54 research outputs found

    Causality indices for bivariate time series data: a comparative review of performance

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    Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental research. A number of methods for inferring causal relationships within complex dynamic and stochastic systems have been proposed but there is not a unified consistent definition of causality in the context of time series data. We evaluate the performance of ten prominent causality indices for bivariate time series, across four simulated model systems that have different coupling schemes and characteristics. Pairwise correlations between different methods, averaged across all simulations, show there is generally strong agreement between methods, with minimum, median and maximumPearson correlations between any pair (excluding two similarity indices) of 0.298, 0.719 and 0.955 respectively. In further experiments, we show that these methods are not always be invariant to real-world relevant transformations(data availability, standardisation and scaling, rounding error, missing data and noisy data). We recommend transfer entropy and nonlinear Granger causality as particularly strong approaches for estimating bivariate causal relationships inreal-world applications. Both successfully identify causal relationships and a lack thereof across multiple simulations, whilst remaining robust to rounding error, at least 20% missing data and small variance Gaussian noise. Finally, we provide flexible open-access Python code for computation of these methods and for the model simulations.TE: Engineering and Physical Sciences Research Council (EPSRC) National Productivity Investment Fund (NPIF) EP/S515334/1, reference 2089662 and Cantab Capital Institute for Mathematics of Information (CCIMI

    Our friend in the north: the origins, evolution and appeal of the cult of St Duthac of Tain in later Middle Ages

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    St Duthac of Tain was one of the most popular Scottish saints of the later middle ages. From the late fourteenth century until the reformation devotion to Duthac outstripped that of Andrew, Columba, Margaret and Mungo, and Duthac's shrine in Easter Ross became a regular haunt of James IV (1488-1513) and James V (1513-42). Hitherto historians have tacitly accepted the view of David McRoberts that Duthac was one of several local saints whose emergence and popularity in the fifteenth century was part of a wider self-consciously nationalist trend in Scottish religious practice. This study looks beyond the paradigm of nationalism to trace and explain the popularity of St Duthac from the shadowy origins of the cult to its heyday in the early sixteenth century

    Broadly engaging with tranquillity in protected landscapes:A matter of perspective identified in GIS

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    References to the subjective notion of tranquillity have long been extensively deployed in marketing\ud literature and in planning policy in relation to both its promotion and its protection, particularly in protected\ud areas. Whilst a liberal use of the term has ensued, a plethora of research interprets tranquillity\ud primarily with noise, and where broader interpretations are progressed, traditional, directional questioning\ud techniques are evident in attempts to understand tranquillity and quantify its features. Surprisingly,\ud few enquiries have taken a broader, inductive approach to determining the range of stakeholders’ views\ud and of these even fewer have engaged specifically with local residents and particularly those classed as\ud hard-to-reach. Using these latter approaches, of the few and most recent studies conducted, the Broadly\ud Engaging with Tranquillity project provides a replicable framework for determining and mapping tranquillity.\ud An extensive community engagement process launched the study, using participatory principles\ud from which stakeholders’ views were modelled using Geographical Information Systems. Results of this\ud research are reported together with an interpretation of the models created according to four distinct\ud groups representing views of institutions and members of the public. Similar views are identified amongst\ud the groups with tranquillity commonly related to natural environments, whereas nontranquillity was\ud primarily equated to seeing and hearing people and the products of human activity. Yet distinctions are\ud identified between the four groups that have important implications for who should be involved in determining\ud local characteristics of tranquillity and for how protected area managers might include nonexpert\ud views in their understanding and conservation of tranquillity

    Bayesian model selection for multilevel models using integrated likelihoods.

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    Multilevel linear models allow flexible statistical modelling of complex data with different levels of stratification. Identifying the most appropriate model from the large set of possible candidates is a challenging problem. In the Bayesian setting, the standard approach is a comparison of models using the model evidence or the Bayes factor. Explicit expressions for these quantities are available for the simplest linear models with unrealistic priors, but in most cases, direct computation is impossible. In practice, Markov Chain Monte Carlo approaches are widely used, such as sequential Monte Carlo, but it is not always clear how well such techniques perform. We present a method for estimation of the log model evidence, by an intermediate marginalisation over non-variance parameters. This reduces the dimensionality of any Monte Carlo sampling algorithm, which in turn yields more consistent estimates. The aim of this paper is to show how this framework fits together and works in practice, particularly on data with hierarchical structure. We illustrate this method on simulated multilevel data and on a popular dataset containing levels of radon in homes in the US state of Minnesota
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