Kernel method for nonlinear Granger causality

Important information on the structure of complex systems, consisting of more than one component, can be obtained by measuring to which extent the individual components exchange information among each other. Such knowledge is needed to reach a deeper comprehension of phenomena ranging from turbulent fluids to neural networks, as well as complex physiological signals. The linear Granger approach, to detect cause-effect relationships between time series, has emerged in recent years as a leading statistical technique to accomplish this task. Here we generalize Granger causality to the nonlinear case using the theory of reproducing kernel Hilbert spaces. Our method performs linear Granger causality in the feature space of suitable kernel functions, assuming arbitrary degree of nonlinearity. We develop a new strategy to cope with the problem of overfitting, based on the geometry of reproducing kernel Hilbert spaces. Applications to coupled chaotic maps and physiological data sets are presented.Comment: Revised version, accepted for publication on Physical Review Letter

Identification of network modules by optimization of ratio association

We introduce a novel method for identifying the modular structures of a network based on the maximization of an objective function: the ratio association. This cost function arises when the communities detection problem is described in the probabilistic autoencoder frame. An analogy with kernel k-means methods allows to develop an efficient optimization algorithm, based on the deterministic annealing scheme. The performance of the proposed method is shown on a real data set and on simulated networks

Conserved Ising Model on the Human Connectome

Dynamical models implemented on the large scale architecture of the human brain may shed light on how function arises from the underlying structure. This is the case notably for simple abstract models, such as the Ising model. We compare the spin correlations of the Ising model and the empirical functional brain correlations, both at the single link level and at the modular level, and show that their match increases at the modular level in anesthesia, in line with recent results and theories. Moreover, we show that at the peak of the specific heat (the \it{critical state}) the spin correlations are minimally shaped by the underlying structural network, explaining how the best match between structure and function is obtained at the onset of criticality, as previously observed. These findings confirm that brain dynamics under anesthesia shows a departure from criticality and could open the way to novel perspectives when the conserved magnetization is interpreted in terms of an homeostatic principle imposed to neural activity

Expanding the Transfer Entropy to Identify Information Subgraphs in Complex Systems

We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion are associated to informational circuits present in the system, with an informational character which can be associated to the sign of the contribution. For the sake of computational complexity, we adopt the assumption of Gaussianity and use the corresponding exact formula for the conditional mutual information. We report the application of the proposed methodology on two EEG data sets

Variational method and duality in the 2D square Potts model

The ferromagnetic q-state Potts model on a square lattice is analyzed, for q>4, through an elaborate version of the operatorial variational method. In the variational approach proposed in the paper, the duality relations are exactly satisfied, involving at a more fundamental level, a duality relationship between variational parameters. Besides some exact predictions, the approach is very effective in the numerical estimates over the whole range of temperature and can be systematically improved.Comment: 20 pages, 5 EPS figure

Phase shifts of synchronized oscillators and the systolic/diastolic blood pressure relation

We study the phase-synchronization properties of systolic and diastolic arterial pressure in healthy subjects. We find that delays in the oscillatory components of the time series depend on the frequency bands that are considered, in particular we find a change of sign in the phase shift going from the Very Low Frequency band to the High Frequency band. This behavior should reflect a collective behavior of a system of nonlinear interacting elementary oscillators. We prove that some models describing such systems, e.g. the Winfree and the Kuramoto models offer a clue to this phenomenon. For these theoretical models there is a linear relationship between phase shifts and the difference of natural frequencies of oscillators and a change of sign in the phase shift naturally emerges.Comment: 8 figures, 9 page

Phase ordering in chaotic map lattices with conserved dynamics

Dynamical scaling in a two-dimensional lattice model of chaotic maps, in contact with a thermal bath, is numerically studied. The model here proposed is equivalent to a conserved Ising model with coupligs which fluctuate over the same time scale as spin moves. When couplings fluctuations and thermal fluctuations are both important, this model does not belong to the class of universality of a Langevin equation known as model B; the scaling exponents are continuously varying with the temperature and depend on the map used. The universal behavior of model B is recovered when thermal fluctuations are dominant.Comment: 6 pages, 4 figures. Revised version accepted for publication on Physical Review E as a Rapid Communicatio

Clustering data by inhomogeneous chaotic map lattices

A new approach to clustering, based on the physical properties of inhomogeneous coupled chaotic maps, is presented. A chaotic map is assigned to each data-point and short range couplings are introduced. The stationary regime of the system corresponds to a macroscopic attractor independent of the initial conditions. The mutual information between couples of maps serves to partition the data set in clusters, without prior assumptions about the structure of the underlying distribution of the data. Experiments on simulated and real data sets show the effectiveness of the proposed algorithm.Comment: 8 pages, 6 figures. Revised version accepted for publication on Physical Review Letter

Kernel Granger causality and the analysis of dynamical networks

We propose a method of analysis of dynamical networks based on a recent measure of Granger causality between time series, based on kernel methods. The generalization of kernel Granger causality to the multivariate case, here presented, shares the following features with the bivariate measures: (i) the nonlinearity of the regression model can be controlled by choosing the kernel function and (ii) the problem of false-causalities, arising as the complexity of the model increases, is addressed by a selection strategy of the eigenvectors of a reduced Gram matrix whose range represents the additional features due to the second time series. Moreover, there is no {\it a priori} assumption that the network must be a directed acyclic graph. We apply the proposed approach to a network of chaotic maps and to a simulated genetic regulatory network: it is shown that the underlying topology of the network can be reconstructed from time series of node's dynamics, provided that a sufficient number of samples is available. Considering a linear dynamical network, built by preferential attachment scheme, we show that for limited data use of bivariate Granger causality is a better choice w.r.t methods using $L1$ minimization. Finally we consider real expression data from HeLa cells, 94 genes and 48 time points. The analysis of static correlations between genes reveals two modules corresponding to well known transcription factors; Granger analysis puts in evidence nineteen causal relationships, all involving genes related to tumor development.Comment: 14 pages, 10 figure