Search results for "causality"
showing 10 items of 258 documents
Cinema Data Mining
2015
While the physiological response of humans to emotional events or stimuli is well-investigated for many modalities (like EEG, skin resistance, ...), surprisingly little is known about the exhalation of so-called Volatile Organic Compounds (VOCs) at quite low concentrations in response to such stimuli. VOCs are molecules of relatively small mass that quickly evaporate or sublimate and can be detected in the air that surrounds us. The paper introduces a new field of application for data mining, where trace gas responses of people reacting on-line to films shown in cinemas (or movie theaters) are related to the semantic content of the films themselves. To do so, we measured the VOCs from a mov…
Assessing directional interactions among multiple physiological time series: The role of instantaneous causality
2012
This paper deals with the assessment of frequency domain causality in multivariate (MV) time series with significant instantaneous interactions. After providing different causality definitions, we introduce an extended MV autoregressive modeling approach whereby each definition is described in the time domain in terms of the model coefficients, and is quantified in the frequency domain by means of novel measures of directional connectivity. These measures are illustrated in a theoretical example showing how they reduce to known indexes when instantaneous causality is trivial, while they describe peculiar aspects of directional interaction in the presence of instantaneous causality. The appl…
Assessing Frequency Domain Causality in Cardiovascular Time Series with Instantaneous Interactions
2009
Summary Background: The partial directed coherence (PDC) is commonly used to assess in the frequency domain the existence of causal relations between two time series measured in conjunction with a set of other time series. Although the multivariate autoregressive (MVAR) model traditionally used for PDC computation accounts only for lagged effects, instantaneous effects cannot be neglected in the analysis of cardiovascular time series. Objectives: We propose the utilization of an extended MVAR model for PDC computation, in order to improve the evaluation of frequency domain causality in the presence of zero-lag correlations among multivariate time series. Methods: A procedure for the identif…
Single-trial Connectivity Estimation through the Least Absolute Shrinkage and Selection Operator.
2019
Methods based on the use of multivariate autoregressive models (MVAR) have proved to be an accurate tool for the estimation of functional links between the activity originated in different brain regions. A well-established method for the parameters estimation is the Ordinary Least Square (OLS) approach, followed by an assessment procedure that can be performed by means of Asymptotic Statistic (AS). However, the performances of both procedures are strongly influenced by the number of data samples available, thus limiting the conditions in which brain connectivity can be estimated. The aim of this paper is to introduce and test a regression method based on Least Absolute Shrinkage and Selecti…
Information Dynamics Analysis: A new approach based on Sparse Identification of Linear Parametric Models*
2020
The framework of information dynamics allows to quantify different aspects of the statistical structure of multivariate processes reflecting the temporal dynamics of a complex network. The information transfer from one process to another can be quantified through Transfer Entropy, and under the assumption of joint Gaussian variables it is strictly related to the concept of Granger Causality (GC). According to the most recent developments in the field, the computation of GC entails representing the processes through a Vector Autoregressive (VAR) model and a state space (SS) model typically identified by means of the Ordinary Least Squares (OLS). In this work, we propose a new identification …
MuTE: a MATLAB toolbox to compare established and novel estimators of the multivariate transfer entropy.
2014
A challenge for physiologists and neuroscientists is to map information transfer between components of the systems that they study at different scales, in order to derive important knowledge on structure and function from the analysis of the recorded dynamics. The components of physiological networks often interact in a nonlinear way and through mechanisms which are in general not completely known. It is then safer that the method of choice for analyzing these interactions does not rely on any model or assumption on the nature of the data and their interactions. Transfer entropy has emerged as a powerful tool to quantify directed dynamical interactions. In this paper we compare different ap…
Measuring Connectivity in Linear Multivariate Processes: Definitions, Interpretation, and Practical Analysis
2011
This tutorial paper introduces a common framework for the evaluation of widely used frequency-domain measures of coupling (coherence, partial coherence) and causality (directed coherence, partial directed coherence) from the parametric representation of linear multivariate (MV) processes. After providing a comprehensive time-domain definition of the various forms of connectivity observed in MV processes, we particularize them to MV autoregressive (MVAR) processes and derive the corresponding frequency-domain measures. Then, we discuss the theoretical interpretation of these MVAR-based connectivity measures, showing that each of them reflects a specific time-domain connectivity definition an…
Decomposing the transfer entropy to quantify lag-specific Granger causality in cardiovascular variability.
2013
We present a modification of the well known transfer entropy (TE) which makes it able to detect, besides the direction and strength of the information transfer between coupled processes, its exact timing. The approach follows a decomposition strategy which identifies--according to a lag-specific formulation of the concept of Granger causality--the set of time delays carrying significant information, and then assigns to each of these delays an amount of information transfer such that the total contribution yields the overall TE. We propose also a procedure for the practical estimation from time series data of the relevant delays and lag-specific TE in both bivariate and multivariate settings…
Algorithms for the inference of causality in dynamic processes: Application to cardiovascular and cerebrovascular variability
2015
This study faces the problem of causal inference in multivariate dynamic processes, with specific regard to the detection of instantaneous and time-lagged directed interactions. We point out the limitations of the traditional Granger causality analysis, showing that it leads to false detection of causality when instantaneous and time-lagged effects coexist in the process structure. Then, we propose an improved algorithm for causal inference that combines the Granger framework with the approach proposed by Pearl for the study of causality among multiple random variables. This new approach is compared with the traditional one in theoretical and simulated examples of interacting processes, sho…
Non-uniform multivariate embedding to assess the information transfer in cardiovascular and cardiorespiratory variability series
2012
The complexity of the short-term cardiovascular control prompts for the introduction of multivariate (MV) nonlinear time series analysis methods to assess directional interactions reflecting the underlying regulatory mechanisms. This study introduces a new approach for the detection of nonlinear Granger causality in MV time series, based on embedding the series by a sequential, non-uniform procedure, and on estimating the information flow from one series to another by means of the corrected conditional entropy. The approach is validated on short realizations of linear stochastic and nonlinear deterministic processes, and then evaluated on heart period, systolic arterial pressure and respira…