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In this paper we test for Granger causality in high-dimensional vector autoregressive models (VARs) to disentangle and interpret the complex causal chains linking radiative forcings and global temperatures. By allowing for high…

Econometrics · Economics 2024-06-04 Marina Friedrich , Luca Margaritella , Stephan Smeekes

We introduce large-scale Augmented Granger Causality (lsAGC) as a method for connectivity analysis in complex systems. The lsAGC algorithm combines dimension reduction with source time-series augmentation and uses predictive time-series…

Neurons and Cognition · Quantitative Biology 2021-01-26 Axel Wismuller , M. Ali Vosoughi

Human brain development is a complex and dynamic process that is affected by several factors such as genetics, sex hormones, and environmental changes. A number of recent studies on brain development have examined functional connectivity…

Computer Vision and Pattern Recognition · Computer Science 2020-01-29 Peyman Hosseinzadeh Kassani , Li Xiao , Gemeng Zhang , Julia M. Stephen , Tony W. Wilson , Vince D. Calhoun , Yu Ping Wang

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…

This paper indicates causality as the tool that unifies the analysis of both activations and connectivity of brain areas, obtained with fMRI data. Causality analysis is commonly applied to study connectivity, so this work focuses on…

Methodology · Statistics 2011-02-25 Nevio Dubbini

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

We analyze by means of Granger causality the effect of synergy and redundancy in the inference (from time series data) of the information flow between subsystems of a complex network. Whilst we show that fully conditioned Granger causality…

Quantitative Methods · Quantitative Biology 2015-06-19 Sebastiano Stramaglia , Jesus M. Cortes , Daniele Marinazzo

In this letter we discuss use of Granger causality to the analyze systems of coupled circular variables, by modifying a recently proposed method for multivariate analysis of causality. We show the application of the proposed approach on…

Disordered Systems and Neural Networks · Physics 2015-05-13 Leonardo Angelini , Mario Pellicoro , Sebastiano Stramaglia

There is increasing interest in identifying changes in the underlying states of brain networks. The availability of large scale neuroimaging data creates a strong need to develop fast, scalable methods for detecting and localizing in time…

Methodology · Statistics 2022-01-11 Peiliang Bai , Abolfazl Safikhani , George Michailidis

It becomes increasingly popular to perform mediation analysis for complex data from sophisticated experimental studies. In this paper, we present Granger Mediation Analysis (GMA), a new framework for causal mediation analysis of multiple…

Methodology · Statistics 2017-09-18 Yi Zhao , Xi Luo

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

Intellectual disability (ID) is defined by an IQ under 70, in addition to deficits in two or more adaptive behaviors that affect everyday living. Throughout history, individuals with ID have often been margin-alized from society and…

Molecular Networks · Quantitative Biology 2025-08-08 Lukas Madsen Brandt , Katja Nowick , Jing Qin

Many different analysis techniques have been developed and applied to EEG recordings that allow one to investigate how different brain areas interact. One particular class of methods, based on the linear parametric representation of…

Neurons and Cognition · Quantitative Biology 2016-11-09 Frederik van de Steen , Luca Faes , Esin Karahan , Jitkomut Songsiri , Pedro Antonio Valdes Sosa , Daniele Marinazzo

Identifying causal relations among multi-variate time series is one of the most important elements towards understanding the complex mechanisms underlying the dynamic system. It provides critical tools for forecasting, simulations and…

Machine Learning · Computer Science 2023-02-22 Yang Sun , Yifan Xie

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

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

Coordinated responses to environmental stimuli are critical for multicellular organisms. To overcome the obstacles of cell-to-cell heterogeneity and noisy signaling dynamics within individual cells, cells must effectively exchange…

Biological Physics · Physics 2022-10-12 Guanyu Li , Ryan LeFebre , Alia Starman , Patrick Chappell , Andrew Mugler , Bo Sun

Causal discovery aims to infer causal relationships among variables from observational data, typically represented by a directed acyclic graph (DAG). Most existing methods assume independent and identically distributed observations, an…

Methodology · Statistics 2026-03-27 Alex Chen , Qing Zhou

We study Granger causality in the context of wide-sense stationary time series, where our focus is on the topological aspects of the underlying causality graph. We establish sufficient conditions (in particular, we develop the notion of a…

Statistics Theory · Mathematics 2019-11-19 R. J. Kinnear , R. R. Mazumdar

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…

Machine Learning · Computer Science 2021-10-19 Wasim Ahmad , Maha Shadaydeh , Joachim Denzler