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A central question in neuroscience is how self-organizing dynamic interactions in the brain emerge on their relatively static structural backbone. Due to the complexity of spatial and temporal dependencies between different brain areas,…

Neurons and Cognition · Quantitative Biology 2020-10-15 Simon Wein , Wilhelm Malloni , Ana Maria Tomé , Sebastian M. Frank , Gina-Isabelle Henze , Stefan Wüst , Mark W. Greenlee , Elmar W. Lang

It has been shown in the literature that marijuana use is associated with changes in brain network connectivity. We propose large-scale Extended Granger Causality (lsXGC) and investigate whether it can capture such changes using…

Machine Learning · Computer Science 2021-01-07 M. Ali Vosoughi , Axel Wismuller

We consider the problem of learning models for forecasting multiple time-series systems together with discovering the leading indicators that serve as good predictors for the system. We model the systems by linear vector autoregressive…

Machine Learning · Computer Science 2016-11-03 Magda Gregorova , Alexandros Kalousis , Stéphane Marchand-Maillet

Longitudinal study designs are indispensable for studying disease progression. Inferring covariate effects from longitudinal data, however, requires interpretable methods that can model complicated covariance structures and detect nonlinear…

Machine Learning · Statistics 2022-10-27 Juho Timonen , Henrik Mannerström , Aki Vehtari , Harri Lähdesmäki

Objective: The growing availability of large-scale observational clinical datasets and challenges in conducting randomized controlled trials have spurred enthusiasm in using causal machine learning (ML) for causal inference in observational…

Extracting the interaction rules of biological agents from movement sequences pose challenges in various domains. Granger causality is a practical framework for analyzing the interactions from observed time-series data; however, this…

In the present research, the effectiveness of large-scale Augmented Granger Causality (lsAGC) as a tool for gauging brain network connectivity was examined to differentiate between marijuana users and typical controls by utilizing…

Signal Processing · Electrical Eng. & Systems 2024-10-25 Ali Vosoughi , Akhil Kasturi , Axel Wismueller

This paper proposes a novel method (GLS Granger test) to determine causal relationships between time series based on the estimation of the autocovariance matrix and generalized least squares. We show the effectiveness of proposed…

Methodology · Statistics 2023-01-10 Hugo J. Bello

Granger causality recovers directed interactions from time-series data, but in many distributed systems, the data are vertically partitioned across clients, with each client observing only the variables of its own subsystem. Federated…

Machine Learning · Computer Science 2026-05-13 Ayush Mohanty , Nazal Mohamed , Nagi Gebraeel

Numerous approaches have been proposed to discover causal dependencies in machine learning and data mining; among them, the state-of-the-art VAR-LiNGAM (short for Vector Auto-Regressive Linear Non-Gaussian Acyclic Model) is a desirable…

Machine Learning · Computer Science 2022-11-28 Aref Einizade , Sepideh Hajipour Sardouie

Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of…

Machine Learning · Computer Science 2021-05-11 Chainarong Amornbunchornvej , Elena Zheleva , Tanya Berger-Wolf

Causality is essential in scientific research, enabling researchers to interpret true relationships between variables. These causal relationships are often represented by causal graphs, which are directed acyclic graphs. With the recent…

Computation and Language · Computer Science 2025-02-19 Ivaxi Sheth , Bahare Fatemi , Mario Fritz

Inferring causal relations from time series measurements is an ill-posed mathematical problem, where typically an infinite number of potential solutions can reproduce the given data. We explore in depth a strategy to disambiguate between…

Dynamical Systems · Mathematics 2020-11-04 George Stepaniants , Bingni W. Brunton , J. Nathan Kutz

We study Granger causality testing for high-dimensional time series using regularized regressions. To perform proper inference, we rely on heteroskedasticity and autocorrelation consistent (HAC) estimation of the asymptotic variance and…

Econometrics · Economics 2021-02-02 Andrii Babii , Eric Ghysels , Jonas Striaukas

We study the generic identifiability of causal effects in linear non-Gaussian acyclic models (LiNGAM) with latent variables. We consider the problem in two main settings: When the causal graph is known a priori, and when it is unknown. In…

Machine Learning · Statistics 2024-06-05 Daniele Tramontano , Yaroslav Kivva , Saber Salehkaleybar , Mathias Drton , Negar Kiyavash

Causal discovery has achieved substantial theoretical progress, yet its deployment in large-scale longitudinal systems remains limited. A key obstacle is that operational data are generated under institutional workflows whose induced…

Methodology · Statistics 2026-03-02 Tadahisa Okuda , Shohei Shimizu , Thong Pham , Tatsuyoshi Ikenoue , Shingo Fukuma

Deep learning (DL) has recently drawn much attention in image analysis, natural language process, and high-dimensional medical data analysis. Under the causal direct acyclic graph (DAG) interpretation, the input variables without incoming…

Applications · Statistics 2022-03-22 Jong-Hyeon Jeong , Yichen Jia

Causal discovery in time-series is a fundamental problem in the machine learning community, enabling causal reasoning and decision-making in complex scenarios. Recently, researchers successfully discover causality by combining neural…

Machine Learning · Computer Science 2023-08-17 Yuxiao Cheng , Lianglong Li , Tingxiong Xiao , Zongren Li , Qin Zhong , Jinli Suo , Kunlun He

Time-series datasets are central in machine learning with applications in numerous fields of science and engineering, such as biomedicine, Earth observation, and network analysis. Extensive research exists on state-space models (SSMs),…

Machine Learning · Computer Science 2024-06-17 Emilie Chouzenoux , Victor Elvira

Causal discovery aims to uncover causal structure among a set of variables. Score-based approaches mainly focus on searching for the best Directed Acyclic Graph (DAG) based on a predefined score function. However, most of them are not…

Machine Learning · Computer Science 2023-03-13 Wenqian Li , Yinchuan Li , Shengyu Zhu , Yunfeng Shao , Jianye Hao , Yan Pang