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The concept of Granger causality is increasingly being applied for the characterization of directional interactions in different applications. A multivariate framework for estimating Granger causality is essential in order to account for…

Methodology · Statistics 2020-11-04 Angeliki Papana , Elsa Siggiridou , Dimitris Kugiumtzis

Unmeasured causal forces influence diverse experimental time series, such as the transcription factors that regulate genes, or the descending neurons that steer motor circuits. Combining the theory of skew-product dynamical systems with…

Machine Learning · Computer Science 2024-12-03 William Gilpin

Discovering the complete set of causal relations among a group of variables is a challenging unsupervised learning problem. Often, this challenge is compounded by the fact that there are latent or hidden confounders. When only observational…

Machine Learning · Computer Science 2021-01-19 Anqi Liu , Hao Liu , Tongxin Li , Saeed Karimi-Bidhendi , Yisong Yue , Anima Anandkumar

A dynamical system is controllable if by imposing appropriate external signals on a subset of its nodes, it can be driven from any initial state to any desired state in finite time. Here we study the impact of various network…

Physics and Society · Physics 2013-01-16 Márton Pósfai , Yang-Yu Liu , Jean-Jacques Slotine , Albert-László Barabási

Distinguishing causal connections from correlations is important in many scenarios. However, the presence of unobserved variables, such as the latent confounder, can introduce bias in conditional independence testing commonly employed in…

Methodology · Statistics 2024-05-03 Mingzhou Liu , Xinwei Sun , Yu Qiao , Yizhou Wang

The inference of an underlying network topology from local observations of a complex system composed of interacting units is usually attempted by using statistical similarity measures, such as Cross-Correlation (CC) and Mutual Information…

Data Analysis, Statistics and Probability · Physics 2014-09-03 Nicolás Rubido , Arturo C. Martí , Ezequiel Bianco-Martínez , Celso Grebogi , Murilo S. Baptista , Cristina Masoller

This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…

Methodology · Statistics 2016-06-10 W. T. M. Dunsmuir , C. McKendry , R. T. Dean

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

The paper introduces a novel conditional independence (CI) based method for linear and nonlinear, lagged and contemporaneous causal discovery from observational time series in the causally sufficient case. Existing CI-based methods such as…

Methodology · Statistics 2022-01-07 Jakob Runge

Due to their relevance to geophysical systems, the investigation of multiscale systems through the lens of statistical mechanics has gained popularity in recent years. The aim of our work is the characterization of the nonequilibrium…

Statistical Mechanics · Physics 2024-11-12 Niccolò Cocciaglia , Dario Lucente

We introduce and test a general machine-learning-based technique for the inference of short term causal dependence between state variables of an unknown dynamical system from time series measurements of its state variables. Our technique…

Adaptation and Self-Organizing Systems · Physics 2020-12-18 Amitava Banerjee , Jaideep Pathak , Rajarshi Roy , Juan G. Restrepo , Edward Ott

The classical causal relations between a set of variables, some observed and some latent, can induce both equality constraints (typically conditional independences) as well as inequality constraints (Instrumental and Bell inequalities being…

Quantum Physics · Physics 2024-04-11 Shashaank Khanna , Marina Maciel Ansanelli , Matthew F. Pusey , Elie Wolfe

Following a leading vehicle is a daily but challenging task because it requires adapting to various traffic conditions and the leading vehicle's behaviors. However, the question `Does the following vehicle always actively react to the…

Robotics · Computer Science 2023-08-01 Chengyuan Zhang , Rui Chen , Jiacheng Zhu , Wenshuo Wang , Changliu Liu , Lijun Sun

We investigate the possibility of distinguishing among different causal relations starting from a limited set of marginals. Our main tool is the notion of adhesivity, that is, the extension of probability or entropies defined only on…

Quantum Physics · Physics 2016-10-28 Costantino Budroni , Nikolai Miklin , Rafael Chaves

Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…

Dynamical Systems · Mathematics 2026-04-07 Stefano Galatolo , Valerio Lucarini

The lack of studying the complex organization of directed network usually limits to the understanding of underlying relationship between network structures and functions. Structural controllability and structural predictability, two…

Physics and Society · Physics 2022-03-31 Fei Jing , Chuang Liu , Jian-Liang Wu , Zi-Ke Zhang

When two systems are coupled, one can play the role of the driver, and the other can be the driven or response system. In this scenario, the driver system can behave as an external forcing. Thus, we study its interaction when a periodic…

Adaptation and Self-Organizing Systems · Physics 2024-05-13 Mattia Coccolo , Miguel A. F. Sanjuán

Predicting the evolution of a large system of units using its structure of interaction is a fundamental problem in complex system theory. And so is the problem of reconstructing the structure of interaction from temporal observations. Here,…

Statistical Mechanics · Physics 2025-02-10 Charles Murphy , Vincent Thibeault , Antoine Allard , Patrick Desrosiers

We present a method to infer network connectivity from collective dynamics in networks of synchronizing phase oscillators. We study the long-term stationary response to temporally constant driving. For a given driving condition, measuring…

Disordered Systems and Neural Networks · Physics 2009-11-11 Marc Timme

Whether, when, and how causal interactions between neurons can be meaningfully studied from observations of neural activity alone are vital questions in neural data analysis. Here we aim to better outline the concept of functional…

Neurons and Cognition · Quantitative Biology 2023-12-05 Ian H. Stevenson