相关论文: Granger Mediation Analysis of Multiple Time Series…

This paper is motivated by studies in neuroscience experiments to understand interactions between nodes in a brain network using different types of data modalities that capture different distinct facets of brain activity. To assess…

Causal mediation analysis is widely utilized to separate the causal effect of treatment into its direct effect on the outcome and its indirect effect through an intermediate variable (the mediator). In this study we introduce a functional…

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…

Multi-electrode neurophysiological recordings produce massive quantities of data. Multivariate time series analysis provides the basic framework for analyzing the patterns of neural interactions in these data. It has long been recognized…

Granger causal modeling is an emerging topic that can uncover Granger causal relationship behind multivariate time series data. In many real-world systems, it is common to encounter a large amount of multivariate time series data collected…

In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the…

It is a challenging research endeavor to infer causal relationships in multivariate observational time-series. Such data may be represented by graphs, where nodes represent time-series, and edges directed causal influence scores between…

Exploratory analysis of time series data can yield a better understanding of complex dynamical systems. Granger causality is a practical framework for analysing interactions in sequential data, applied in a wide range of domains. In this…

Understanding causal relationships in time series is fundamental to many domains, including neuroscience, economics, and behavioral science. Granger causality is one of the well-known techniques for inferring causality in time series.…

Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of Granger causality measures used to form causality networks…

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…

Causal mediation analysis (CMA) is a powerful method to dissect the total effect of a treatment into direct and mediated effects within the potential outcome framework. This is important in many scientific applications to identify the…

Granger causality has been employed to investigate causality relations between components of stationary multiple time series. We generalize this concept by developing statistical inference for local Granger causality for multivariate…

Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of…

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…

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…

Granger causality has been used for the investigation of the inter-dependence structure of the underlying systems of multi-variate time series. In particular, the direct causal effects are commonly estimated by the conditional Granger…

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…

Mediation analysis breaks down the causal effect of a treatment on an outcome into an indirect effect, acting through a third group of variables called mediators, and a direct effect, operating through other mechanisms. Mediation analysis…

Causal mediation analysis usually requires strong assumptions, such as ignorability of the mediator, which may not hold in many social and scientific studies. Motivated by a multilevel randomized treatment experiment using functional…