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Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

Methodology · Statistics 2023-06-01 Antonin Arsac , Aurore Lomet , Jean-Philippe Poli

Identifying causal relationships from observational time series data is a key problem in disciplines such as climate science or neuroscience, where experiments are often not possible. Data-driven causal inference is challenging since…

Methodology · Statistics 2019-12-03 Jakob Runge , Peer Nowack , Marlene Kretschmer , Seth Flaxman , Dino Sejdinovic

Two numerical methods are proposed for detection of coupling between multiple time series generated by deterministic nonlinear systems. The first detects interdependence or the existence of coupling between time series. The second…

Chaotic Dynamics · Physics 2025-05-07 Timothy Sauer , George Sugihara

Compositional data consist of known compositions vectors whose components are positive and defined in the interval (0,1) representing proportions or fractions of a "whole". The sum of these components must be equal to one. Compositional…

Applications · Statistics 2015-07-02 Taciana K. O. Shimizu , Francisco Louzada , Adriano K. Suzuki , Ricardo S. Ehlers

Traditional methods for the analysis of compositional data consider the log-ratios between all different pairs of variables with equal weight, typically in the form of aggregated contributions. This is not meaningful in contexts where it is…

Methodology · Statistics 2022-01-27 Christopher Rieser , Peter Filzmoser

We consider the problem of inferring causal relationships between two or more passively observed variables. While the problem of such causal discovery has been extensively studied especially in the bivariate setting, the majority of current…

Machine Learning · Statistics 2019-04-22 Ricardo Pio Monti , Kun Zhang , Aapo Hyvarinen

Identifying causal relations from purely observational data typically requires additional assumptions on relations and/or noise. Most current methods restrict their analysis to datasets that are assumed to have pure linear or nonlinear…

Machine Learning · Computer Science 2024-10-10 Zhuopeng Xu , Yujie Li , Cheng Liu , Ning Gui

We propose a method for detecting differential gene expression that exploits the correlation between genes. Our proposal averages the univariate scores of each feature with the scores in correlation neighborhoods. In a number of real and…

Statistics Theory · Mathematics 2007-06-13 Robert Tibshirani , Larry Wasserman

The statistical dependencies which independent component analysis (ICA) cannot remove often provide rich information beyond the linear independent components. It would thus be very useful to estimate the dependency structure from data.…

Machine Learning · Statistics 2017-07-28 Hiroaki Sasaki , Michael U. Gutmann , Hayaru Shouno , Aapo Hyvärinen

Unsupervised anomaly detection aims to identify anomalous samples from highly complex and unstructured data, which is pervasive in both fundamental research and industrial applications. However, most existing methods neglect the complex…

Machine Learning · Computer Science 2020-10-20 Haoyi Fan , Fengbin Zhang , Ruidong Wang , Liang Xi , Zuoyong Li

The standard methods for detecting differential gene expression are mostly designed for analyzing a single gene expression experiment. When data from multiple related gene expression studies are available, separately analyzing each study is…

Methodology · Statistics 2013-11-07 Yingying Wei , Hongkai Ji

Sequential change-point detection for time series enables us to sequentially check the hypothesis that the model still holds as more and more data are observed. It is widely used in data monitoring in practice. In this work, we consider…

Methodology · Statistics 2025-09-10 Yajun Liu , Beth Andrews

Gene regulatory networks play a crucial role in controlling an organism's biological processes, which is why there is significant interest in developing computational methods that are able to extract their structure from high-throughput…

Machine Learning · Statistics 2018-09-19 Ioan Gabriel Bucur , Tom van Bussel , Tom Claassen , Tom Heskes

In many scientific tasks we are interested in discovering whether there exist any correlations in our data. This raises many questions, such as how to reliably and interpretably measure correlation between a multivariate set of attributes,…

Machine Learning · Computer Science 2019-09-02 Panagiotis Mandros , Mario Boley , Jilles Vreeken

With our ability to record more neurons simultaneously, making sense of these data is a challenge. Functional connectivity is one popular way to study the relationship between multiple neural signals. Correlation-based methods are a set of…

Neurons and Cognition · Quantitative Biology 2017-06-09 Tiger W. Lin , Anup Das , Giri P. Krishnan , Maxim Bazhenov , Terrence J. Sejnowski

This article presents a novel method for causal discovery with generalized structural equation models suited for analyzing diverse types of outcomes, including discrete, continuous, and mixed data. Causal discovery often faces challenges…

Methodology · Statistics 2023-10-26 Minjie Wang , Xiaotong Shen , Wei Pan

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Methodology · Statistics 2023-02-13 Lujia Bai , Weichi Wu

Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…

Machine Learning · Computer Science 2024-03-11 Zhipeng Ma , Marco Kemmerling , Daniel Buschmann , Chrismarie Enslin , Daniel Lütticke , Robert H. Schmitt

Discovering causal relationships from time series data is significant in fields such as finance, climate science, and neuroscience. However, contemporary techniques rely on the simplifying assumption that data originates from the same…

Machine Learning · Computer Science 2024-06-25 Sumanth Varambally , Yi-An Ma , Rose Yu

A very important topic in systems biology is developing statistical methods that automatically find causal relations in gene regulatory networks with no prior knowledge of causal connectivity. Many methods have been developed for time…

Machine Learning · Statistics 2012-08-22 Shohei Shimizu
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