Related papers: Deep learning based doubly robust test for Granger…

We consider fully row/column-correlated linear regression models and study several classical estimators (including minimum norm interpolators (GLS), ordinary least squares (LS), and ridge regressors). We show that \emph{Random Duality…

Differential Granger causality, that is understanding how Granger causal relations differ between two related time series, is of interest in many scientific applications. Modeling each time series by a vector autoregressive (VAR) model, we…

Electrocardiogram (ECG) is the most widely used diagnostic tool to monitor the condition of the cardiovascular system. Deep neural networks (DNNs), have been developed in many research labs for automatic interpretation of ECG signals to…

Deep neural networks (DNN) have been deployed in many software systems to assist in various classification tasks. In company with the fantastic effectiveness in classification, DNNs could also exhibit incorrect behaviors and result in…

Causal effect estimation under networked interference is an important but challenging problem. Available parametric methods are limited in their model space, while previous semiparametric methods, e.g., leveraging neural networks to fit…

We discuss the use of multivariate Granger causality in presence of redundant variables: the application of the standard analysis, in this case, leads to under-estimation of causalities. Using the un-normalized version of the causality…

This article addresses the problem of testing the conditional independence of two generic random vectors $X$ and $Y$ given a third random vector $Z$, which plays an important role in statistical and machine learning applications. We propose…

Inspired by Jang et al. (2022), we propose a Granger causality-in-the-mean test for bivariate $k-$Markov stationary processes based on a recently introduced class of non-linear models, i.e., vine copula models. By means of a simulation…

The ability to learn disentangled representations that split underlying sources of variation in high dimensional, unstructured data is important for data efficient and robust use of neural networks. While various approaches aiming towards…

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…

In this paper, we propose a new Deep Neural Network (DNN) testing algorithm called the Constrained Gradient Descent (CGD) method, and an implementation we call CGDTest aimed at exposing security and robustness issues such as adversarial…

Reinforcement learning (RL) is a subfield of machine learning that focuses on developing models that can autonomously learn optimal decision-making strategies over time. In a recent pioneering paper, Wagner demonstrated how the Deep…

Deep Gaussian processes (DGPs) are popular surrogate models for complex nonstationary computer experiments. DGPs use one or more latent Gaussian processes (GPs) to warp the input space into a plausibly stationary regime, then use typical GP…

A model-free measure of Granger causality in expectiles is proposed, generalizing the traditional mean-based measure to arbitrary positions of the conditional distribution. Expectiles are the only law-invariant risk measures that are both…

This paper introduces grangersearch, an R package for performing exhaustive Granger causality searches on multiple time series. The package provides: (1) exhaustive pairwise search across multiple variables, (2) automatic lag order…

This reply is in response to commentaries by Barnett, Barrett, and Seth (arXiv:1708.08001) and Faes, Stramaglia, and Marinazzo (arXiv:1708.06990) on our paper entitled "A study of problems encountered in Granger causality analysis from a…

Recently, methods that represent data as a graph, such as graph neural networks (GNNs) have been successfully used to learn data representations and structures to solve classification and link prediction problems. The applications of such…

Electrocardiogram (ECG) is the most widely used diagnostic tool to monitor the condition of the human heart. By using deep neural networks (DNNs), interpretation of ECG signals can be fully automated for the identification of potential…

Multi-grade deep learning (MGDL) has been shown to significantly outperform the standard single-grade deep learning (SGDL) across various applications. This work aims to investigate the computational advantages of MGDL focusing on its…

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…