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Inference of causality is central in nonlinear time series analysis and science in general. A popular approach to infer causality between two processes is to measure the information flow between them in terms of transfer entropy. Using…

Chaotic Dynamics · Physics 2015-04-16 Jie Sun , Erik M. Bollt

Causality plays a central role in understanding interactions between variables in complex systems. These systems often exhibit state-dependent causal relationships, where both the strength and direction of causality vary with the value of…

Data Analysis, Statistics and Probability · Physics 2025-08-05 Álvaro Martínez-Sánchez , Adrián Lozano-Durán

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

Identifying the causal structure of systems with multiple dynamic elements is critical to several scientific disciplines. The conventional approach is to conduct statistical tests of causality, for example with Granger Causality, between…

Machine Learning · Statistics 2022-03-22 Jacek P. Dmochowski

From ancient philosophers to modern economists, biologists, and other researchers, there has been a continuous effort to unveil causal relations. The most formidable challenge lies in deducing the nature of the causal relationship: whether…

Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the bulk information flow between two complex…

Neurons and Cognition · Quantitative Biology 2021-12-30 X. San Liang

Computational analysis of time-course data with an underlying causal structure is needed in a variety of domains, including neural spike trains, stock price movements, and gene expression levels. However, it can be challenging to determine…

Artificial Intelligence · Computer Science 2012-05-14 Samantha Kleinberg , Bud Mishra

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

To draw scientifically meaningful conclusions and build reliable models of quantitative phenomena, cause and effect must be taken into consideration (either implicitly or explicitly). This is particularly challenging when the measurements…

Machine Learning · Computer Science 2020-12-11 Max A. Little , Reham Badawy

Research in Cognitive Science suggests that humans understand and represent knowledge of the world through causal relationships. In addition to observations, they can rely on experimenting and counterfactual reasoning -- i.e. referring to…

Artificial Intelligence · Computer Science 2021-05-24 Kanvaly Fadiga , Etienne Houzé , Ada Diaconescu , Jean-Louis Dessalles

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

Methodology · Statistics 2024-05-07 Vittorio Del Tatto , Gianfranco Fortunato , Domenica Bueti , Alessandro Laio

Complex system arises as a result of the nonlinear interactions between components. In particular, the evolutionary dynamics of a multivariate system encodes the ways in which different variables interact with each other individually or in…

Information Theory · Computer Science 2020-04-22 Peishi Jiang , Praveen Kumar

Causal inference in a nonlinear system of multivariate timeseries is instrumental in disentangling the intricate web of relationships among variables, enabling us to make more accurate predictions and gain deeper insights into real-world…

Machine Learning · Computer Science 2024-01-17 Wasim Ahmad , Maha Shadaydeh , Joachim Denzler

Causal discovery is at the core of human cognition. It enables us to reason about the environment and make counterfactual predictions about unseen scenarios that can vastly differ from our previous experiences. We consider the task of…

Machine Learning · Computer Science 2020-12-01 Yunzhu Li , Antonio Torralba , Animashree Anandkumar , Dieter Fox , Animesh Garg

Much of scientific data is collected as randomized experiments intervening on some and observing other variables of interest. Quite often, a given phenomenon is investigated in several studies, and different sets of variables are involved…

Methodology · Statistics 2012-10-19 Antti Hyttinen , Frederick Eberhardt , Patrik O. Hoyer

Mendelian randomization implemented through instrumental variable analysis is frequently discussed in causality and recently the number of applications on real data is increasing. However, there are very few discussions to address modern…

Applications · Statistics 2020-04-16 Azam Yazdani

Causal knowledge is vital for effective reasoning in science, as causal relations, unlike correlations, allow one to reason about the outcomes of interventions. Algorithms that can discover causal relations from observational data are based…

Machine Learning · Statistics 2019-11-12 Anish Dhir , Ciarán M. Lee

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

Several methods exist to infer causal networks from massive volumes of observational data. However, almost all existing methods require a considerable length of time series data to capture cause and effect relationships. In contrast,…

Machine Learning · Statistics 2016-12-22 Abbas Shojaee , Isuru Ranasinghe , Alireza Ani
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