2,935 research outputs found
Supervised estimation of Granger-based causality between time series
Brain effective connectivity aims to detect causal interactions between distinct brain units and it is typically studied through the analysis of direct measurements of the neural activity, e.g., magneto/electroencephalography (M/EEG) signals. The literature on methods for causal inference is vast. It includes model-based methods in which a generative model of the data is assumed and model-free methods that directly infer causality from the probability distribution of the underlying stochastic process. Here, we firstly focus on the model-based methods developed from the Granger criterion of causality, which assumes the autoregressive model of the data. Secondly, we introduce a new perspective, that looks at the problem in a way that is typical of the machine learning literature. Then, we formulate the problem of causality detection as a supervised learning task, by proposing a classification-based approach. A classifier is trained to identify causal interactions between time series for the chosen model and by means of a proposed feature space. In this paper, we are interested in comparing this classification-based approach with the standard Geweke measure of causality in the time domain, through simulation study. Thus, we customized our approach to the case of a MAR model and designed a feature space which contains causality measures based on the idea of precedence and predictability in time. Two variations of the supervised method are proposed and compared to a standard Granger causal analysis method. The results of the simulations show that the supervised method outperforms the standard approach, in particular it is more robust to noise. As evidence of the efficacy of the proposed method, we report the details of our submission to the causality detection competition of Biomag2014, where the proposed method reached the 2nd place. Moreover, as empirical application, we applied the supervised approach on a dataset of neural recordings of rats obtaining an important reduction in the false positive rate
Beyond element-wise interactions: identifying complex interactions in biological processes
Background: Biological processes typically involve the interactions of a number of elements (genes, cells) acting on each others. Such processes are often modelled as networks whose nodes are the elements in question and edges pairwise relations between them (transcription, inhibition). But more often than not, elements actually work cooperatively or competitively to achieve a task. Or an element can act on the interaction between two others, as in the case of an enzyme controlling a reaction rate. We call “complex” these types of interaction and propose ways to identify them from time-series observations.
Methodology: We use Granger Causality, a measure of the interaction between two signals, to characterize the influence of an enzyme on a reaction rate. We extend its traditional formulation to the case of multi-dimensional signals in order to capture group interactions, and not only element interactions. Our method is extensively tested on simulated data and applied to three biological datasets: microarray data of the Saccharomyces cerevisiae yeast, local field potential recordings of two brain areas and a metabolic reaction.
Conclusions: Our results demonstrate that complex Granger causality can reveal new types of relation between signals and is particularly suited to biological data. Our approach raises some fundamental issues of the systems biology approach since finding all complex causalities (interactions) is an NP hard problem
On the interpretability and computational reliability of frequency-domain Granger causality
This is a comment to the paper 'A study of problems encountered in Granger
causality analysis from a neuroscience perspective'. We agree that
interpretation issues of Granger Causality in Neuroscience exist (partially due
to the historical unfortunate use of the name 'causality', as nicely described
in previous literature). On the other hand we think that the paper uses a
formulation of Granger causality which is outdated (albeit still used), and in
doing so it dismisses the measure based on a suboptimal use of it. Furthermore,
since data from simulated systems are used, the pitfalls that are found with
the used formulation are intended to be general, and not limited to
neuroscience. It would be a pity if this paper, even written in good faith,
became a wildcard against all possible applications of Granger Causality,
regardless of the hard work of colleagues aiming to seriously address the
methodological and interpretation pitfalls. In order to provide a balanced
view, we replicated their simulations used the updated State Space
implementation, proposed already some years ago, in which the pitfalls are
mitigated or directly solved
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
Tensor Analysis and Fusion of Multimodal Brain Images
Current high-throughput data acquisition technologies probe dynamical systems
with different imaging modalities, generating massive data sets at different
spatial and temporal resolutions posing challenging problems in multimodal data
fusion. A case in point is the attempt to parse out the brain structures and
networks that underpin human cognitive processes by analysis of different
neuroimaging modalities (functional MRI, EEG, NIRS etc.). We emphasize that the
multimodal, multi-scale nature of neuroimaging data is well reflected by a
multi-way (tensor) structure where the underlying processes can be summarized
by a relatively small number of components or "atoms". We introduce
Markov-Penrose diagrams - an integration of Bayesian DAG and tensor network
notation in order to analyze these models. These diagrams not only clarify
matrix and tensor EEG and fMRI time/frequency analysis and inverse problems,
but also help understand multimodal fusion via Multiway Partial Least Squares
and Coupled Matrix-Tensor Factorization. We show here, for the first time, that
Granger causal analysis of brain networks is a tensor regression problem, thus
allowing the atomic decomposition of brain networks. Analysis of EEG and fMRI
recordings shows the potential of the methods and suggests their use in other
scientific domains.Comment: 23 pages, 15 figures, submitted to Proceedings of the IEE
The MVGC multivariate Granger causality toolbox: a new approach to Granger-causal inference
Background: Wiener-Granger causality (“G-causality”) is a statistical notion of causality applicable to time series data, whereby cause precedes, and helps predict, effect. It is defined in both time and frequency domains, and allows for the conditioning out of common causal influences. Originally developed in the context of econometric theory, it has since achieved broad application in the neurosciences and beyond. Prediction in the G-causality formalism is based on VAR (Vector AutoRegressive) modelling.
New Method: The MVGC Matlab c Toolbox approach to G-causal inference is based on multiple equivalent representations of a VAR model by (i) regression parameters, (ii) the autocovariance sequence and (iii) the cross-power spectral density of the underlying process. It features a variety of algorithms for moving between these representations, enabling selection of the most suitable algorithms with regard to computational efficiency and numerical accuracy.
Results: In this paper we explain the theoretical basis, computational strategy and application to empirical G-causal inference of the MVGC Toolbox. We also show via numerical simulations the advantages of our Toolbox over previous methods in terms of computational accuracy and statistical inference.
Comparison with Existing Method(s): The standard method of computing G-causality involves estimation of parameters for both a full and a nested (reduced) VAR model. The MVGC approach, by contrast, avoids explicit estimation of the reduced model, thus eliminating a source of estimation error and improving statistical power, and in addition facilitates fast and accurate estimation of the computationally awkward case of conditional G-causality in the frequency domain.
Conclusions: The MVGC Toolbox implements a flexible, powerful and efficient approach to G-causal inference.
Keywords: Granger causality, vector autoregressive modelling, time series analysi
Disentangling causal webs in the brain using functional Magnetic Resonance Imaging: A review of current approaches
In the past two decades, functional Magnetic Resonance Imaging has been used
to relate neuronal network activity to cognitive processing and behaviour.
Recently this approach has been augmented by algorithms that allow us to infer
causal links between component populations of neuronal networks. Multiple
inference procedures have been proposed to approach this research question but
so far, each method has limitations when it comes to establishing whole-brain
connectivity patterns. In this work, we discuss eight ways to infer causality
in fMRI research: Bayesian Nets, Dynamical Causal Modelling, Granger Causality,
Likelihood Ratios, LiNGAM, Patel's Tau, Structural Equation Modelling, and
Transfer Entropy. We finish with formulating some recommendations for the
future directions in this area
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