相关论文: Kernel method for nonlinear Granger causality

That physiological oscillations of various frequencies are present in fMRI signals is the rule, not the exception. Herein, we propose a novel theoretical framework, spatio-temporal Granger causality, which allows us to more reliably and…

We address the problem to estimate a dynamic network whose edges describe Granger causality relations and whose topology has a Kronecker structure. Such a structure arises in many real networks and allows to understand the organization of…

Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

In kernel methods, temporal information on the data is commonly included by using time-delayed embeddings as inputs. Recently, an alternative formulation was proposed by defining a gamma-filter explicitly in a reproducing kernel Hilbert…

Identifying the causal structure of systems with multiple dynamic elements is critical to several scientific disciplines. The conventional approach is to conduct statistical tests of causality, for example with Granger Causality, between…

Physicists are starting to work in areas where noisy signal analysis is required. In these fields, such as Economics, Neuroscience, and Physics, the notion of causality should be interpreted as a statistical measure. We introduce to the lay…

While most classical approaches to Granger causality detection repose upon linear time series assumptions, many interactions in neuroscience and economics applications are nonlinear. We develop an approach to nonlinear Granger causality…

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…

We study Granger causality in the context of wide-sense stationary time series, where our focus is on the topological aspects of the underlying causality graph. We establish sufficient conditions (in particular, we develop the notion of a…

Granger causality analysis is a popular method for inference on directed interactions in complex systems of many variables. A shortcoming of the standard framework for Granger causality is that it only allows for examination of interactions…

Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…

Causal inference is central to statistics and scientific discovery, enabling researchers to identify cause-and-effect relationships beyond associations. While traditionally studied within Euclidean spaces, contemporary applications…

Causality in time series can be challenging to determine, especially in the presence of non-linear dependencies. Granger causality helps analyze potential relationships between variables, thereby offering a method to determine whether one…

Identifying directed interactions between species from time series of their population densities has many uses in ecology. This key statistical task is equivalent to causal time series inference, which connects to the Granger causality (GC)…

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…

Global warming is leading to unprecedented changes in our planet, with great societal, economical and environmental implications, especially with the growing demand of biofuels and food. Assessing the impact of climate on vegetation is of…

Extracting the interaction rules of biological agents from movement sequences pose challenges in various domains. Granger causality is a practical framework for analyzing the interactions from observed time-series data; however, this…

Causal discovery, beyond the inference of a network as a collection of connected dots, offers a crucial functionality in scientific discovery using artificial intelligence. The questions that arise in multiple domains, such as physics,…

We study Ising models for describing data and show that autoregressive methods may be used to learn their connections, also in the case of asymmetric connections and for multi-spin interactions. For each link the linear Granger causality is…

Characterising cause-effect relationships in complex systems is fundamental to understanding their underlying mechanisms. Granger causality (GC) remains a widely used computational tool for identifying causal relationships in time series…