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Related papers: Graph Topological Aspects of Granger Causal Networ…

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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

Healthcare artificial intelligence systems often degrade in performance when deployed across institutions, with documented performance drops and perpetuation of discriminatory patterns embedded in data. This brittleness comes, in part, from…

Machine Learning · Computer Science 2026-03-30 Munib Mesinovic , Max Buhlan , Tingting Zhu

Causal graph recovery is traditionally done using statistical estimation-based methods or based on individual's knowledge about variables of interests. They often suffer from data collection biases and limitations of individuals' knowledge.…

Computation and Language · Computer Science 2024-06-19 Yuzhe Zhang , Yipeng Zhang , Yidong Gan , Lina Yao , Chen Wang

Identifying causal relations among simultaneously acquired signals is an important problem in multivariate time series analysis. For linear stochastic systems Granger proposed a simple procedure called the Granger causality to detect such…

Chaotic Dynamics · Physics 2009-11-10 Yonghong Chen , Govindan Rangarajan , Jianfeng Feng , Mingzhou Ding

Graph data often contain noisy and spurious correlations that mask the true causal relationships, which are essential for enabling graph models to make predictions based on the underlying causal structure of the data. Dependence on spurious…

Machine Learning · Computer Science 2026-02-23 Simi Job , Xiaohui Tao , Taotao Cai , Haoran Xie , Jianming Yong

Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…

Machine Learning · Computer Science 2021-12-16 Ziheng Duan , Haoyan Xu , Yida Huang , Jie Feng , Yueyang Wang

Introduced more than a half century ago, Granger causality has become a popular tool for analyzing time series data in many application domains, from economics and finance to genomics and neuroscience. Despite this popularity, the validity…

Methodology · Statistics 2021-05-10 Ali Shojaie , Emily B. Fox

Many modern data analytics applications on graphs operate on domains where graph topology is not known a priori, and hence its determination becomes part of the problem definition, rather than serving as prior knowledge which aids the…

Information Theory · Computer Science 2020-01-03 Ljubisa Stankovic , Danilo Mandic , Milos Dakovic , Milos Brajovic , Bruno Scalzo , Shengxi Li , Anthony G. Constantinides

We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…

Artificial Intelligence · Computer Science 2023-06-02 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

Graph Neural Networks (GNNs) demonstrate their significance by effectively modeling complex interrelationships within graph-structured data. To enhance the credibility and robustness of GNNs, it becomes exceptionally crucial to bolster…

Machine Learning · Computer Science 2023-12-18 Hang Gao , Chengyu Yao , Jiangmeng Li , Lingyu Si , Yifan Jin , Fengge Wu , Changwen Zheng , Huaping Liu

Causality can be described in terms of a structural causal model (SCM) that carries information on the variables of interest and their mechanistic relations. For most processes of interest the underlying SCM will only be partially…

Machine Learning · Computer Science 2021-10-26 Matej Zečević , Devendra Singh Dhami , Petar Veličković , Kristian Kersting

While most classical approaches to Granger causality detection assume linear dynamics, many interactions in real-world applications, like neuroscience and genomics, are inherently nonlinear. In these cases, using linear models may lead to…

Machine Learning · Statistics 2021-03-16 Alex Tank , Ian Covert , Nicholas Foti , Ali Shojaie , Emily Fox

Exploratory analysis of time series data can yield a better understanding of complex dynamical systems. Granger causality is a practical framework for analysing interactions in sequential data, applied in a wide range of domains. In this…

Machine Learning · Computer Science 2021-01-20 Ričards Marcinkevičs , Julia E. Vogt

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

We study the problem of automatically discovering Granger causal relations from observational multivariate time-series data.Vector autoregressive (VAR) models have been time-tested for this problem, including Bayesian variants and more…

Machine Learning · Computer Science 2024-05-27 He Zhao , Vassili Kitsios , Terence J. O'Kane , Edwin V. Bonilla

Multi-electrode neurophysiological recordings produce massive quantities of data. Multivariate time series analysis provides the basic framework for analyzing the patterns of neural interactions in these data. It has long been recognized…

Quantitative Methods · Quantitative Biology 2007-05-23 Mingzhou Ding , Yonghong Chen , Steven L. Bressler

Graph classification is a significant problem in many scientific domains. It addresses tasks such as the classification of proteins and chemical compounds into categories according to their functions, or chemical and structural properties.…

Machine Learning · Computer Science 2019-02-25 Marcelo Daniel Gutierrez Mallea , Peter Meltzer , Peter J Bentley

Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of Granger causality measures used to form causality networks…

Computation · Statistics 2020-01-08 Elsa Siggiridou , Christos Koutlis , Alkiviadis Tsimpiris , Dimitris Kugiumtzis

Modeling complex spatiotemporal dependencies in correlated traffic series is essential for traffic prediction. While recent works have shown improved prediction performance by using neural networks to extract spatiotemporal correlations,…

Machine Learning · Computer Science 2023-09-08 Junpeng Lin , Ziyue Li , Zhishuai Li , Lei Bai , Rui Zhao , Chen Zhang

In this paper, we introduce different concepts of Granger causality and contemporaneous correlation for multivariate stationary continuous-time processes to model different dependencies between the component processes. Several equivalent…

Statistics Theory · Mathematics 2024-08-13 Vicky Fasen-Hartmann , Lea Schenk