34,292 research outputs found

    A time series causal model

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    Cause-effect relations are central in economic analysis. Uncovering empirical cause-effect relations is one of the main research activities of empirical economics. In this paper we develop a time series casual model to explore casual relations among economic time series. The time series causal model is grounded on the theory of inferred causation that is a probabilistic and graph-theoretic approach to causality featured with automated learning algorithms. Applying our model we are able to infer cause-effect relations that are implied by the observed time series data. The empirically inferred causal relations can then be used to test economic theoretical hypotheses, to provide evidence for formulation of theoretical hypotheses, and to carry out policy analysis. Time series causal models are closely related to the popular vector autoregressive (VAR) models in time series analysis. They can be viewed as restricted structural VAR models identified by the inferred causal relations.Inferred Causation, Automated Learning, VAR, Granger Causality, Wage-Price Spiral

    Network perspectives on epilepsy using EEG/MEG source connectivity

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    The evolution of EEG/MEG source connectivity is both, a promising, and controversial advance in the characterization of epileptic brain activity. In this narrative review we elucidate the potential of this technology to provide an intuitive view of the epileptic network at its origin, the different brain regions involved in the epilepsy, without the limitation of electrodes at the scalp level. Several studies have confirmed the added value of using source connectivity to localize the seizure onset zone and irritative zone or to quantify the propagation of epileptic activity over time. It has been shown in pilot studies that source connectivity has the potential to obtain prognostic correlates, to assist in the diagnosis of the epilepsy type even in the absence of visually noticeable epileptic activity in the EEG/MEG, and to predict treatment outcome. Nevertheless, prospective validation studies in large and heterogeneous patient cohorts are still lacking and are needed to bring these techniques into clinical use. Moreover, the methodological approach is challenging, with several poorly examined parameters that most likely impact the resulting network patterns. These fundamental challenges affect all potential applications of EEG/MEG source connectivity analysis, be it in a resting, spiking, or ictal state, and also its application to cognitive activation of the eloquent area in presurgical evaluation. However, such method can allow unique insights into physiological and pathological brain functions and have great potential in (clinical) neuroscience

    Disentangling causal webs in the brain using functional Magnetic Resonance Imaging: A review of current approaches

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    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

    Marginal integration for nonparametric causal inference

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    We consider the problem of inferring the total causal effect of a single variable intervention on a (response) variable of interest. We propose a certain marginal integration regression technique for a very general class of potentially nonlinear structural equation models (SEMs) with known structure, or at least known superset of adjustment variables: we call the procedure S-mint regression. We easily derive that it achieves the convergence rate as for nonparametric regression: for example, single variable intervention effects can be estimated with convergence rate n−2/5n^{-2/5} assuming smoothness with twice differentiable functions. Our result can also be seen as a major robustness property with respect to model misspecification which goes much beyond the notion of double robustness. Furthermore, when the structure of the SEM is not known, we can estimate (the equivalence class of) the directed acyclic graph corresponding to the SEM, and then proceed by using S-mint based on these estimates. We empirically compare the S-mint regression method with more classical approaches and argue that the former is indeed more robust, more reliable and substantially simpler.Comment: 40 pages, 14 figure
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