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We propose the Granger causality inference Kolmogorov-Arnold Networks (KANGCI), a novel architecture that extends the recently proposed Kolmogorov-Arnold Networks (KAN) to the domain of causal inference. By extracting base weights from KAN…

Machine Learning · Computer Science 2025-02-06 Meiliang Liu , Yunfang Xu , Zijin Li , Zhengye Si , Xiaoxiao Yang , Xinyue Yang , Zhiwen Zhao

We investigate how efficiently a known underlying sparse causality structure of a simulated multivariate linear process can be retrieved from the analysis of time-series of short lengths. Causality is quantified from conditional transfer…

Methodology · Statistics 2017-10-06 Tomaso Aste , T. Di Matteo

We analyse multimodal time-series data corresponding to weight, sleep and steps measurements. We focus on predicting whether a user will successfully achieve his/her weight objective. For this, we design several deep long short-term memory…

This report reviews the conceptual and theoretical links between Granger causality and directed information theory. We begin with a short historical tour of Granger causality, concentrating on its closeness to information theory. The…

Information Theory · Computer Science 2015-06-12 Pierre-Olivier Amblard , Olivier J. J. Michel

Dynamic link prediction is a research hot in complex networks area, especially for its wide applications in biology, social network, economy and industry. Compared with static link prediction, dynamic one is much more difficult since…

Social and Information Networks · Computer Science 2021-10-05 Jinyin Chen , Xueke Wang , Xuanheng Xu

We consider the problem of breaking a multivariate (vector) time series into segments over which the data is well explained as independent samples from a Gaussian distribution. We formulate this as a covariance-regularized maximum…

Optimization and Control · Mathematics 2018-04-30 David Hallac , Peter Nystrup , Stephen Boyd

This paper focuses on causal structure estimation from time series data in which measurements are obtained at a coarser timescale than the causal timescale of the underlying system. Previous work has shown that such subsampling can lead to…

Artificial Intelligence · Computer Science 2016-07-14 Antti Hyttinen , Sergey Plis , Matti Järvisalo , Frederick Eberhardt , David Danks

Large language models (LLMs) have revolutionized natural language processing (NLP), particularly through Retrieval-Augmented Generation (RAG), which enhances LLM capabilities by integrating external knowledge. However, traditional RAG…

Computation and Language · Computer Science 2025-10-23 Nengbo Wang , Xiaotian Han , Jagdip Singh , Jing Ma , Vipin Chaudhary

We propose a new sparse Granger-causal learning framework for temporal event data. We focus on a specific class of point processes called the Hawkes process. We begin by pointing out that most of the existing sparse causal learning…

Machine Learning · Computer Science 2025-01-28 Tsuyoshi Idé , Georgios Kollias , Dzung T. Phan , Naoki Abe

Investigating the relationship, particularly the lead-lag effect, between time series is a common question across various disciplines, especially when uncovering biological process. However, analyzing time series presents several…

Causality testing, the act of determining cause and effect from measurements, is widely used in physics, climatology, neuroscience, econometrics and other disciplines. As a result, a large number of causality testing methods based on…

Data Analysis, Statistics and Probability · Physics 2018-02-20 Aditi Kathpalia , Nithin Nagaraj

In the 1990s, the constant error carousel and gating were introduced as the central ideas of the Long Short-Term Memory (LSTM). Since then, LSTMs have stood the test of time and contributed to numerous deep learning success stories, in…

Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering…

Machine Learning · Computer Science 2022-06-06 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Identifying causal interactions in complex dynamical systems is a fundamental challenge across the computational sciences. Existing functional connectivity methods capture correlations but not causation. While addressing directionality,…

Neurons and Cognition · Quantitative Biology 2026-03-10 Rahul Biswas , SuryaNarayana Sripada , Somabha Mukherjee , Reza Abbasi-Asl

Modelling time-varying and frequency-specific relationships between two brain signals is becoming an essential methodological tool to answer heoretical questions in experimental neuroscience. In this article, we propose to estimate a…

Methodology · Statistics 2018-04-16 Sezen Cekic , Didier Grandjean , Olivier Renaud

Causal learning has long concerned itself with the accurate recovery of underlying causal mechanisms. Such causal modelling enables better explanations of out-of-distribution data. Prior works on causal learning assume that the high-level…

When a dynamical system can be modeled as a sequence of observations, Granger causality is a powerful approach for detecting predictive interactions between its variables. However, traditional Granger causal inference has limited utility in…

Machine Learning · Computer Science 2022-10-20 Rohit Singh , Alexander P. Wu , Bonnie Berger

Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…

Machine Learning · Statistics 2016-08-18 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

Long Short-Term Memory (LSTM) networks, a type of recurrent neural network with a more complex computational unit, have been successfully applied to a variety of sequence modeling tasks. In this paper we develop Tree Long Short-Term Memory…

Computation and Language · Computer Science 2016-04-05 Xingxing Zhang , Liang Lu , Mirella Lapata

We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time series Granger-causes the other; in turn, it helps determine the…

Methodology · Statistics 2020-10-21 Han Lin Shang , Kaiying Ji , Ufuk Beyaztas