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Related papers: Neural Granger Causality

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Characterising cause-effect relationships in complex systems is fundamental to understanding their underlying mechanisms. Granger causality (GC) remains a widely used computational tool for identifying causal relationships in time series…

Machine Learning · Statistics 2026-05-26 S. A. Adedayo

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

In the past two decades, functional Magnetic Resonance Imaging has been used to relate neuronal network activity to cognitive processing and behaviour. Recently this approach has been augmented by algorithms that allow us to infer causal…

Quantitative Methods · Quantitative Biology 2019-05-31 Natalia Z. Bielczyk , Sebo Uithol , Tim van Mourik , Paul Anderson , Jeffrey C. Glennon , Jan K. Buitelaar

We introduce large-scale Augmented Granger Causality (lsAGC) as a method for connectivity analysis in complex systems. The lsAGC algorithm combines dimension reduction with source time-series augmentation and uses predictive time-series…

Neurons and Cognition · Quantitative Biology 2021-01-26 Axel Wismuller , M. Ali Vosoughi

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

In this work, we discover that causal inference provides a promising approach to capture heterophilic message-passing in Graph Neural Network (GNN). By leveraging cause-effect analysis, we can discern heterophilic edges based on asymmetric…

Machine Learning · Computer Science 2024-11-28 Botao Wang , Jia Li , Heng Chang , Keli Zhang , Fugee Tsung

Understanding the causal interaction of time series variables can contribute to time series data analysis for many real-world applications, such as climate forecasting and extreme weather alerts. However, causal relationships are difficult…

Machine Learning · Computer Science 2024-08-09 Dongqi Fu , Yada Zhu , Hanghang Tong , Kommy Weldemariam , Onkar Bhardwaj , Jingrui He

Causality detection and mining are important tasks in information retrieval due to their enormous use in information extraction, and knowledge graph construction. To solve these tasks, in existing literature there exist several solutions --…

Computation and Language · Computer Science 2025-06-02 Thushara Manjari Naduvilakandy , Hyeju Jang , Mohammad Al Hasan

We address the problem to estimate a dynamic network whose edges describe Granger causality relations and whose topology has a Kronecker structure. Such a structure arises in many real networks and allows to understand the organization of…

Optimization and Control · Mathematics 2022-06-13 Mattia Zorzi

Causal models seek to unravel the cause-effect relationships among variables from observed data, as opposed to mere mappings among them, as traditional regression models do. This paper introduces a novel causal discovery algorithm designed…

Machine Learning · Computer Science 2024-10-03 Saeed Mohseni-Sehdeh , Walid Saad

Experiments in many fields of science and engineering yield data in the form of time series. The Fourier and wavelet transform-based nonparametric methods are used widely to study the spectral characteristics of these time series data.…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Mukeshwar Dhamala , Govindan Rangarajan , Mingzhou Ding

Identifying causal relationships is a challenging yet crucial problem in many fields of science like epidemiology, climatology, ecology, genomics, economics and neuroscience, to mention only a few. Recent studies have demonstrated that…

Traditional machine learning methods for movement recognition often struggle with limited model interpretability and a lack of insight into human movement dynamics. This study introduces a novel representation learning framework based on…

Machine Learning · Computer Science 2025-07-01 Xingrui Gu , Chuyi Jiang , Erte Wang , Qiang Cui , Leimin Tian , Lianlong Wu , Siyang Song , Chuang Yu

Event datasets are sequences of events of various types occurring irregularly over the time-line, and they are increasingly prevalent in numerous domains. Existing work for modeling events using conditional intensities rely on either using…

Machine Learning · Computer Science 2020-02-25 Tian Gao , Dharmashankar Subramanian , Karthikeyan Shanmugam , Debarun Bhattacharjya , Nicholas Mattei

High-dimensional data pose challenges in statistical learning and modeling. Sometimes the predictors can be naturally grouped where pursuing the between-group sparsity is desired. Collinearity may occur in real-world high-dimensional…

Machine Learning · Statistics 2011-11-11 Yiyuan She

Progress in probabilistic generative models has accelerated, developing richer models with neural architectures, implicit densities, and with scalable algorithms for their Bayesian inference. However, there has been limited progress in…

Machine Learning · Statistics 2017-10-31 Dustin Tran , David M. Blei

In causal discovery, non-Gaussianity has been used to characterize the complete configuration of a Linear Non-Gaussian Acyclic Model (LiNGAM), encompassing both the causal ordering of variables and their respective connection strengths.…

Machine Learning · Computer Science 2025-08-08 Tian-Le Yang , Kuang-Yao Lee , Kun Zhang , Joe Suzuki

Modern approaches to supervised learning like deep neural networks (DNNs) typically implicitly assume that observed responses are statistically independent. In contrast, correlated data are prevalent in real-life large-scale applications,…

Machine Learning · Statistics 2023-01-30 Giora Simchoni , Saharon Rosset

Interpreting the inner function of neural networks is crucial for the trustworthy development and deployment of these black-box models. Prior interpretability methods focus on correlation-based measures to attribute model decisions to…

Machine Learning · Computer Science 2023-06-21 Ola Ahmad , Nicolas Bereux , Loïc Baret , Vahid Hashemi , Freddy Lecue

Wildfire forecasting is notoriously hard due to the complex interplay of different factors such as weather conditions, vegetation types and human activities. Deep learning models show promise in dealing with this complexity by learning…

Machine Learning · Computer Science 2024-03-14 Shan Zhao , Ioannis Prapas , Ilektra Karasante , Zhitong Xiong , Ioannis Papoutsis , Gustau Camps-Valls , Xiao Xiang Zhu