Causal conditioning and instantaneous coupling in causality graphs

The paper investigates the link between Granger causality graphs recently formalized by Eichler and directed information theory developed by Massey and Kramer. We particularly insist on the implication of two notions of causality that may occur in physical systems. It is well accepted that dynamical causality is assessed by the conditional transfer entropy, a measure appearing naturally as a part of directed information. Surprisingly the notion of instantaneous causality is often overlooked, even if it was clearly understood in early works. In the bivariate case, instantaneous coupling is measured adequately by the instantaneous information exchange, a measure that supplements the transfer entropy in the decomposition of directed information. In this paper, the focus is put on the multivariate case and conditional graph modeling issues. In this framework, we show that the decomposition of directed information into the sum of transfer entropy and information exchange does not hold anymore. Nevertheless, the discussion allows to put forward the two measures as pillars for the inference of causality graphs. We illustrate this on two synthetic examples which allow us to discuss not only the theoretical concepts, but also the practical estimation issues.Comment: submitte

Technological Capability and Productivity Growth: An Industrialized / Industrializing Country Comparison

The importance of technical change as a crucial element explaining inter-country differences in levels and rates of change in industrial productivity has been increasingly acknowledged. Hence, growing significance has been attached to developing the capability to generate such change. However, the perceived nature of that capability (described here as technological capability) and its links to productivity growth are still poorly understood. This paper empirically explores the links between (i) technological capability (the causal variable) (ii) the generation of technical changes (the intermediate variable) and (iii) productivity growth (the end-result variable). In particular, it examines organizational dimensions of technological capability. L'importance des changements techniques comme éléments clés expliquant les différences entre pays quant aux niveaux et aux taux de productivité industrielle est de plus en plus reconnue. En conséquence, il y a un intérêt croissant quant au développement des capacités nécessaires à de tels changements. Cependant, la nature de cette capacité (dite capacité technologique) et ses liens avec la croissance de productivité est encore peu comprise. Cet article explore empiriquement les liens entre (i) la capacité technologique (variable causale) (ii) la génération de changements techniques (variable intermédiaire) et (iii) la croissance de productivité (variable résultante). En particulier, il examine les dimensions organisationnelles de la capacité technologique.technological capability, organizational systems, technical change, productivity growth, pulp and paper, India, Canada, capacité technologique, systèmes organisationnels, changement technique, croissance de productivité, pâtes et papiers, Inde, Canada

Variance asymptotics and scaling limits for Gaussian Polytopes

Let $K_n$ be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on $\R^d$. We establish variance asymptotics as $n \to \infty$ for the re-scaled intrinsic volumes and $k$-face functionals of $K_n$, $k \in \{0,1,...,d-1\}$, resolving an open problem. Variance asymptotics are given in terms of functionals of germ-grain models having parabolic grains with apices at a Poisson point process on $\R^{d-1} \times \R$ with intensity $e^h dh dv$. The scaling limit of the boundary of $K_n$ as $n \to \infty$ converges to a festoon of parabolic surfaces, coinciding with that featuring in the geometric construction of the zero viscosity solution to Burgers' equation with random input

Informal Thinkering: How Is It Important?

This paper examines innovation processes or technical change-generation processes at the firm level. It emphasizes the notion that the element of technical and technological change that is a determinant of productivity growth is strongly induced by internal factors related to the firm's behavior, via investment in R&D but also, and importantly, on the basis of informal thinkering within plants. This research is unique in that it seeks first, to examine the pattern of technical change and its ensuing productivity growth, and second, to make a comparison between an industrialized and an industrializing country. This comparison is conducted by empirically comparing mills in the pulp and paper manufacturing sector in two countries: Canada and India. The overall analysis is based on direct observations at the mill level, face-to-face interviews and on analysis of mill documentary records. This paper highlights the importance of managing change as a continuous process. The introduction of intermittent, step-jump technical changes contributed little to explain the differences in performance between the mills. Much more important are (i) the continuing sequences of smaller investments in technical change, often linked to the larger step-jumps, and (ii) the existence of steady streams of changes and improvements that are unrecorded as capital expenditure Cet article examine des processus d'innovation ou de génération de changements techniques au niveau de la firme. Il met l'emphase sur le fait que les paramètres clés connexes aux changements techniques et technologiques ayant un impact sur la croissance de productivité sont induits par des facteurs behavioraux internes à la firme. Les changements peuvent être le résultat d'investissement dans la R&D,0501s aussi, et de façon significative, le résultat de processus de conceptions informelles à l'intérieur des firmes. Cette recherche examiner dans un premier temps des processus de changements techniques et la croissance de productivité en résultant. Dans un deuxième temps, elle fait une analyse comparative entre pays industrialisés et s'industrialisant. Cette étude empirique est basée sur des données de première0501n (observations directes, entrevues personnelles, documents internes) collectées dans neuf usines de pâtes et papiers dans deux pays (Canada et Inde). Ce papier met en évidence l'importance de gérer le changement comme un processus continu. L'introduction de changements techniques par sauts intermittents contribue peu à expliquer les différences de croissance de productivité entre les usines. Plus significatives sont (i) les séquences continues de petits investissements (changements techniques), souvent liés aux plus grands changements par sauts, et (ii) l'existence d'un flux continu de changements et d'améliorations qui ne sont pas officiellement enregistrés (aux livres, de façon comptable) comme des investissements en capitaux.Technical change, incremental change, performance measure-ment, continuous improvement, capital investment, pulp and paper, India, Canada, Changement technique, changements par incréments, mesures de performance, amélioration continue, investment capital, pâtes et papiers, Inde, Canada

Variance Asymptotics and Scaling Limits for Random Polytopes

Let K be a convex set in R d and let K $\lambda$ be the convex hull of a homogeneous Poisson point process P $\lambda$ of intensity $\lambda$ on K. When K is a simple polytope, we establish scaling limits as $\lambda$ $\rightarrow$ $\infty$ for the boundary of K $\lambda$ in a vicinity of a vertex of K and we give variance asymptotics for the volume and k-face functional of K $\lambda$, k $\in$ {0, 1, ..., d -- 1}, resolving an open question posed in [18]. The scaling limit of the boundary of K $\lambda$ and the variance asymptotics are described in terms of a germ-grain model consisting of cone-like grains pinned to the extreme points of a Poisson point process on R d--1 $\times$ R having intensity \sqrt de dh dhdv