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Granger-causality in the frequency domain is an emerging tool to analyze the causal relationship between two time series. We propose a bootstrap test on unconditional and conditional Granger-causality spectra, as well as on their…

Statistical Finance · Quantitative Finance 2021-04-07 Matteo Farné , Angela Montanari

Cross-slice attack attribution in 6G networks faces the fundamental challenge of distinguishing genuine causal relationships from spurious correlations in shared infrastructure environments. We propose a theoretically-grounded…

Cryptography and Security · Computer Science 2025-10-08 Minh K. Quan , Pubudu N. Pathirana

Dependence between nodes in a network is an important concept that pervades many areas including finance, politics, sociology, genomics and the brain sciences. One way to characterize dependence between components of a multivariate time…

Machine Learning · Statistics 2024-08-08 Malik Shahid Sultan , Samuel Horvath , Hernando Ombao

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

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

Causality and causal inference have emerged as core research areas at the interface of modern statistics and domains including biomedical sciences, social sciences, computer science, and beyond. The field's inherently interdisciplinary…

Methodology · Statistics 2025-08-26 Carlos Cinelli , Avi Feller , Guido Imbens , Edward Kennedy , Sara Magliacane , Jose Zubizarreta

This article discusses how the language of causality can shed new light on the major challenges in machine learning for medical imaging: 1) data scarcity, which is the limited availability of high-quality annotations, and 2) data mismatch,…

Image and Video Processing · Electrical Eng. & Systems 2020-07-23 Daniel C. Castro , Ian Walker , Ben Glocker

The replicability crisis has drawn attention to numerous weaknesses in psychology and social science research practice. In this work we focus on three issues that cannot be addressed with replication alone, and which deserve more attention:…

Applications · Statistics 2021-07-16 Matthew J. Vowels

This paper presents Gem, a model-agnostic approach for providing interpretable explanations for any GNNs on various graph learning tasks. Specifically, we formulate the problem of providing explanations for the decisions of GNNs as a causal…

Machine Learning · Computer Science 2021-06-08 Wanyu Lin , Hao Lan , Baochun Li

This paper proposes a new approach for testing Granger non-causality on panel data. Instead of aggregating panel member statistics, we aggregate their corresponding p-values and show that the resulting p-value approximately bounds the type…

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

Granger causality has been used for the investigation of the inter-dependence structure of the underlying systems of multi-variate time series. In particular, the direct causal effects are commonly estimated by the conditional Granger…

Methodology · Statistics 2016-04-20 Elsa Siggiridou , Dimitris Kugiumtzis

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

The possibility of non-causal signal propagation is examined for various theories of dense matter. This investigation requires a discussion of definitions of causality, together with interpretations of spacetime position. Specific examples…

High Energy Physics - Theory · Physics 2008-11-26 B. D. Keister , W. N. Polyzou

Wiener and Granger have introduced an intuitive concept of causality between two variables which is based on the idea that an effect never occurs before its cause. Later, Geweke has generalized this concept to a multivariate Granger…

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

Causal discovery from time-series data has been a central task in machine learning. Recently, Granger causality inference is gaining momentum due to its good explainability and high compatibility with emerging deep neural networks. However,…

Machine Learning · Computer Science 2023-02-16 Yuxiao Cheng , Runzhao Yang , Tingxiong Xiao , Zongren Li , Jinli Suo , Kunlun He , Qionghai Dai

This report reviews the conceptual and theoretical links between Granger causality and directed information theory. We begin with a short historical tour of Granger causality, concentrating on its closeness to information theory. The…

Information Theory · Computer Science 2015-06-12 Pierre-Olivier Amblard , Olivier J. J. Michel

Certain approaches to quantum gravity, such as the one based on the concept of purely virtual particles (fakeons), sacrifice the cause-effect relation at very small scales to reconcile renormalizability with unitarity. Other developments…

General Relativity and Quantum Cosmology · Physics 2026-05-01 Damiano Anselmi

Many applications of computational social science aim to infer causal conclusions from non-experimental data. Such observational data often contains confounders, variables that influence both potential causes and potential effects.…

Computation and Language · Computer Science 2020-05-05 Katherine A. Keith , David Jensen , Brendan O'Connor
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