Related papers: Nonlinear Permuted 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…
Wiener and Granger have introduced an intuitive concept of causality between two variables which is based on the idea that an effect never occurs before its cause. Later, Geweke has generalized this concept to a multivariate Granger…
We introduce a rigorous mathematical framework for Granger causality in extremes, designed to identify causal links from extreme events in time series. Granger causality plays a pivotal role in uncovering directional relationships among…
Granger causality (GC) is undoubtedly the most widely used method to infer cause-effect relations from observational time series. Several nonlinear alternatives to GC have been proposed based on kernel methods. We generalize kernel Granger…
Granger causality has been used for the investigation of the inter-dependence structure of the underlying systems of multi-variate time series. In particular, the direct causal effects are commonly estimated by the conditional Granger…
To gain insight into complex systems it is a key challenge to infer nonlinear causal directional relations from observational time-series data. Specifically, estimating causal relationships between interacting components in large systems…
We analyze a neural system which mimics a sensorial cortex, with different input characteristics, in presence of transmission delays. We propose a new measure to characterize collective behavior, based on the nonlinear extension of the…
Estimating causal relations is vital in understanding the complex interactions in multivariate time series. Non-linear coupling of variables is one of the major challenges inaccurate estimation of cause-effect relations. In this paper, we…
Clustering is an unsupervised learning technique that is useful when working with a large volume of unlabeled data. Complex dynamical systems in real life often entail data streaming from a large number of sources. Although it is desirable…
The description of the dynamics of complex systems, in particular the capture of the interaction structure and causal relationships between elements of the system, is one of the central questions of interdisciplinary research. While 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…
We study the problem of learning Granger causality between event types from asynchronous, interdependent, multi-type event sequences. Existing work suffers from either limited model flexibility or poor model explainability and thus fails to…
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…
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…
We propose a new framework for assessing Granger causality in quantiles in unstable environments, for a fixed quantile or over a continuum of quantile levels. Our proposed test statistics are consistent against fixed alternatives, they have…
Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…
Granger causality is among the widely used data-driven approaches for causal analysis of time series data with applications in various areas including economics, molecular biology, and neuroscience. Two of the main challenges of this…
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…
This paper presents Gem, a model-agnostic approach for providing interpretable explanations for any GNNs on various graph learning tasks. Specifically, we formulate the problem of providing explanations for the decisions of GNNs as a causal…
We propose a novel framework for studying causal inference of gene interactions using a combination of compressive sensing and Granger causality techniques. The gist of the approach is to discover sparse linear dependencies between time…