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Heart rate variability results from the combined activity of several physiological systems, including the cardiac, vascular, and respiratory systems which have their own internal regulation, but also interact with each other to preserve the…

Causality is a central topic in scientific inquiry, yet for complex systems, the identification and analysis of synergistic causation remain a challenging and fundamental problem. In the context of causal relations among multivariate…

Machine Learning · Statistics 2026-05-06 Mingzhe Yang , Shuo Wang , Jiang Zhang

Exploiting the theory of state space models, we derive the exact expressions of the information transfer, as well as redundant and synergistic transfer, for coupled Gaussian processes observed at multiple temporal scales. All of the terms,…

Methodology · Statistics 2017-08-21 Luca Faes , Daniele Marinazzo , Sebastiano Stramaglia

The Partial Information Decomposition (PID) framework has emerged as a powerful tool for analyzing high-order interdependencies in complex network systems. However, its application to dynamic processes remains challenging due to the…

Causality graphs are routinely estimated in social sciences, natural sciences, and engineering due to their capacity to efficiently represent the spatiotemporal structure of multivariate data sets in a format amenable for human…

Signal Processing · Electrical Eng. & Systems 2020-11-16 Bakht Zaman , Luis Miguel Lopez Ramos , Daniel Romero , Baltasar Beferull-Lozano

Complex networks often exhibit emergent behaviors, where simple dyadic interactions yield collective dynamics that cannot be explained by examining the system's units individually or in pairs. Understanding how redundant and synergistic…

In contemporary neuroscience, a key area of interest is dynamic effective connectivity, which is crucial for understanding the dynamic interactions and causal relationships between different brain regions. Dynamic effective connectivity can…

Methodology · Statistics 2024-05-30 Wei Zhang , Ivor Cribben , sonia Petrone , Michele Guindani

Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…

Methodology · Statistics 2010-08-13 Stefan Haufe , Guido Nolte , Klaus-Robert Mueller , Nicole Kraemer

The broad concept of emergence is instrumental in various of the most challenging open scientific questions -- yet, few quantitative theories of what constitutes emergent phenomena have been proposed. This article introduces a formal theory…

Neurons and Cognition · Quantitative Biology 2021-01-27 Fernando E. Rosas , Pedro A. M. Mediano , Henrik J. Jensen , Anil K. Seth , Adam B. Barrett , Robin L. Carhart-Harris , Daniel Bor

We introduce a novel framework for decomposing interventional causal effects into synergistic, redundant, and unique components, building on the intuition of Partial Information Decomposition (PID) and the principle of M\"obius inversion.…

Artificial Intelligence · Computer Science 2025-09-22 Abel Jansma

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Machine Learning · Computer Science 2023-10-02 Kevin Roy , Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

Emergent behaviors are a defining feature of complex systems, yet their quantitative characterization remains an open challenge, as traditional classifications rely mainly on visual inspection of spatio-temporal patterns. In this Letter, we…

Physics and Society · Physics 2025-10-21 Sebastián Rodríguez-Falcón , Luciano Stucchi

Most nervous systems encode information about stimuli in the responding activity of large neuronal networks. This activity often manifests itself as dynamically coordinated sequences of action potentials. Since multiple electrode recordings…

Neurons and Cognition · Quantitative Biology 2011-11-09 Kristina Lisa Klinkner , Cosma Rohilla Shalizi , Marcelo F. Camperi

Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…

Methodology · Statistics 2017-04-11 Alex Tank , Emily B. Fox , Ali Shojaie

A broad range of natural and social systems from human microbiome to financial markets can go through critical transitions, where the system suddenly collapses to another stable configuration. Critical transitions can be unexpected, with…

Applications · Statistics 2022-05-17 Ville Laitinen , Leo Lahti

Networks - collections of interacting elements or nodes - abound in the natural and manmade worlds. For many networks, complex spatiotemporal dynamics stem from patterns of physical interactions unknown to us. To infer these interactions,…

Quantitative Methods · Quantitative Biology 2015-05-13 Mark A. Kramer , Uri T. Eden , Sydney S. Cash , Eric D. Kolaczyk

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

The emergent dynamics of complex systems often arise from the internal dynamical interactions among different elements and hence is to be modeled using multiple variables that represent the different dynamical processes. When such systems…

Chaotic Dynamics · Physics 2024-11-05 Shivam Kumar , R. Misra , G. Ambika

Interest in the study and analysis of dynamic processes in the social, behavioral, and health sciences has burgeoned in recent years due to the increased availability of intensive longitudinal data. However, how best to model and account…

The network representation is becoming increasingly popular for the description of cardiovascular interactions based on the analysis of multiple simultaneously collected variables. However, the traditional methods to assess network links…

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