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We address the problem of learning Granger causality from asynchronous, interdependent, multi-type event sequences. In particular, we are interested in discovering instance-level causal structures in an unsupervised manner. Instance-level…

Machine Learning · Computer Science 2024-03-01 Dongxia Wu , Tsuyoshi Idé , Aurélie Lozano , Georgios Kollias , Jiří Navrátil , Naoki Abe , Yi-An Ma , Rose Yu

We study a new form of federated learning where the clients train personalized local models and make predictions jointly with the server-side shared model. Using this new federated learning framework, the complexity of the central shared…

Machine Learning · Computer Science 2020-03-31 Alekh Agarwal , John Langford , Chen-Yu Wei

Kernel-based methods are used in the context of Granger Causality to enable the identification of nonlinear causal relationships between time series variables. In this paper, we show that two state of the art kernel-based Granger Causality…

Machine Learning · Computer Science 2026-01-15 Fiona Murphy , Alessio Benavoli

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…

Quantitative Methods · Quantitative Biology 2015-05-28 Mo Deng , Amin Emad , Olgica Milenkovic

Causal analysis and classification of injury severity applying non-parametric methods for traffic crashes has received limited attention. This study presents a methodological framework for causal inference, using Granger causality analysis,…

Machine Learning · Computer Science 2021-12-08 Meghna Chakraborty , Timothy Gates , Subhrajit Sinha

Temporal point process as the stochastic process on continuous domain of time is commonly used to model the asynchronous event sequence featuring with occurrence timestamps. Thanks to the strong expressivity of deep neural networks, they…

Machine Learning · Computer Science 2024-12-25 Haitao Lin , Cheng Tan , Lirong Wu , Zhangyang Gao , Zicheng Liu , Stan. Z. Li

Financial crises often occur without warning, yet markets leading up to these events display increasing volatility and complex interdependencies across multiple sectors. This study proposes a novel approach to predicting market crises by…

Theoretical Economics · Economics 2025-05-19 Mahdi Kohan Sefidi

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…

Methodology · Statistics 2016-04-20 Elsa Siggiridou , Dimitris Kugiumtzis

Identifying causality behind complex systems plays a significant role in different domains, such as decision making, policy implementations, and management recommendations. However, existing causality studies on temporal event sequences…

Computer Vision and Pattern Recognition · Computer Science 2022-06-14 Sujia Zhu , Yue Shen , Zihao Zhu , Wang Xia , Baofeng Chang , Ronghua Liang , Guodao Sun

While most classical approaches to Granger causality detection repose upon linear time series assumptions, many interactions in neuroscience and economics applications are nonlinear. We develop an approach to nonlinear Granger causality…

Machine Learning · Statistics 2018-06-26 Alex Tank , Ian Cover , Nicholas J. Foti , Ali Shojaie , Emily B. Fox

Understanding causal relations is vital in scientific discovery. The process of causal structure learning involves identifying causal graphs from observational data to understand such relations. Usually, a central server performs this task,…

Machine Learning · Computer Science 2023-12-05 Zhaoyu Wang , Pingchuan Ma , Shuai Wang

Operators from various industries have been pushing the adoption of wireless sensing nodes for industrial monitoring, and such efforts have produced sizeable condition monitoring datasets that can be used to build diagnosis algorithms…

Machine Learning · Computer Science 2023-04-27 Hao Lu , Adam Thelen , Olga Fink , Chao Hu , Simon Laflamme

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…

Machine Learning · Computer Science 2017-06-28 Magda Gregorová , Alexandros Kalousis , Stéphane Marchand-Maillet

Learning Granger causality for general point processes is a very challenging task. In this paper, we propose an effective method, learning Granger causality, for a special but significant type of point processes --- Hawkes process. We…

Machine Learning · Computer Science 2016-06-14 Hongteng Xu , Mehrdad Farajtabar , Hongyuan Zha

Quantifying relationships between components of a complex system is critical to understanding the rich network of interactions that characterize the behavior of the system. Traditional methods for detecting pairwise dependence of time…

Data Analysis, Statistics and Probability · Physics 2024-04-10 Aria Nguyen , Oscar McMullin , Joseph T. Lizier , Ben D. Fulcher

Federated learning is a data decentralization privacy-preserving technique used to perform machine or deep learning in a secure way. In this paper we present theoretical aspects about federated learning, such as the presentation of an…

Machine Learning · Computer Science 2022-11-09 Judith Sáinz-Pardo Díaz , Álvaro López García

Industry 4.0 operates based on IoT devices, sensors, and actuators, transforming the use of computing resources and software solutions in diverse sectors. Various Industry 4.0 latency-sensitive applications function based on machine…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-03 Razin Farhan Hussain , Mohsen Amini Salehi

In this foundational expository article on the application of Causality Analysis in IoT, we establish the basic theory and algorithms for estimating Structural and Granger causality factors from measured multichannel sensor data (vector…

Signal Processing · Electrical Eng. & Systems 2022-03-10 PG Madhavan

Causal dynamics learning has recently emerged as a promising approach to enhancing robustness in reinforcement learning (RL). Typically, the goal is to build a dynamics model that makes predictions based on the causal relationships among…

Machine Learning · Computer Science 2024-06-06 Inwoo Hwang , Yunhyeok Kwak , Suhyung Choi , Byoung-Tak Zhang , Sanghack Lee

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
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