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An approach is proposed for inferring Granger causality between jointly stationary, Gaussian signals from quantized data. First, a necessary and sufficient rank criterion for the equality of two conditional Gaussian distributions is proved.…

Systems and Control · Electrical Eng. & Systems 2022-02-07 Salman Ahmadi , Girish N. Nair , Erik Weyer

This paper introduces a novel concept of impulse response decomposition to disentangle the dynamic contributions of the mediator variables in the transmission of structural shocks. We justify our decomposition by drawing on causal mediation…

Econometrics · Economics 2025-09-08 Jean-Marie Dufour , Endong Wang

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

In many natural synchronization phenomena, communication between individual elements occurs not directly, but rather through the environment. One of these instances is bacterial quorum sensing, where bacteria release signaling molecules in…

Dynamical Systems · Mathematics 2015-05-18 Giovanni Russo , Jean-Jacques E. Slotine

Stylized models of the neurodynamics that underpin sensory motor control in animals are proposed and studied. The voluntary motions of animals are typically initiated by high level intentions created in the primary cortex through a…

Systems and Control · Electrical Eng. & Systems 2021-10-12 John Baillieul , Zexin Sun

The influence of time delay in systems of two coupled excitable neurons is studied in the framework of the FitzHugh-Nagumo model. Time-delay can occur in the coupling between neurons or in a self-feedback loop. The stochastic…

Pattern Formation and Solitons · Physics 2009-11-13 E. Schoell , G. Hiller , P. Hoevel , M. A. Dahlem

Conversation is like an intricate partner dance and behavioral convergence, or the similarity in observable behaviors of partners over time, can lead to shared understanding, changed beliefs and increased rapport. This article describes a…

Computers and Society · Computer Science 2016-08-11 Tanmay Sinha

Granger causality, commonly used for inferring causal structures from time series data, has been adopted in widespread applications across various fields due to its intuitive explainability and high compatibility with emerging deep neural…

Machine Learning · Computer Science 2024-06-18 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Multi-agent systems cooperation to achieve global goals is usually limited by sensing, actuation, and communication issues. At the local level, continuous measurement and actuation is only approximated by the use of digital mechanisms that…

Optimization and Control · Mathematics 2016-11-18 Eloy Garcia , Yongcan Cao , David W. Casbeer

It becomes increasingly popular to perform mediation analysis for complex data from sophisticated experimental studies. In this paper, we present Granger Mediation Analysis (GMA), a new framework for causal mediation analysis of multiple…

Methodology · Statistics 2017-09-18 Yi Zhao , Xi Luo

Randomized experiments are a powerful methodology for data-driven evaluation of decisions or interventions. Yet, their validity may be undermined by network interference. This occurs when the treatment of one unit impacts not only its…

Methodology · Statistics 2024-10-08 Sadegh Shirani , Mohsen Bayati

What do societies, the Internet, and the human brain have in common? They are all examples of complex relational systems, whose emerging behaviours are largely determined by the non-trivial networks of interactions among their constituents,…

Physics and Society · Physics 2017-04-18 Federico Battiston , Vincenzo Nicosia , Vito Latora

Reaction time studies with computers investigate how and how quickly participants respond to changing sensory input. They promise simple and precise measurement of time and inputs and offer interesting insights into human behavior. However,…

Human-Computer Interaction · Computer Science 2024-01-09 Désirée Scholz , Linda Graefe , Thomas M. Prinz

Measures of information transfer have become a popular approach to analyze interactions in complex systems such as the Earth or the human brain from measured time series. Recent work has focused on causal definitions of information transfer…

Methodology · Statistics 2016-03-21 Jakob Runge

Our brains are viewed as interconnected distributed systems. The connections between distant areas in the brain are significantly delayed. How to obtained now in such networks with delayed interconnections? We aim to show that delayed…

Neurons and Cognition · Quantitative Biology 2019-05-31 Julien Lagarde , Nicolas Bouisset

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…

Quantitative Methods · Quantitative Biology 2015-05-14 L. Angelini , M. de Tommaso , D. Marinazzo , L. Nitti , M. Pellicoro , S. Stramaglia

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

We propose a geometric model-free causality measurebased on multivariate delay embedding that can efficiently detect linear and nonlinear causal interactions between time series with no prior information. We then exploit the proposed causal…

Neural and Evolutionary Computing · Computer Science 2016-07-26 Saba Emrani , Hamid Krim

Animals move smoothly and reliably in unpredictable environments. Models of sensorimotor control have assumed that sensory information from the environment leads to actions, which then act back on the environment, creating a single,…

Neurons and Cognition · Quantitative Biology 2023-01-11 Jing Shuang Li , Anish A. Sarma , Terrence J. Sejnowski , John C. Doyle

Spontaneous formation of clusters of synchronized spiking in a structureless ensemble of equal stochastically perturbed excitable neurons with delayed coupling is demonstrated for the first time. The effect is a consequence of a subtle…

Adaptation and Self-Organizing Systems · Physics 2015-06-04 Igor Franovic , Kristina Todorovic , Nebojsa Vasovic , Nikola Buric