Measuring autonomy and emergence via Granger causality

Concepts of emergence and autonomy are central to artificial life and related cognitive and behavioral sciences. However, quantitative and easy-to-apply measures of these phenomena are mostly lacking. Here, I describe quantitative and practicable measures for both autonomy and emergence, based on the framework of multivariate autoregression and specifically Granger causality. G-autonomy measures the extent to which the knowing the past of a variable helps predict its future, as compared to predictions based on past states of external (environmental) variables. G-emergence measures the extent to which a process is both dependent upon and autonomous from its underlying causal factors. These measures are validated by application to agent-based models of predation (for autonomy) and flocking (for emergence). In the former, evolutionary adaptation enhances autonomy; the latter model illustrates not only emergence but also downward causation. I end with a discussion of relations among autonomy, emergence, and consciousness

Multivariate Granger Causality and Generalized Variance

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 between single (univariate) variables within a system, perhaps conditioned on other variables. However, interactions do not necessarily take place between single variables, but may occur among groups, or "ensembles", of variables. In this study we establish a principled framework for Granger causality in the context of causal interactions among two or more multivariate sets of variables. Building on Geweke's seminal 1982 work, we offer new justifications for one particular form of multivariate Granger causality based on the generalized variances of residual errors. Taken together, our results support a comprehensive and theoretically consistent extension of Granger causality to the multivariate case. Treated individually, they highlight several specific advantages of the generalized variance measure, which we illustrate using applications in neuroscience as an example. We further show how the measure can be used to define "partial" Granger causality in the multivariate context and we also motivate reformulations of "causal density" and "Granger autonomy". Our results are directly applicable to experimental data and promise to reveal new types of functional relations in complex systems, neural and otherwise.Comment: added 1 reference, minor change to discussion, typos corrected; 28 pages, 3 figures, 1 table, LaTe

Statistical Mechanics and Information-Theoretic Perspectives on Complexity in the Earth System

Peer reviewedPublisher PD

A Toolbox to Analyze Emergence in Multiagent Simulations

The field of complexity science often employs multiagent simulations to investigate complex and emergent behavior. Authors in complexity science have suggested that the discussion of complex systems could benefit from a more systematic approach and a more compact mathematical way to describe the behavior of such systems in addition to the common observations and interpretations taking place today. Regarding quantitative measures to capture emergent phenomena, several approaches have been published, but have not yet been put to wide systematic use in the research community. One reason for this could be the manual effort required to investigate multiagent systems in a quantitatively accurate form. Toward this end, there has so far been a lack of appropriate and easy-to-use IT-based tools. To eliminate this deficiency, we present a software library, which enables researchers to integrate emergence measurements into experiments with multiagent modeling tools such as Repast and NetLogo. The major benefit for researchers is that this toolbox enables them to make comparable, quantitatively well-grounded statements about the emergent behavior of the model at hand. The toolbox therefore provides researchers with a standardized artifact that can be employed in a systematic methodological approach to the analysis of multiagent systems

Causal connectivity of evolved neural networks during behavior

To show how causal interactions in neural dynamics are modulated by behavior, it is valuable to analyze these interactions without perturbing or lesioning the neural mechanism. This paper proposes a method, based on a graph-theoretic extension of vector autoregressive modeling and 'Granger causality,' for characterizing causal interactions generated within intact neural mechanisms. This method, called 'causal connectivity analysis' is illustrated via model neural networks optimized for controlling target fixation in a simulated head-eye system, in which the structure of the environment can be experimentally varied. Causal connectivity analysis of this model yields novel insights into neural mechanisms underlying sensorimotor coordination. In contrast to networks supporting comparatively simple behavior, networks supporting rich adaptive behavior show a higher density of causal interactions, as well as a stronger causal flow from sensory inputs to motor outputs. They also show different arrangements of 'causal sources' and 'causal sinks': nodes that differentially affect, or are affected by, the remainder of the network. Finally, analysis of causal connectivity can predict the functional consequences of network lesions. These results suggest that causal connectivity analysis may have useful applications in the analysis of neural dynamics

Information flow between resting state networks

The resting brain dynamics self-organizes into a finite number of correlated patterns known as resting state networks (RSNs). It is well known that techniques like independent component analysis can separate the brain activity at rest to provide such RSNs, but the specific pattern of interaction between RSNs is not yet fully understood. To this aim, we propose here a novel method to compute the information flow (IF) between different RSNs from resting state magnetic resonance imaging. After haemodynamic response function blind deconvolution of all voxel signals, and under the hypothesis that RSNs define regions of interest, our method first uses principal component analysis to reduce dimensionality in each RSN to next compute IF (estimated here in terms of Transfer Entropy) between the different RSNs by systematically increasing k (the number of principal components used in the calculation). When k = 1, this method is equivalent to computing IF using the average of all voxel activities in each RSN. For k greater than one our method calculates the k-multivariate IF between the different RSNs. We find that the average IF among RSNs is dimension-dependent, increasing from k =1 (i.e., the average voxels activity) up to a maximum occurring at k =5 to finally decay to zero for k greater than 10. This suggests that a small number of components (close to 5) is sufficient to describe the IF pattern between RSNs. Our method - addressing differences in IF between RSNs for any generic data - can be used for group comparison in health or disease. To illustrate this, we have calculated the interRSNs IF in a dataset of Alzheimer's Disease (AD) to find that the most significant differences between AD and controls occurred for k =2, in addition to AD showing increased IF w.r.t. controls.Comment: 47 pages, 5 figures, 4 tables, 3 supplementary figures. Accepted for publication in Brain Connectivity in its current for

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

We propose several econometric measures of connectedness based on principal-components analysis and Granger-causality networks, and apply them to the monthly returns of hedge funds, banks, broker/dealers, and insurance companies. We find that all four sectors have become highly interrelated over the past decade, likely increasing the level of systemic risk in the finance and insurance industries through a complex and time-varying network of relationships. These measures can also identify and quantify financial crisis periods, and seem to contain predictive power in out-of-sample tests. Our results show an asymmetry in the degree of connectedness among the four sectors, with banks playing a much more important role in transmitting shocks than other financial institutions.Systemic Risk; Financial Institutions; Liquidity; Financial Crises

Graph analysis of functional brain networks: practical issues in translational neuroscience

The brain can be regarded as a network: a connected system where nodes, or units, represent different specialized regions and links, or connections, represent communication pathways. From a functional perspective communication is coded by temporal dependence between the activities of different brain areas. In the last decade, the abstract representation of the brain as a graph has allowed to visualize functional brain networks and describe their non-trivial topological properties in a compact and objective way. Nowadays, the use of graph analysis in translational neuroscience has become essential to quantify brain dysfunctions in terms of aberrant reconfiguration of functional brain networks. Despite its evident impact, graph analysis of functional brain networks is not a simple toolbox that can be blindly applied to brain signals. On the one hand, it requires a know-how of all the methodological steps of the processing pipeline that manipulates the input brain signals and extract the functional network properties. On the other hand, a knowledge of the neural phenomenon under study is required to perform physiological-relevant analysis. The aim of this review is to provide practical indications to make sense of brain network analysis and contrast counterproductive attitudes