous-time…
Granger causality has become an indispensable tool for analyzing causal relationships between time series. In this paper, we provide a detailed overview of its mathematical foundations, trace its historical development, and explore how…
We propose a semi-partitioned Generalized Method of Moments (GMM) framework for analyzing longitudinal data with time-dependent covariates, within a marginal modeling paradigm. This approach addresses limitations of both aggregated and…
Recent studies have proposed that one can summarize brain activity into dynamics among a relatively small number of hidden states and that such an approach is a promising tool for revealing brain function. Hidden Markov models (HMMs) are a…
Understanding the dynamics of functional brain connectivity patterns using noninvasive neuroimaging techniques is an important focus in human neuroscience. Vector autoregressive (VAR) processes and Granger causality analysis (GCA) have been…
Objectives: We develop a framework for the analysis of synergy and redundancy in the pattern of information flow between subsystems of a complex network. Methods: The presence of redundancy and/or synergy in multivariate time series data…
Computational electromagnetics (CEM) is employed to numerically solve Maxwell's equations, and it has very important and practical applications across a broad range of disciplines, including biomedical engineering, nanophotonics, wireless…
That physiological oscillations of various frequencies are present in fMRI signals is the rule, not the exception. Herein, we propose a novel theoretical framework, spatio-temporal Granger causality, which allows us to more reliably and…
We propose a new framework for assessing Granger causality in quantiles in unstable environments, for a fixed quantile or over a continuum of quantile levels. Our proposed test statistics are consistent against fixed alternatives, they have…