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Granger causality is a commonly used method for uncovering information flow and dependencies in a time series. Here we introduce JGC (Jacobian Granger Causality), a neural network-based approach to Granger causality using the Jacobian as a…

Machine Learning · Computer Science 2022-05-20 Suryadi , Yew-Soon Ong , Lock Yue Chew

Granger causality is widely used for causal structure discovery in complex systems from multivariate time series data. Traditional Granger causality tests based on linear models often fail to detect even mild non-linear causal…

Machine Learning · Computer Science 2025-10-23 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Dependence between nodes in a network is an important concept that pervades many areas including finance, politics, sociology, genomics and the brain sciences. One way to characterize dependence between components of a multivariate time…

Machine Learning · Statistics 2024-08-08 Malik Shahid Sultan , Samuel Horvath , Hernando Ombao

Temporal networks model how the interaction between elements in a complex system evolve over time. Just like complex systems display collective dynamics, here we interpret temporal networks as trajectories performing a collective motion in…

Social and Information Networks · Computer Science 2022-10-18 Lucas Lacasa , Jorge P. Rodriguez , Victor M. Eguiluz

Neuromimetic systems are systems mimicking the functionalities orarchitecture of biological neurons and may present an alternativepath for efficient computing and information processing. We demonstratehere experimentally temporal summation…

Chaotic Dynamics · Physics 2016-01-20 F Selmi , R Braive , G Beaudoin , I Sagnes , R Kuszelewicz , Sylvain Barbay

Simultaneously recorded neurons exhibit correlations whose underlying causes are not known. Here, we use a population of threshold neurons receiving correlated inputs to model neural population recordings. We show analytically that small…

Neurons and Cognition · Quantitative Biology 2010-09-20 Jakob H Macke , Manfred Opper , Matthias Bethge

We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily complex hypotheses in a computationally…

Statistical Finance · Quantitative Finance 2010-06-14 Samantha Kleinberg , Petter N. Kolm , Bud Mishra

Delayed interactions are a common property of coupled natural systems and therefore arise in a variety of different applications. For instance, signals in neural or laser networks propagate at finite speed giving rise to delayed…

Dynamical Systems · Mathematics 2015-06-12 Leonhard Lücken , Jan Philipp Pade , Kolja Knauer , Serhiy Yanchuk

We study experiments on interacting populations of humans and AI agents, where both unit types and the interaction network remain unobserved. Although causal effects propagate throughout the system, the goal is to estimate effects on…

Machine Learning · Statistics 2026-03-03 William Overman , Sadegh Shirani , Mohsen Bayati

We show that sensorial delay alters the collective motion of self-propelling agents with aligning interactions: In a two-dimensional Vicsek model, short delays enhance the emergence of clusters and swarms, while long or negative delays…

Soft Condensed Matter · Physics 2019-07-24 Rafal Piwowarczyk , Martin Selin , Thomas Ihle , Giovanni Volpe

Particle- and agent-based systems are a ubiquitous modeling tool in many disciplines. We consider the fundamental problem of inferring interaction kernels from observations of agent-based dynamical systems given observations of…

Machine Learning · Computer Science 2020-04-01 Mauro Maggioni , Jason Miller , Ming Zhong

It is often useful in multivariate time series analysis to determine statistical causal relations between different time series. Granger causality is a fundamental measure for this purpose. Yet the traditional pairwise approach to Granger…

Neurons and Cognition · Quantitative Biology 2007-05-23 Yonghong Chen , Steven L. Bressler , Mingzhou Ding

In complex systems, external parameters often determine the phase in which the system operates, i.e., its macroscopic behavior. For nearly a century, statistical physics has extensively studied systems' transitions across phases,…

Collaboration between interconnected cyber-physical systems is becoming increasingly pervasive. Time-delays in communication channels between such systems are known to induce catastrophic failure modes, like high frequency oscillations in…

Systems and Control · Electrical Eng. & Systems 2021-09-23 Shankar A. Deka , Donggun Lee , Claire J. Tomlin

This is a comment to the paper 'A study of problems encountered in Granger causality analysis from a neuroscience perspective'. We agree that interpretation issues of Granger Causality in Neuroscience exist (partially due to the historical…

Methodology · Statistics 2017-08-24 Luca Faes , Sebastiano Stramaglia , Daniele Marinazzo

Correlations are employed in modern physics to explain microscopic and macroscopic phenomena, like the fractional quantum Hall effect and the Mott insulator state in high temperature superconductors and ultracold atoms. Simultaneously…

Neurons and Cognition · Quantitative Biology 2013-02-20 Moritz Helias , Tom Tetzlaff , Markus Diesmann

We show that the unavoidable increase in neuronal response latency to ongoing stimulation serves as a nonuniform gradual stretching of neuronal circuit delay loops and emerges as an essential mechanism in the formation of various types of…

Neurons and Cognition · Quantitative Biology 2012-12-07 Roni Vardi , Reut Timor , Shimon Marom , Moshe Abeles , Ido Kanter

Causality plays a central role in understanding interactions between variables in complex systems. These systems often exhibit state-dependent causal relationships, where both the strength and direction of causality vary with the value of…

Data Analysis, Statistics and Probability · Physics 2025-08-05 Álvaro Martínez-Sánchez , Adrián Lozano-Durán

Inference of causality is central in nonlinear time series analysis and science in general. A popular approach to infer causality between two processes is to measure the information flow between them in terms of transfer entropy. Using…

Chaotic Dynamics · Physics 2015-04-16 Jie Sun , Erik M. Bollt

The Granger framework is useful for discovering causal relations in time-varying signals. However, most Granger causality (GC) methods are developed for densely sampled timeseries data. A substantially different setting, particularly common…

Machine Learning · Computer Science 2024-12-19 Minh Nguyen , Gia H. Ngo , Mert R. Sabuncu
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