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The Granger framework is useful for discovering causal relations in time-varying signals. However, most Granger causality (GC) methods are developed for densely sampled timeseries data. A substantially different setting, particularly common…

Machine Learning · Computer Science 2024-12-19 Minh Nguyen , Gia H. Ngo , Mert R. Sabuncu

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

All the existing source-seeking algorithms for unicycle models in GPS-denied settings guarantee at best an exponential rate of convergence over an infinite interval. Using the recently introduced time-varying feedback tools for…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Velimir Todorovski , Miroslav Krstic

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

Counterfactual explanations suggest what should be different in the input instance to change the outcome of an AI system. When dealing with counterfactual explanations in the field of Predictive Process Monitoring, however, control flow…

Artificial Intelligence · Computer Science 2025-08-26 Andrei Buliga , Chiara Di Francescomarino , Chiara Ghidini , Ivan Donadello , Fabrizio Maria Maggi

We estimate the time reversal violations for neutrino oscillations in matter for typical experimental energies and baselines. We examine the present status of experiments on neutrino oscillations, propose experiments for TRV, and discuss…

High Energy Physics - Phenomenology · Physics 2015-05-27 Ernest M. Henley , Mikkel B. Johnson , Leonard S. Kisslinger

Given two time series, can one tell, in a rigorous and quantitative way, the cause and effect between them? Based on a recently rigorized physical notion namely information flow, we arrive at a concise formula and give this challenging…

Methodology · Statistics 2014-03-27 X. San Liang

It is a challenging research endeavor to infer causal relationships in multivariate observational time-series. Such data may be represented by graphs, where nodes represent time-series, and edges directed causal influence scores between…

Information Theory · Computer Science 2022-05-09 Axel Wismüller , Ali Vosoughi , Adora DSouza , Anas Abidin

We generalize a previously proposed approach for nonlinear Granger causality of time series, based on radial basis function. The proposed model is not constrained to be additive in variables from the two time series and can approximate any…

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

Inferring a cause from its effect using observed time series data is a major challenge in natural and social sciences. Assuming the effect is generated by the cause trough a linear system, we propose a new approach based on the hypothesis…

Artificial Intelligence · Computer Science 2015-03-05 Naji Shajarisales , Dominik Janzing , Bernhard Shoelkopf , Michel Besserve

In this paper, we revisit one-channel time reversal (TR) experiments through multiple scattering media in the framework of the self-consistent multiple scattering theory. The hyper resolution and the self-averaging property are retrieved.…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Julien P De Rosny , Arnaud Tourin , Arnaud Derode , Bart Van Tiggelen , Mathias Fink

In this letter we discuss use of Granger causality to the analyze systems of coupled circular variables, by modifying a recently proposed method for multivariate analysis of causality. We show the application of the proposed approach on…

Disordered Systems and Neural Networks · Physics 2015-05-13 Leonardo Angelini , Mario Pellicoro , Sebastiano Stramaglia

We study Granger causality in the context of wide-sense stationary time series, where our focus is on the topological aspects of the underlying causality graph. We establish sufficient conditions (in particular, we develop the notion of a…

Statistics Theory · Mathematics 2019-11-19 R. J. Kinnear , R. R. Mazumdar

In this paper we test for Granger causality in high-dimensional vector autoregressive models (VARs) to disentangle and interpret the complex causal chains linking radiative forcings and global temperatures. By allowing for high…

Econometrics · Economics 2024-06-04 Marina Friedrich , Luca Margaritella , Stephan Smeekes

A turbulent flow is maintained by an external supply of kinetic energy, which is eventually dissipated into heat at steep velocity gradients. The scale at which energy is supplied greatly differs from the scale at which energy is…

Fluid Dynamics · Physics 2015-06-30 Haitao Xu , Alain Pumir , Eberhard Bodenschatz

We study the problem of coincidence detection in time series data, where we aim to determine whether the appearance of simultaneous or near-simultaneous events in two time series is indicative of some shared underlying signal or…

Statistics Theory · Mathematics 2026-01-21 Ruiting Liang , Samuel Dyson , Rina Foygel Barber , Daniel E. Holz

We introduce an information-theoretic method for quantifying causality in chaotic systems. The approach, referred to as IT-causality, quantifies causality by measuring the information gained about future events conditioned on the knowledge…

Fluid Dynamics · Physics 2023-11-01 Adrián Lozano-Durán , Gonzalo Arranz , Yuenong Ling

This paper indicates causality as the tool that unifies the analysis of both activations and connectivity of brain areas, obtained with fMRI data. Causality analysis is commonly applied to study connectivity, so this work focuses on…

Methodology · Statistics 2011-02-25 Nevio Dubbini

Granger Causality (GC) offers an elegant statistical framework to study the association between multivariate time series data. Vector autoregressive models (VAR) are simple and easy to fit, but have limited application because of their…

Machine Learning · Computer Science 2025-12-09 Malik Shahid Sultan , Hernando Ombao , Maurizio Filippone

In a four terminal sample microscopic time-reversibility leads to symmetry relations between resistance measurements where the role of current and voltage leads are exchanged. These reciprocity relations are a manifestation of general…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 A. D. Chepelianskii , H. Bouchiat