Related papers: Unified model selection approach based on minimum …
Linear regression model (LRM) based on mean square error (MSE) criterion is widely used in Granger causality analysis (GCA), which is the most commonly used method to detect the causality between a pair of time series. However, when signals…
Identification of the causal relationship between multivariate time series is a ubiquitous problem in data science. Granger causality measure (GCM) and conditional Granger causality measure (cGCM) are widely used statistical methods for…
Multivariate Hawkes processes (MHPs) are versatile probabilistic tools used to model various real-life phenomena: earthquakes, operations on stock markets, neuronal activity, virus propagation and many others. In this paper, we focus on…
With the advancement of deep learning technologies, various neural network-based Granger causality models have been proposed. Although these models have demonstrated notable improvements, several limitations remain. Most existing approaches…
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…
Extracting causal connections can advance interpretable AI and machine learning. Granger causality (GC) is a robust statistical method for estimating directed influences (DC) between signals. While GC has been widely applied to analysing…
Hawkes processes are a special class of temporal point processes which exhibit a natural notion of causality, as occurrence of events in the past may increase the probability of events in the future. Discovery of the underlying influence…
Graph Convolutional Networks (GCNs) and their variants have received significant attention and achieved start-of-the-art performances on various recommendation tasks. However, many existing GCN models tend to perform recursive aggregations…
Kernel-based methods are used in the context of Granger Causality to enable the identification of nonlinear causal relationships between time series variables. In this paper, we show that two state of the art kernel-based Granger Causality…
Granger causality (GC), a popular statistical method for the inference of directional influences between time series measured from a complex network, is sensitive to high-order (non-pairwise) interactions which fundamentally shape the…
A novel approach is developed for discovering directed connectivity between specified pairs of nodes in a high-dimensional network (HDN) of brain signals. To accurately identify causal connectivity for such specified objectives, it is…
It becomes increasingly popular to perform mediation analysis for complex data from sophisticated experimental studies. In this paper, we present Granger Mediation Analysis (GMA), a new framework for causal mediation analysis of multiple…
We analyze differences between two information-theoretically motivated approaches to statistical inference and model selection: the Minimum Description Length (MDL) principle, and the Minimum Message Length (MML) principle. Based on this…
This paper is motivated by studies in neuroscience experiments to understand interactions between nodes in a brain network using different types of data modalities that capture different distinct facets of brain activity. To assess…
We propose a method of analysis of dynamical networks based on a recent measure of Granger causality between time series, based on kernel methods. The generalization of kernel Granger causality to the multivariate case, here presented,…
PCA (Principal Component Analysis) and its variants areubiquitous techniques for matrix dimension reduction and reduced-dimensionlatent-factor extraction. One significant challenge in using PCA, is thechoice of the number of principal…
This is an up-to-date introduction to and overview of the Minimum Description Length (MDL) Principle, a theory of inductive inference that can be applied to general problems in statistics, machine learning and pattern recognition. While MDL…
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…
In this paper, we aim to develop a unified view of causal and non-causal feature selection methods. The unified view will fill in the gap in the research of the relation between the two types of methods. Based on the Bayesian network…
Existing granular-ball classification methods are often driven by handcrafted quality measures, neighborhood rules, or heuristic splitting and stopping criteria, which may reduce the transparency of local construction decisions and hinder…