Causal information approach to partial conditioning in multivariate data sets

DOI10.1155/2012/303601zbMATH Open1244.62126DBLPjournals/cmmm/MarinazzoPS12arXiv1111.0680OpenAlexW2592846171WikidataQ34295393 ScholiaQ34295393MaRDI QIDQ428232FDOQ428232

S. Stramaglia, D. Marinazzo, M. Pellicoro

Publication date: 19 June 2012

Published in: Computational \& Mathematical Methods in Medicine (Search for Journal in Brave)

Abstract: When evaluating causal influence from one time series to another in a multivariate dataset it is necessary to take into account the conditioning effect of the other variables. In the presence of many variables, and possibly of a reduced number of samples, full conditioning can lead to computational and numerical problems. In this paper we address the problem of partial conditioning to a limited subset of variables, in the framework of information theory. The proposed approach is tested on simulated datasets and on an example of intracranial EEG recording from an epileptic subject. We show that, in many instances, conditioning on a small number of variables, chosen as the most informative ones for the driver node, leads to results very close to those obtained with a fully multivariate analysis, and even better in the presence of a small number of samples. This is particularly relevant when the pattern of causalities is sparse.

Full work available at URL: https://arxiv.org/abs/1111.0680

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural biology (92C20) Biomedical imaging and signal processing (92C55)

Cites Work

• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Measures of Conditional Linear Dependence and Feedback Between Time Series
• Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance
• Grouping time series by pairwise measures of redundancy
• Predictable processes and Wold's decomposition: A review

Cited In (6)

• Assessing the strength of cardiac and sympathetic baroreflex controls via transfer entropy during orthostatic challenge
• Two stage approach to functional network reconstruction for binary time-series
• Detecting direct causality in multivariate time series: a comparative study
• Shortcomings of Transfer Entropy and Partial Transfer Entropy: Extending Them to Escape the Curse of Dimensionality
• Lasso Granger Causal Models: Some Strategies and Their Efficiency for Gene Expression Regulatory Networks
• Causation entropy from symbolic representations of dynamical systems

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