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Many data-science applications involve detecting a shared signal between two high-dimensional variables. Using random matrix theory methods, we determine when such signal can be detected and reconstructed from sample correlations, despite…

Disordered Systems and Neural Networks · Physics 2026-04-07 Arabind Swain , Sean Alexander Ridout , Ilya Nemenman

Causal relationships play a fundamental role in understanding the world around us. The ability to identify and understand cause-effect relationships is critical to making informed decisions, predicting outcomes, and developing effective…

Statistical Mechanics · Physics 2025-09-10 Sergio Chibbaro , Cyril Furtlehner , Théo Marchetta , Andrei-Tiberiu Pantea , Davide Rossetti

The inference of an underlying network topology from local observations of a complex system composed of interacting units is usually attempted by using statistical similarity measures, such as Cross-Correlation (CC) and Mutual Information…

Data Analysis, Statistics and Probability · Physics 2014-09-03 Nicolás Rubido , Arturo C. Martí , Ezequiel Bianco-Martínez , Celso Grebogi , Murilo S. Baptista , Cristina Masoller

For decades, researchers in fields, such as the natural and social sciences, have been verifying causal relationships and investigating hypotheses that are now well-established or understood as truth. These causal mechanisms are properties…

Machine Learning · Computer Science 2019-12-02 Trent Kyono , Mihaela van der Schaar

Distinguishing cause from effect is a scientific challenge resisting solutions from mathematics, statistics, information theory and computer science. Compression-Complexity Causality (CCC) is a recently proposed interventional measure of…

Data Analysis, Statistics and Probability · Physics 2022-04-26 Aditi Kathpalia , Pouya Manshour , Milan Paluš

We present a practical implementation of a Monte Carlo method to estimate the significance of cross-correlations in unevenly sampled time series of data, whose statistical properties are modeled with a simple power-law power spectral…

Instrumentation and Methods for Astrophysics · Physics 2015-06-22 W. Max-Moerbeck , J. L. Richards , T. Hovatta , V. Pavlidou , T. J. Pearson , A. C. S. Readhead

This article proposes a systematic methodological review and objective criticism of existing methods enabling the derivation of time-varying Granger-causality statistics in neuroscience. The increasing interest and the huge number of…

Applications · Statistics 2017-04-12 Sezen Cekic , Didier Grandjean , Olivier Renaud

Inferring the infinitesimal rates of continuous-time Markov chains (CTMCs) is a central challenge in many scientific domains. This task is hindered by three factors: quadratic growth in the number of rates as the CTMC state space expands,…

Methodology · Statistics 2026-02-09 Filippo Monti , Xiang Ji , Marc A. Suchard

Causal machine learning (ML) recovers graphical structures that inform us about potential cause-and-effect relationships. Most progress has focused on cross-sectional data with no explicit time order, whereas recovering causal structures…

Machine Learning · Computer Science 2026-05-11 Bruno Petrungaro , Anthony C. Constantinou

Causal inference permits us to discover covert relationships of various variables in time series. However, in most existing works, the variables mentioned above are the dimensions. The causality between dimensions could be cursory, which…

Machine Learning · Computer Science 2023-09-14 Yuanhao Liu , Dehui Du , Zihan Jiang , Anyan Huang , Yiyang Li

Canonical correlation analysis (CCA) is a widely used technique for estimating associations between two sets of multi-dimensional variables. Recent advancements in CCA methods have expanded their application to decipher the interactions of…

Machine Learning · Statistics 2025-02-05 Hongju Park , Shuyang Bai , Zhenyao Ye , Hwiyoung Lee , Tianzhou Ma , Shuo Chen

By creating networks of biochemical pathways, communities of micro-organisms are able to modulate the properties of their environment and even the metabolic processes within their hosts. Next-generation high-throughput sequencing has led to…

Applications · Statistics 2023-03-28 Molly G. Hayes , Morgan G. I. Langille , Hong Gu

Large-scale neural mass models have been widely used to simulate resting-state brain activity from structural connectivity. In this work, we extend a well-established Wilson--Cowan framework by introducing a novel hemispheric-specific…

Neurons and Cognition · Quantitative Biology 2025-08-19 Ramiro Plüss , Hernán Villota , Patricio Orio

The concept of Granger causality is increasingly being applied for the characterization of directional interactions in different applications. A multivariate framework for estimating Granger causality is essential in order to account for…

Methodology · Statistics 2020-11-04 Angeliki Papana , Elsa Siggiridou , Dimitris Kugiumtzis

This paper introduces a novel approach for modelling time-varying connectivity in neuroimaging data, focusing on the slow fluctuations in synaptic efficacy that mediate neuronal dynamics. Building on the framework of Dynamic Causal…

Neurons and Cognition · Quantitative Biology 2024-12-05 Johan Medrano , Karl J. Friston , Peter Zeidman

Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…

Machine Learning · Computer Science 2024-09-27 Joseph Massingham , Ole Nielsen , Tore Butlin

Identifying ``true causality'' is a fundamental challenge in complex systems research. Widely adopted methods, like the Granger causality test, capture statistical dependencies between variables rather than genuine driver-response…

Optimization and Control · Mathematics 2025-05-05 Yingzhu Liu , Shengyuan Huang , Zhongkui Li , Xiaoguang Yang , Wenjun Mei

Causal discovery (CD) from time-varying data is important in neuroscience, medicine, and machine learning. Techniques for CD encompass randomized experiments, which are generally unbiased but expensive, and algorithms such as Granger…

Machine Learning · Computer Science 2023-10-11 Xinyue Wang , Konrad Paul Kording

Inferring the coupling direction from measured time series of complex systems is challenging. We propose a new state space based causality measure obtained from cross-distance vectors for quantifying interaction strength. It is a model-free…

Data Analysis, Statistics and Probability · Physics 2023-05-04 Martin Brešar , Pavle Boškoski

To understand the nature of a cell, one needs to understand the structure of its genome. For this purpose, experimental techniques such as Hi-C detecting chromosomal contacts are used to probe the three-dimensional genomic structure. These…

Quantitative Methods · Quantitative Biology 2019-09-23 Andreas Hofmann , Fatema Zahra Rashid , Frédéric Crémazy , Remus T. Dame , Dieter W. Heermann