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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…

定量方法 · 定量生物学 2015-05-14 L. Angelini , M. de Tommaso , D. Marinazzo , L. Nitti , M. Pellicoro , S. Stramaglia

Granger causality analysis, as one of the most popular time series causality methods, has been widely used in the economics, neuroscience. However, unobserved confounders is a fundamental problem in the observational studies, which is still…

机器学习 · 计算机科学 2019-09-10 Yuan Meng

There is increasing interest in learning how human brain networks vary as a function of a continuous trait, but flexible and efficient procedures to accomplish this goal are limited. We develop a Bayesian semiparametric model, which…

统计方法学 · 统计学 2017-02-02 Lu Wang , Daniele Durante , Rex E. Jung , David B. Dunson

Bayesian Image-on-Scalar Regression (ISR) provides flexible, uncertainty-aware neuroimaging analysis. However, applying ISR to large-scale datasets such as the UK Biobank is challenging due to intensive computational demands and the need to…

应用统计 · 统计学 2026-02-09 Yuliang Xu , Timothy D. Johnson , Thomas E. Nichols , Jian Kang

Concepts of Granger causality (GC) and Granger autonomy (GA) are central to assess the dynamics of coupled physiologic processes. While causality measures have been already proposed and applied in time and frequency domains, measures…

信号处理 · 电气工程与系统科学 2023-07-20 Laura Sparacino , Yuri Antonacci , Chiara Barà , Angela Valenti , Alberto Porta , Luca Faes

Many applications in medical statistics as well as in other fields can be described by transitions between multiple states (e.g. from health to disease) experienced by individuals over time. In this context, multi-state models are a popular…

Exploiting the theory of state space models, we derive the exact expressions of the information transfer, as well as redundant and synergistic transfer, for coupled Gaussian processes observed at multiple temporal scales. All of the terms,…

统计方法学 · 统计学 2017-08-21 Luca Faes , Daniele Marinazzo , Sebastiano Stramaglia

The ubiquity of multiscale interactions in complex systems is well-recognized, with development and heredity serving as a prime example of how processes at different temporal scales influence one another. This work introduces a novel…

信号处理 · 电气工程与系统科学 2024-09-04 Nayely Vélez-Cruz , Manfred D. Laubichler

Effective connectivity analysis provides an understanding of the functional organization of the brain by studying how activated regions influence one other. We propose a nonparametric Bayesian approach to model effective connectivity…

应用统计 · 统计学 2011-07-22 Sourabh Bhattacharya , Ranjan Maitra

We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…

统计方法学 · 统计学 2020-10-06 Joseph Antonelli , Georgia Papadogeorgou , Francesca Dominici

A novel spatial autoregressive model for panel data is introduced, which incorporates multilayer networks and accounts for time-varying relationships. Moreover, the proposed approach allows the structural variance to evolve smoothly over…

应用统计 · 统计学 2023-10-27 Michele Costola , Matteo Iacopini , Casper Wichers

The quantile varying coefficient (VC) model can flexibly capture dynamical patterns of regression coefficients. In addition, due to the quantile check loss function, it is robust against outliers and heavy-tailed distributions of the…

统计方法学 · 统计学 2023-07-11 Fei Zhou , Jie Ren , Shuangge Ma , Cen Wu

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…

机器学习 · 统计学 2022-03-22 Jacek P. Dmochowski

Joint models (JM) for longitudinal and survival data have gained increasing interest and found applications in a wide range of clinical and biomedical settings. These models facilitate the understanding of the relationship between outcomes…

统计方法学 · 统计学 2023-08-25 Sida Chen , Danilo Alvares , Christopher Jackson , Jessica Barrett

Intensive longitudinal biomarker data are increasingly common in scientific studies that seek temporally granular understanding of the role of behavioral and physiological factors in relation to outcomes of interest. Intensive longitudinal…

统计方法学 · 统计学 2024-01-17 Mingyan Yu , Zhenke Wu , Margaret Hicken , Michael R. Elliott

In this letter we discuss use of Granger causality to the analyze systems of coupled circular variables, by modifying a recently proposed method for multivariate analysis of causality. We show the application of the proposed approach on…

无序系统与神经网络 · 物理学 2015-05-13 Leonardo Angelini , Mario Pellicoro , Sebastiano Stramaglia

Introduced more than a half century ago, Granger causality has become a popular tool for analyzing time series data in many application domains, from economics and finance to genomics and neuroscience. Despite this popularity, the validity…

统计方法学 · 统计学 2021-05-10 Ali Shojaie , Emily B. Fox

Bayesian networks are powerful statistical models to study the probabilistic relationships among set random variables with major applications in disease modeling and prediction. Here, we propose a continuous time Bayesian network with…

机器学习 · 计算机科学 2021-07-16 Syed Hasib Akhter Faruqui , Adel Alaeddini , Jing Wang , Carlos A. Jaramillo

Background: Any treatment of multiple sclerosis should preserve mental function, considering how cognitive deterioration interferes with quality of life. However, mental assessment is still realized with neuro-psychological tests without…

A widely-used model for determining the long-term health impacts of public health interventions, often called a "multistate lifetable", requires estimates of incidence, case fatality, and sometimes also remission rates, for multiple…

应用统计 · 统计学 2023-03-23 Christopher Jackson , Belen Zapata-Diomedi , James Woodcock