Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in the financial system

PubMed Central

Huang, Shupei; Sun, Xiaoqi; Hao, Xiaoqing; An, Feng

2018-01-01

Microscopic factors are the basis of macroscopic phenomena. We proposed a network analysis paradigm to study the macroscopic financial system from a microstructure perspective. We built the cointegration network model and the Granger causality network model based on econometrics and complex network theory and chose stock price time series of the real estate industry and its upstream and downstream industries as empirical sample data. Then, we analysed the cointegration network for understanding the steady long-term equilibrium relationships and analysed the Granger causality network for identifying the diffusion paths of the potential risks in the system. The results showed that the influence from a few key stocks can spread conveniently in the system. The cointegration network and Granger causality network are helpful to detect the diffusion path between the industries. We can also identify and intervene in the transmission medium to curb risk diffusion. PMID:29657804

Prophetic Granger Causality to infer gene regulatory networks.

PubMed

Carlin, Daniel E; Paull, Evan O; Graim, Kiley; Wong, Christopher K; Bivol, Adrian; Ryabinin, Peter; Ellrott, Kyle; Sokolov, Artem; Stuart, Joshua M

2017-01-01

We introduce a novel method called Prophetic Granger Causality (PGC) for inferring gene regulatory networks (GRNs) from protein-level time series data. The method uses an L1-penalized regression adaptation of Granger Causality to model protein levels as a function of time, stimuli, and other perturbations. When combined with a data-independent network prior, the framework outperformed all other methods submitted to the HPN-DREAM 8 breast cancer network inference challenge. Our investigations reveal that PGC provides complementary information to other approaches, raising the performance of ensemble learners, while on its own achieves moderate performance. Thus, PGC serves as a valuable new tool in the bioinformatics toolkit for analyzing temporal datasets. We investigate the general and cell-specific interactions predicted by our method and find several novel interactions, demonstrating the utility of the approach in charting new tumor wiring.

Prophetic Granger Causality to infer gene regulatory networks

PubMed Central

Carlin, Daniel E.; Paull, Evan O.; Graim, Kiley; Wong, Christopher K.; Bivol, Adrian; Ryabinin, Peter; Ellrott, Kyle; Sokolov, Artem

2017-01-01

We introduce a novel method called Prophetic Granger Causality (PGC) for inferring gene regulatory networks (GRNs) from protein-level time series data. The method uses an L1-penalized regression adaptation of Granger Causality to model protein levels as a function of time, stimuli, and other perturbations. When combined with a data-independent network prior, the framework outperformed all other methods submitted to the HPN-DREAM 8 breast cancer network inference challenge. Our investigations reveal that PGC provides complementary information to other approaches, raising the performance of ensemble learners, while on its own achieves moderate performance. Thus, PGC serves as a valuable new tool in the bioinformatics toolkit for analyzing temporal datasets. We investigate the general and cell-specific interactions predicted by our method and find several novel interactions, demonstrating the utility of the approach in charting new tumor wiring. PMID:29211761

Granger causal time-dependent source connectivity in the somatosensory network

NASA Astrophysics Data System (ADS)

Gao, Lin; Sommerlade, Linda; Coffman, Brian; Zhang, Tongsheng; Stephen, Julia M.; Li, Dichen; Wang, Jue; Grebogi, Celso; Schelter, Bjoern

2015-05-01

Exploration of transient Granger causal interactions in neural sources of electrophysiological activities provides deeper insights into brain information processing mechanisms. However, the underlying neural patterns are confounded by time-dependent dynamics, non-stationarity and observational noise contamination. Here we investigate transient Granger causal interactions using source time-series of somatosensory evoked magnetoencephalographic (MEG) elicited by air puff stimulation of right index finger and recorded using 306-channel MEG from 21 healthy subjects. A new time-varying connectivity approach, combining renormalised partial directed coherence with state space modelling, is employed to estimate fast changing information flow among the sources. Source analysis confirmed that somatosensory evoked MEG was mainly generated from the contralateral primary somatosensory cortex (SI) and bilateral secondary somatosensory cortices (SII). Transient Granger causality shows a serial processing of somatosensory information, 1) from contralateral SI to contralateral SII, 2) from contralateral SI to ipsilateral SII, 3) from contralateral SII to contralateral SI, and 4) from contralateral SII to ipsilateral SII. These results are consistent with established anatomical connectivity between somatosensory regions and previous source modeling results, thereby providing empirical validation of the time-varying connectivity analysis. We argue that the suggested approach provides novel information regarding transient cortical dynamic connectivity, which previous approaches could not assess.

The opportune time to invest in residential properties - Engle-Granger cointegration test and Granger causality test approach

NASA Astrophysics Data System (ADS)

Chee-Yin, Yip; Hock-Eam, Lim

2014-12-01

This paper examines using housing supply as proxy to house prices, the causal relationship on house prices among 8 states in Malaysia by applying the Engle-Granger cointegration test and Granger causality test approach. The target states are Perak, Selangor, Penang, Federal Territory of Kuala Lumpur (WPKL or Kuala Lumpur), Kedah, Negeri Sembilan, Sabah and Sarawak. The primary aim of this study is to estimate how long (in months) house prices in Perak lag behind that of Selangor, Penang and WPKL. We classify the 8 states into two categories - developed and developing states. We use Engle-Granger cointegration test and Granger causality test to examine the long run and short run equilibrium relationship among the two categories.. It is found that the causal relationship is bidirectional in Perak and Sabah, Perak and Selangor while it is unidirectional for Perak and Sarawak, Perak and Penang, Perak and WPKL. The speed of deviation adjustment is about 273%, suggesting that the pricing dynamic of Perak has a 32- month or 2 3/4- year lag behind that of WPKL, Selangor and Penang. Such information will be useful to investors, house buyers and speculators.

Redundant variables and Granger causality

NASA Astrophysics Data System (ADS)

Angelini, L.; de Tommaso, M.; Marinazzo, D.; Nitti, L.; Pellicoro, M.; Stramaglia, S.

2010-03-01

We discuss the use of multivariate Granger causality in presence of redundant variables: the application of the standard analysis, in this case, leads to under estimation of causalities. Using the un-normalized version of the causality index, we quantitatively develop the notions of redundancy and synergy in the frame of causality and propose two approaches to group redundant variables: (i) for a given target, the remaining variables are grouped so as to maximize the total causality and (ii) the whole set of variables is partitioned to maximize the sum of the causalities between subsets. We show the application to a real neurological experiment, aiming to a deeper understanding of the physiological basis of abnormal neuronal oscillations in the migraine brain. The outcome by our approach reveals the change in the informational pattern due to repetitive transcranial magnetic stimulations.

Does partial Granger causality really eliminate the influence of exogenous inputs and latent variables?

PubMed

Roelstraete, Bjorn; Rosseel, Yves

2012-04-30

Partial Granger causality was introduced by Guo et al. (2008) who showed that it could better eliminate the influence of latent variables and exogenous inputs than conditional G-causality. In the recent literature we can find some reviews and applications of this type of Granger causality (e.g. Smith et al., 2011; Bressler and Seth, 2010; Barrett et al., 2010). These articles apparently do not take into account a serious flaw in the original work on partial G-causality, being the negative F values that were reported and even proven to be plausible. In our opinion, this undermines the credibility of the obtained results and thus the validity of the approach. Our study is aimed to further validate partial G-causality and to find an answer why negative partial Granger causality estimates were reported. Time series were simulated from the same toy model as used in the original paper and partial and conditional causal measures were compared in the presence of confounding variables. Inference was done parametrically and using non-parametric block bootstrapping. We counter the proof that partial Granger F values can be negative, but the main conclusion of the original article remains. In the presence of unknown latent and exogenous influences, it appears that partial G-causality will better eliminate their influence than conditional G-causality, at least when non-parametric inference is used. Copyright © 2012 Elsevier B.V. All rights reserved.

Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables

NASA Astrophysics Data System (ADS)

Barnett, Lionel; Barrett, Adam B.; Seth, Anil K.

2009-12-01

Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. Developed originally in the field of econometrics, it has since found application in a broader arena, particularly in neuroscience. More recently transfer entropy, an information-theoretic measure of time-directed information transfer between jointly dependent processes, has gained traction in a similarly wide field. While it has been recognized that the two concepts must be related, the exact relationship has until now not been formally described. Here we show that for Gaussian variables, Granger causality and transfer entropy are entirely equivalent, thus bridging autoregressive and information-theoretic approaches to data-driven causal inference.

Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix

PubMed Central

Wen, Xiaotong; Rangarajan, Govindan; Ding, Mingzhou

2013-01-01

Granger causality is increasingly being applied to multi-electrode neurophysiological and functional imaging data to characterize directional interactions between neurons and brain regions. For a multivariate dataset, one might be interested in different subsets of the recorded neurons or brain regions. According to the current estimation framework, for each subset, one conducts a separate autoregressive model fitting process, introducing the potential for unwanted variability and uncertainty. In this paper, we propose a multivariate framework for estimating Granger causality. It is based on spectral density matrix factorization and offers the advantage that the estimation of such a matrix needs to be done only once for the entire multivariate dataset. For any subset of recorded data, Granger causality can be calculated through factorizing the appropriate submatrix of the overall spectral density matrix. PMID:23858479

Attribution of precipitation changes on ground-air temperature offset: Granger causality analysis

NASA Astrophysics Data System (ADS)

Cermak, Vladimir; Bodri, Louise

2018-01-01

This work examines the causal relationship between the value of the ground-air temperature offset and the precipitation changes for monitored 5-min data series together with their hourly and daily averages obtained at the Sporilov Geophysical Observatory (Prague). Shallow subsurface soil temperatures were monitored under four different land cover types (bare soil, sand, short-cut grass and asphalt). The ground surface temperature (GST) and surface air temperature (SAT) offset, Δ T(GST-SAT), is defined as the difference between the temperature measured at the depth of 2 cm below the surface and the air temperature measured at 5 cm above the surface. The results of the Granger causality test did not reveal any evidence of Granger causality for precipitation to ground-air temperature offsets on the daily scale of aggregation except for the asphalt pavement. On the contrary, a strong evidence of Granger causality for precipitation to the ground-air temperature offsets was found on the hourly scale of aggregation for all land cover types except for the sand surface cover. All results are sensitive to the lag choice of the autoregressive model. On the whole, obtained results contain valuable information on the delay time of Δ T(GST-SAT) caused by the rainfall events and confirmed the importance of using autoregressive models to understand the ground-air temperature relationship.

Functional clustering of time series gene expression data by Granger causality

PubMed Central

2012-01-01

Background A common approach for time series gene expression data analysis includes the clustering of genes with similar expression patterns throughout time. Clustered gene expression profiles point to the joint contribution of groups of genes to a particular cellular process. However, since genes belong to intricate networks, other features, besides comparable expression patterns, should provide additional information for the identification of functionally similar genes. Results In this study we perform gene clustering through the identification of Granger causality between and within sets of time series gene expression data. Granger causality is based on the idea that the cause of an event cannot come after its consequence. Conclusions This kind of analysis can be used as a complementary approach for functional clustering, wherein genes would be clustered not solely based on their expression similarity but on their topological proximity built according to the intensity of Granger causality among them. PMID:23107425

Temporal Information of Directed Causal Connectivity in Multi-Trial ERP Data using Partial Granger Causality.

PubMed

Youssofzadeh, Vahab; Prasad, Girijesh; Naeem, Muhammad; Wong-Lin, KongFatt

2016-01-01

Partial Granger causality (PGC) has been applied to analyse causal functional neural connectivity after effectively mitigating confounding influences caused by endogenous latent variables and exogenous environmental inputs. However, it is not known how this connectivity obtained from PGC evolves over time. Furthermore, PGC has yet to be tested on realistic nonlinear neural circuit models and multi-trial event-related potentials (ERPs) data. In this work, we first applied a time-domain PGC technique to evaluate simulated neural circuit models, and demonstrated that the PGC measure is more accurate and robust in detecting connectivity patterns as compared to conditional Granger causality and partial directed coherence, especially when the circuit is intrinsically nonlinear. Moreover, the connectivity in PGC settles faster into a stable and correct configuration over time. After method verification, we applied PGC to reveal the causal connections of ERP trials of a mismatch negativity auditory oddball paradigm. The PGC analysis revealed a significant bilateral but asymmetrical localised activity in the temporal lobe close to the auditory cortex, and causal influences in the frontal, parietal and cingulate cortical areas, consistent with previous studies. Interestingly, the time to reach a stable connectivity configuration (~250–300 ms) coincides with the deviation of ensemble ERPs of oddball from standard tones. Finally, using a sliding time window, we showed higher resolution dynamics of causal connectivity within an ERP trial. In summary, time-domain PGC is promising in deciphering directed functional connectivity in nonlinear and ERP trials accurately, and at a sufficiently early stage. This data-driven approach can reduce computational time, and determine the key architecture for neural circuit modeling.

Testing for Granger Causality in the Frequency Domain: A Phase Resampling Method.

PubMed

Liu, Siwei; Molenaar, Peter

2016-01-01

This article introduces phase resampling, an existing but rarely used surrogate data method for making statistical inferences of Granger causality in frequency domain time series analysis. Granger causality testing is essential for establishing causal relations among variables in multivariate dynamic processes. However, testing for Granger causality in the frequency domain is challenging due to the nonlinear relation between frequency domain measures (e.g., partial directed coherence, generalized partial directed coherence) and time domain data. Through a simulation study, we demonstrate that phase resampling is a general and robust method for making statistical inferences even with short time series. With Gaussian data, phase resampling yields satisfactory type I and type II error rates in all but one condition we examine: when a small effect size is combined with an insufficient number of data points. Violations of normality lead to slightly higher error rates but are mostly within acceptable ranges. We illustrate the utility of phase resampling with two empirical examples involving multivariate electroencephalography (EEG) and skin conductance data.

A time domain frequency-selective multivariate Granger causality approach.

PubMed

Leistritz, Lutz; Witte, Herbert

2016-08-01

The investigation of effective connectivity is one of the major topics in computational neuroscience to understand the interaction between spatially distributed neuronal units of the brain. Thus, a wide variety of methods has been developed during the last decades to investigate functional and effective connectivity in multivariate systems. Their spectrum ranges from model-based to model-free approaches with a clear separation into time and frequency range methods. We present in this simulation study a novel time domain approach based on Granger's principle of predictability, which allows frequency-selective considerations of directed interactions. It is based on a comparison of prediction errors of multivariate autoregressive models fitted to systematically modified time series. These modifications are based on signal decompositions, which enable a targeted cancellation of specific signal components with specific spectral properties. Depending on the embedded signal decomposition method, a frequency-selective or data-driven signal-adaptive Granger Causality Index may be derived.

Multiscale Granger causality

NASA Astrophysics Data System (ADS)

Faes, Luca; Nollo, Giandomenico; Stramaglia, Sebastiano; Marinazzo, Daniele

2017-10-01

In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well established, multiscale analysis of directed interactions has never been formalized theoretically, and empirical evaluations are complicated by practical issues such as filtering and downsampling. Here we extend the very popular measure of Granger causality (GC), a prominent tool for assessing directed lagged interactions between joint processes, to quantify information transfer across multiple time scales. We show that the multiscale processing of a vector autoregressive (AR) process introduces a moving average (MA) component, and describe how to represent the resulting ARMA process using state space (SS) models and to combine the SS model parameters for computing exact GC values at arbitrarily large time scales. We exploit the theoretical formulation to identify peculiar features of multiscale GC in basic AR processes, and demonstrate with numerical simulations the much larger estimation accuracy of the SS approach compared to pure AR modeling of filtered and downsampled data. The improved computational reliability is exploited to disclose meaningful multiscale patterns of information transfer between global temperature and carbon dioxide concentration time series, both in paleoclimate and in recent years.

Dynamic Granger causality based on Kalman filter for evaluation of functional network connectivity in fMRI data

PubMed Central

Havlicek, Martin; Jan, Jiri; Brazdil, Milan; Calhoun, Vince D.

2015-01-01

Increasing interest in understanding dynamic interactions of brain neural networks leads to formulation of sophisticated connectivity analysis methods. Recent studies have applied Granger causality based on standard multivariate autoregressive (MAR) modeling to assess the brain connectivity. Nevertheless, one important flaw of this commonly proposed method is that it requires the analyzed time series to be stationary, whereas such assumption is mostly violated due to the weakly nonstationary nature of functional magnetic resonance imaging (fMRI) time series. Therefore, we propose an approach to dynamic Granger causality in the frequency domain for evaluating functional network connectivity in fMRI data. The effectiveness and robustness of the dynamic approach was significantly improved by combining a forward and backward Kalman filter that improved estimates compared to the standard time-invariant MAR modeling. In our method, the functional networks were first detected by independent component analysis (ICA), a computational method for separating a multivariate signal into maximally independent components. Then the measure of Granger causality was evaluated using generalized partial directed coherence that is suitable for bivariate as well as multivariate data. Moreover, this metric provides identification of causal relation in frequency domain, which allows one to distinguish the frequency components related to the experimental paradigm. The procedure of evaluating Granger causality via dynamic MAR was demonstrated on simulated time series as well as on two sets of group fMRI data collected during an auditory sensorimotor (SM) or auditory oddball discrimination (AOD) tasks. Finally, a comparison with the results obtained from a standard time-invariant MAR model was provided. PMID:20561919

A Multivariate Granger Causality Concept towards Full Brain Functional Connectivity.

PubMed

Schmidt, Christoph; Pester, Britta; Schmid-Hertel, Nicole; Witte, Herbert; Wismüller, Axel; Leistritz, Lutz

2016-01-01

Detecting changes of spatially high-resolution functional connectivity patterns in the brain is crucial for improving the fundamental understanding of brain function in both health and disease, yet still poses one of the biggest challenges in computational neuroscience. Currently, classical multivariate Granger Causality analyses of directed interactions between single process components in coupled systems are commonly restricted to spatially low- dimensional data, which requires a pre-selection or aggregation of time series as a preprocessing step. In this paper we propose a new fully multivariate Granger Causality approach with embedded dimension reduction that makes it possible to obtain a representation of functional connectivity for spatially high-dimensional data. The resulting functional connectivity networks may consist of several thousand vertices and thus contain more detailed information compared to connectivity networks obtained from approaches based on particular regions of interest. Our large scale Granger Causality approach is applied to synthetic and resting state fMRI data with a focus on how well network community structure, which represents a functional segmentation of the network, is preserved. It is demonstrated that a number of different community detection algorithms, which utilize a variety of algorithmic strategies and exploit topological features differently, reveal meaningful information on the underlying network module structure.

Parametric and nonparametric Granger causality testing: Linkages between international stock markets

NASA Astrophysics Data System (ADS)

De Gooijer, Jan G.; Sivarajasingham, Selliah

2008-04-01

This study investigates long-term linear and nonlinear causal linkages among eleven stock markets, six industrialized markets and five emerging markets of South-East Asia. We cover the period 1987-2006, taking into account the on-set of the Asian financial crisis of 1997. We first apply a test for the presence of general nonlinearity in vector time series. Substantial differences exist between the pre- and post-crisis period in terms of the total number of significant nonlinear relationships. We then examine both periods, using a new nonparametric test for Granger noncausality and the conventional parametric Granger noncausality test. One major finding is that the Asian stock markets have become more internationally integrated after the Asian financial crisis. An exception is the Sri Lankan market with almost no significant long-term linear and nonlinear causal linkages with other markets. To ensure that any causality is strictly nonlinear in nature, we also examine the nonlinear causal relationships of VAR filtered residuals and VAR filtered squared residuals for the post-crisis sample. We find quite a few remaining significant bi- and uni-directional causal nonlinear relationships in these series. Finally, after filtering the VAR-residuals with GARCH-BEKK models, we show that the nonparametric test statistics are substantially smaller in both magnitude and statistical significance than those before filtering. This indicates that nonlinear causality can, to a large extent, be explained by simple volatility effects.

Prior knowledge driven Granger causality analysis on gene regulatory network discovery

DOE PAGES

Yao, Shun; Yoo, Shinjae; Yu, Dantong

2015-08-28

Our study focuses on discovering gene regulatory networks from time series gene expression data using the Granger causality (GC) model. However, the number of available time points (T) usually is much smaller than the number of target genes (n) in biological datasets. The widely applied pairwise GC model (PGC) and other regularization strategies can lead to a significant number of false identifications when n>>T. In this study, we proposed a new method, viz., CGC-2SPR (CGC using two-step prior Ridge regularization) to resolve the problem by incorporating prior biological knowledge about a target gene data set. In our simulation experiments, themore » propose new methodology CGC-2SPR showed significant performance improvement in terms of accuracy over other widely used GC modeling (PGC, Ridge and Lasso) and MI-based (MRNET and ARACNE) methods. In addition, we applied CGC-2SPR to a real biological dataset, i.e., the yeast metabolic cycle, and discovered more true positive edges with CGC-2SPR than with the other existing methods. In our research, we noticed a “ 1+1>2” effect when we combined prior knowledge and gene expression data to discover regulatory networks. Based on causality networks, we made a functional prediction that the Abm1 gene (its functions previously were unknown) might be related to the yeast’s responses to different levels of glucose. In conclusion, our research improves causality modeling by combining heterogeneous knowledge, which is well aligned with the future direction in system biology. Furthermore, we proposed a method of Monte Carlo significance estimation (MCSE) to calculate the edge significances which provide statistical meanings to the discovered causality networks. All of our data and source codes will be available under the link https://bitbucket.org/dtyu/granger-causality/wiki/Home.« less

Multivariate Autoregressive Modeling and Granger Causality Analysis of Multiple Spike Trains

PubMed Central

Krumin, Michael; Shoham, Shy

2010-01-01

Recent years have seen the emergence of microelectrode arrays and optical methods allowing simultaneous recording of spiking activity from populations of neurons in various parts of the nervous system. The analysis of multiple neural spike train data could benefit significantly from existing methods for multivariate time-series analysis which have proven to be very powerful in the modeling and analysis of continuous neural signals like EEG signals. However, those methods have not generally been well adapted to point processes. Here, we use our recent results on correlation distortions in multivariate Linear-Nonlinear-Poisson spiking neuron models to derive generalized Yule-Walker-type equations for fitting ‘‘hidden” Multivariate Autoregressive models. We use this new framework to perform Granger causality analysis in order to extract the directed information flow pattern in networks of simulated spiking neurons. We discuss the relative merits and limitations of the new method. PMID:20454705

On the Inference of Functional Circadian Networks Using Granger Causality

PubMed Central

Pourzanjani, Arya; Herzog, Erik D.; Petzold, Linda R.

2015-01-01

Being able to infer one way direct connections in an oscillatory network such as the suprachiastmatic nucleus (SCN) of the mammalian brain using time series data is difficult but crucial to understanding network dynamics. Although techniques have been developed for inferring networks from time series data, there have been no attempts to adapt these techniques to infer directional connections in oscillatory time series, while accurately distinguishing between direct and indirect connections. In this paper an adaptation of Granger Causality is proposed that allows for inference of circadian networks and oscillatory networks in general called Adaptive Frequency Granger Causality (AFGC). Additionally, an extension of this method is proposed to infer networks with large numbers of cells called LASSO AFGC. The method was validated using simulated data from several different networks. For the smaller networks the method was able to identify all one way direct connections without identifying connections that were not present. For larger networks of up to twenty cells the method shows excellent performance in identifying true and false connections; this is quantified by an area-under-the-curve (AUC) 96.88%. We note that this method like other Granger Causality-based methods, is based on the detection of high frequency signals propagating between cell traces. Thus it requires a relatively high sampling rate and a network that can propagate high frequency signals. PMID:26413748

Noninvasive Electromagnetic Source Imaging and Granger Causality Analysis: An Electrophysiological Connectome (eConnectome) Approach.

PubMed

Sohrabpour, Abbas; Ye, Shuai; Worrell, Gregory A; Zhang, Wenbo; He, Bin

2016-12-01

Combined source-imaging techniques and directional connectivity analysis can provide useful information about the underlying brain networks in a noninvasive fashion. Source-imaging techniques have been used successfully to either determine the source of activity or to extract source time-courses for Granger causality analysis, previously. In this work, we utilize source-imaging algorithms to both find the network nodes [regions of interest (ROI)] and then extract the activation time series for further Granger causality analysis. The aim of this work is to find network nodes objectively from noninvasive electromagnetic signals, extract activation time-courses, and apply Granger analysis on the extracted series to study brain networks under realistic conditions. Source-imaging methods are used to identify network nodes and extract time-courses and then Granger causality analysis is applied to delineate the directional functional connectivity of underlying brain networks. Computer simulations studies where the underlying network (nodes and connectivity pattern) is known were performed; additionally, this approach has been evaluated in partial epilepsy patients to study epilepsy networks from interictal and ictal signals recorded by EEG and/or Magnetoencephalography (MEG). Localization errors of network nodes are less than 5 mm and normalized connectivity errors of ∼20% in estimating underlying brain networks in simulation studies. Additionally, two focal epilepsy patients were studied and the identified nodes driving the epileptic network were concordant with clinical findings from intracranial recordings or surgical resection. Our study indicates that combined source-imaging algorithms with Granger causality analysis can identify underlying networks precisely (both in terms of network nodes location and internodal connectivity). The combined source imaging and Granger analysis technique is an effective tool for studying normal or pathological brain conditions.

Noninvasive Electromagnetic Source Imaging and Granger Causality Analysis: An Electrophysiological Connectome (eConnectome) Approach

PubMed Central

Sohrabpour, Abbas; Ye, Shuai; Worrell, Gregory A.; Zhang, Wenbo

2016-01-01

Objective Combined source imaging techniques and directional connectivity analysis can provide useful information about the underlying brain networks in a non-invasive fashion. Source imaging techniques have been used successfully to either determine the source of activity or to extract source time-courses for Granger causality analysis, previously. In this work, we utilize source imaging algorithms to both find the network nodes (regions of interest) and then extract the activation time series for further Granger causality analysis. The aim of this work is to find network nodes objectively from noninvasive electromagnetic signals, extract activation time-courses and apply Granger analysis on the extracted series to study brain networks under realistic conditions. Methods Source imaging methods are used to identify network nodes and extract time-courses and then Granger causality analysis is applied to delineate the directional functional connectivity of underlying brain networks. Computer simulations studies where the underlying network (nodes and connectivity pattern) is known were performed; additionally, this approach has been evaluated in partial epilepsy patients to study epilepsy networks from inter-ictal and ictal signals recorded by EEG and/or MEG. Results Localization errors of network nodes are less than 5 mm and normalized connectivity errors of ~20% in estimating underlying brain networks in simulation studies. Additionally, two focal epilepsy patients were studied and the identified nodes driving the epileptic network were concordant with clinical findings from intracranial recordings or surgical resection. Conclusion Our study indicates that combined source imaging algorithms with Granger causality analysis can identify underlying networks precisely (both in terms of network nodes location and internodal connectivity). Significance The combined source imaging and Granger analysis technique is an effective tool for studying normal or pathological

Understanding climate impacts on vegetation using a spatiotemporal non-linear Granger causality framework

NASA Astrophysics Data System (ADS)

Papagiannopoulou, Christina; Decubber, Stijn; Miralles, Diego; Demuzere, Matthias; Dorigo, Wouter; Verhoest, Niko; Waegeman, Willem

2017-04-01

Satellite data provide an abundance of information about crucial climatic and environmental variables. These data - consisting of global records, spanning up to 35 years and having the form of multivariate time series with different spatial and temporal resolutions - enable the study of key climate-vegetation interactions. Although methods which are based on correlations and linear models are typically used for this purpose, their assumptions for linearity about the climate-vegetation relationships are too simplistic. Therefore, we adopt a recently proposed non-linear Granger causality analysis [1], in which we incorporate spatial information, concatenating data from neighboring pixels and training a joint model on the combined data. Experimental results based on global data sets show that considering non-linear relationships leads to a higher explained variance of past vegetation dynamics, compared to simple linear models. Our approach consists of several steps. First, we compile an extensive database [1], which includes multiple data sets for land surface temperature, near-surface air temperature, surface radiation, precipitation, snow water equivalents and surface soil moisture. Based on this database, high-level features are constructed and considered as predictors in our machine-learning framework. These high-level features include (de-trended) seasonal anomalies, lagged variables, past cumulative variables, and extreme indices, all calculated based on the raw climatic data. Second, we apply a spatiotemporal non-linear Granger causality framework - in which the linear predictive model is substituted for a non-linear machine learning algorithm - in order to assess which of these predictor variables Granger-cause vegetation dynamics at each 1° pixel. We use the de-trended anomalies of Normalized Difference Vegetation Index (NDVI) to characterize vegetation, being the target variable of our framework. Experimental results indicate that climate strongly (Granger

Numerical limitations in application of vector autoregressive modeling and Granger causality to analysis of EEG time series

NASA Astrophysics Data System (ADS)

Kammerdiner, Alla; Xanthopoulos, Petros; Pardalos, Panos M.

2007-11-01

In this chapter a potential problem with application of the Granger-causality based on the simple vector autoregressive (VAR) modeling to EEG data is investigated. Although some initial studies tested whether the data support the stationarity assumption of VAR, the stability of the estimated model is rarely (if ever) been verified. In fact, in cases when the stability condition is violated the process may exhibit a random walk like behavior or even be explosive. The problem is illustrated by an example.

Characterizing time series: when Granger causality triggers complex networks

NASA Astrophysics Data System (ADS)

Ge, Tian; Cui, Yindong; Lin, Wei; Kurths, Jürgen; Liu, Chong

2012-08-01

In this paper, we propose a new approach to characterize time series with noise perturbations in both the time and frequency domains by combining Granger causality and complex networks. We construct directed and weighted complex networks from time series and use representative network measures to describe their physical and topological properties. Through analyzing the typical dynamical behaviors of some physical models and the MIT-BIHMassachusetts Institute of Technology-Beth Israel Hospital. human electrocardiogram data sets, we show that the proposed approach is able to capture and characterize various dynamics and has much potential for analyzing real-world time series of rather short length.

Identifying interactions in the time and frequency domains in local and global networks - A Granger Causality Approach.

PubMed

Zou, Cunlu; Ladroue, Christophe; Guo, Shuixia; Feng, Jianfeng

2010-06-21

Reverse-engineering approaches such as Bayesian network inference, ordinary differential equations (ODEs) and information theory are widely applied to deriving causal relationships among different elements such as genes, proteins, metabolites, neurons, brain areas and so on, based upon multi-dimensional spatial and temporal data. There are several well-established reverse-engineering approaches to explore causal relationships in a dynamic network, such as ordinary differential equations (ODE), Bayesian networks, information theory and Granger Causality. Here we focused on Granger causality both in the time and frequency domain and in local and global networks, and applied our approach to experimental data (genes and proteins). For a small gene network, Granger causality outperformed all the other three approaches mentioned above. A global protein network of 812 proteins was reconstructed, using a novel approach. The obtained results fitted well with known experimental findings and predicted many experimentally testable results. In addition to interactions in the time domain, interactions in the frequency domain were also recovered. The results on the proteomic data and gene data confirm that Granger causality is a simple and accurate approach to recover the network structure. Our approach is general and can be easily applied to other types of temporal data.

Investigating Driver Fatigue versus Alertness Using the Granger Causality Network.

PubMed

Kong, Wanzeng; Lin, Weicheng; Babiloni, Fabio; Hu, Sanqing; Borghini, Gianluca

2015-08-05

Driving fatigue has been identified as one of the main factors affecting drivers' safety. The aim of this study was to analyze drivers' different mental states, such as alertness and drowsiness, and find out a neurometric indicator able to detect drivers' fatigue level in terms of brain networks. Twelve young, healthy subjects were recruited to take part in a driver fatigue experiment under different simulated driving conditions. The Electroencephalogram (EEG) signals of the subjects were recorded during the whole experiment and analyzed by using Granger-Causality-based brain effective networks. It was that the topology of the brain networks and the brain's ability to integrate information changed when subjects shifted from the alert to the drowsy stage. In particular, there was a significant difference in terms of strength of Granger causality (GC) in the frequency domain and the properties of the brain effective network i.e., causal flow, global efficiency and characteristic path length between such conditions. Also, some changes were more significant over the frontal brain lobes for the alpha frequency band. These findings might be used to detect drivers' fatigue levels, and as reference work for future studies.

Investigating Driver Fatigue versus Alertness Using the Granger Causality Network

PubMed Central

Kong, Wanzeng; Lin, Weicheng; Babiloni, Fabio; Hu, Sanqing; Borghini, Gianluca

2015-01-01

Driving fatigue has been identified as one of the main factors affecting drivers’ safety. The aim of this study was to analyze drivers’ different mental states, such as alertness and drowsiness, and find out a neurometric indicator able to detect drivers’ fatigue level in terms of brain networks. Twelve young, healthy subjects were recruited to take part in a driver fatigue experiment under different simulated driving conditions. The Electroencephalogram (EEG) signals of the subjects were recorded during the whole experiment and analyzed by using Granger-Causality-based brain effective networks. It was that the topology of the brain networks and the brain’s ability to integrate information changed when subjects shifted from the alert to the drowsy stage. In particular, there was a significant difference in terms of strength of Granger causality (GC) in the frequency domain and the properties of the brain effective network i.e., causal flow, global efficiency and characteristic path length between such conditions. Also, some changes were more significant over the frontal brain lobes for the alpha frequency band. These findings might be used to detect drivers’ fatigue levels, and as reference work for future studies. PMID:26251909

Causal inference in nonlinear systems: Granger causality versus time-delayed mutual information

NASA Astrophysics Data System (ADS)

Li, Songting; Xiao, Yanyang; Zhou, Douglas; Cai, David

2018-05-01

The Granger causality (GC) analysis has been extensively applied to infer causal interactions in dynamical systems arising from economy and finance, physics, bioinformatics, neuroscience, social science, and many other fields. In the presence of potential nonlinearity in these systems, the validity of the GC analysis in general is questionable. To illustrate this, here we first construct minimal nonlinear systems and show that the GC analysis fails to infer causal relations in these systems—it gives rise to all types of incorrect causal directions. In contrast, we show that the time-delayed mutual information (TDMI) analysis is able to successfully identify the direction of interactions underlying these nonlinear systems. We then apply both methods to neuroscience data collected from experiments and demonstrate that the TDMI analysis but not the GC analysis can identify the direction of interactions among neuronal signals. Our work exemplifies inference hazards in the GC analysis in nonlinear systems and suggests that the TDMI analysis can be an appropriate tool in such a case.

Upsampling to 400-ms Resolution for Assessing Effective Connectivity in Functional Magnetic Resonance Imaging Data with Granger Causality

PubMed Central

Kerr, Deborah L.; Nitschke, Jack B.

2013-01-01

Abstract Granger causality analysis of functional magnetic resonance imaging (fMRI) blood-oxygen-level-dependent signal data allows one to infer the direction and magnitude of influence that brain regions exert on one another. We employed a method for upsampling the time resolution of fMRI data that does not require additional interpolation beyond the interpolation that is regularly used for slice-timing correction. The mathematics for this new method are provided, and simulations demonstrate its viability. Using fMRI, 17 snake phobics and 19 healthy controls viewed snake, disgust, and neutral fish video clips preceded by anticipatory cues. Multivariate Granger causality models at the native 2-sec resolution and at the upsampled 400-ms resolution assessed directional associations of fMRI data among 13 anatomical regions of interest identified in prior research on anxiety and emotion. Superior sensitivity was observed for the 400-ms model, both for connectivity within each group and for group differences in connectivity. Context-dependent analyses for the 400-ms multivariate Granger causality model revealed the specific trial types showing group differences in connectivity. This is the first demonstration of effective connectivity of fMRI data using a method for achieving 400-ms resolution without sacrificing accuracy available at 2-sec resolution. PMID:23134194

The Global Drivers of Photosynthesis and Light Use Efficiency Seasonality: A Granger Frequency Causality Analysis

NASA Technical Reports Server (NTRS)

Nemani, Ramakrishna R.

2016-01-01

Photosynthesis and light use efficiency (LUE) are major factors in the evolution of the continental carbon cycle due to their contribution to gross primary production (GPP). However, while the drivers of photosynthesis and LUE on a plant or canopy scale can often be identified, significant uncertainties exist when modeling these on a global scale. This is due to sparse observations in regions such as the tropics and the lack of a direct global observation dataset. Although others have attempted to address this issue using correlations (Beer, 2010) or calculating GPP from vegetation indices (Running, 2004), in this study we take a new approach. We combine the statistical method of Granger frequency causality and partial Granger frequency causality with remote sensing data products (including sun-induced fluorescence used as a proxy for GPP) to determine the main environmental drivers of GPP across the globe.

On the interpretability and computational reliability of frequency-domain Granger causality.

PubMed

Faes, Luca; Stramaglia, Sebastiano; Marinazzo, Daniele

2017-01-01

This Correspondence article is a comment which directly relates to the paper "A study of problems encountered in Granger causality analysis from a neuroscience perspective" ( Stokes and Purdon, 2017). We agree that interpretation issues of Granger causality (GC) in neuroscience exist, partially due to the historically unfortunate use of the name "causality", as described in previous literature. On the other hand, we think that Stokes and Purdon use a formulation of GC which is outdated (albeit still used) and do not fully account for the potential of the different frequency-domain versions of GC; in doing so, their paper dismisses GC measures based on a suboptimal use of them. Furthermore, since data from simulated systems are used, the pitfalls that are found with the used formulation are intended to be general, and not limited to neuroscience. It would be a pity if this paper, even if written in good faith, became a wildcard against all possible applications of GC, regardless of the large body of work recently published which aims to address faults in methodology and interpretation. In order to provide a balanced view, we replicate the simulations of Stokes and Purdon, using an updated GC implementation and exploiting the combination of spectral and causal information, showing that in this way the pitfalls are mitigated or directly solved.

Localizing epileptic seizure onsets with Granger causality

NASA Astrophysics Data System (ADS)

Adhikari, Bhim M.; Epstein, Charles M.; Dhamala, Mukesh

2013-09-01

Accurate localization of the epileptic seizure onset zones (SOZs) is crucial for successful surgery, which usually depends on the information obtained from intracranial electroencephalography (IEEG) recordings. The visual criteria and univariate methods of analyzing IEEG recordings have not always produced clarity on the SOZs for resection and ultimate seizure freedom for patients. Here, to contribute to improving the localization of the SOZs and to understanding the mechanism of seizure propagation over the brain, we applied spectral interdependency methods to IEEG time series recorded from patients during seizures. We found that the high-frequency (>80 Hz) Granger causality (GC) occurs before the onset of any visible ictal activity and causal relationships involve the recording electrodes where clinically identifiable seizures later develop. These results suggest that high-frequency oscillatory network activities precede and underlie epileptic seizures, and that GC spectral measures derived from IEEG can assist in precise delineation of seizure onset times and SOZs.

Accounting for respiration is necessary to reliably infer Granger causality from cardiovascular variability series.

PubMed

Porta, Alberto; Bassani, Tito; Bari, Vlasta; Pinna, Gian D; Maestri, Roberto; Guzzetti, Stefano

2012-03-01

This study was designed to demonstrate the need of accounting for respiration (R) when causality between heart period (HP) and systolic arterial pressure (SAP) is under scrutiny. Simulations generated according to a bivariate autoregressive closed-loop model were utilized to assess how causality changes as a function of the model parameters. An exogenous (X) signal was added to the bivariate autoregressive closed-loop model to evaluate the bias on causality induced when the X source was disregarded. Causality was assessed in the time domain according to a predictability improvement approach (i.e., Granger causality). HP and SAP variability series were recorded with R in 19 healthy subjects during spontaneous and controlled breathing at 10, 15, and 20 breaths/min. Simulations proved the importance of accounting for X signals. During spontaneous breathing, assessing causality without taking into consideration R leads to a significantly larger percentage of closed-loop interactions and a smaller fraction of unidirectional causality from HP to SAP. This finding was confirmed during paced breathing and it was independent of the breathing rate. These results suggest that the role of baroreflex cannot be correctly assessed without accounting for R.

Vector Autoregressive Models and Granger Causality in Time Series Analysis in Nursing Research: Dynamic Changes Among Vital Signs Prior to Cardiorespiratory Instability Events as an Example.

PubMed

Bose, Eliezer; Hravnak, Marilyn; Sereika, Susan M

Patients undergoing continuous vital sign monitoring (heart rate [HR], respiratory rate [RR], pulse oximetry [SpO2]) in real time display interrelated vital sign changes during situations of physiological stress. Patterns in this physiological cross-talk could portend impending cardiorespiratory instability (CRI). Vector autoregressive (VAR) modeling with Granger causality tests is one of the most flexible ways to elucidate underlying causal mechanisms in time series data. The purpose of this article is to illustrate the development of patient-specific VAR models using vital sign time series data in a sample of acutely ill, monitored, step-down unit patients and determine their Granger causal dynamics prior to onset of an incident CRI. CRI was defined as vital signs beyond stipulated normality thresholds (HR = 40-140/minute, RR = 8-36/minute, SpO2 < 85%) and persisting for 3 minutes within a 5-minute moving window (60% of the duration of the window). A 6-hour time segment prior to onset of first CRI was chosen for time series modeling in 20 patients using a six-step procedure: (a) the uniform time series for each vital sign was assessed for stationarity, (b) appropriate lag was determined using a lag-length selection criteria, (c) the VAR model was constructed, (d) residual autocorrelation was assessed with the Lagrange Multiplier test, (e) stability of the VAR system was checked, and (f) Granger causality was evaluated in the final stable model. The primary cause of incident CRI was low SpO2 (60% of cases), followed by out-of-range RR (30%) and HR (10%). Granger causality testing revealed that change in RR caused change in HR (21%; i.e., RR changed before HR changed) more often than change in HR causing change in RR (15%). Similarly, changes in RR caused changes in SpO2 (15%) more often than changes in SpO2 caused changes in RR (9%). For HR and SpO2, changes in HR causing changes in SpO2 and changes in SpO2 causing changes in HR occurred with equal frequency (18

Stochastic modeling of neurobiological time series: Power, coherence, Granger causality, and separation of evoked responses from ongoing activity

NASA Astrophysics Data System (ADS)

Chen, Yonghong; Bressler, Steven L.; Knuth, Kevin H.; Truccolo, Wilson A.; Ding, Mingzhou

2006-06-01

In this article we consider the stochastic modeling of neurobiological time series from cognitive experiments. Our starting point is the variable-signal-plus-ongoing-activity model. From this model a differentially variable component analysis strategy is developed from a Bayesian perspective to estimate event-related signals on a single trial basis. After subtracting out the event-related signal from recorded single trial time series, the residual ongoing activity is treated as a piecewise stationary stochastic process and analyzed by an adaptive multivariate autoregressive modeling strategy which yields power, coherence, and Granger causality spectra. Results from applying these methods to local field potential recordings from monkeys performing cognitive tasks are presented.

The transmission of fluctuation among price indices based on Granger causality network

NASA Astrophysics Data System (ADS)

Sun, Qingru; Gao, Xiangyun; Wen, Shaobo; Chen, Zhihua; Hao, Xiaoqing

2018-09-01

In this paper, we provide a method of statistical physics to analyze the fluctuation of transmission by constructing Granger causality network among price indices (PIGCN) from a systematical perspective, using complex network theory combined with Granger causality method. In economic system, there are numerous price indices, of which the relationships are extreme complicated. Thus, time series data of 6 types of price indices of China, including 113 kinds of sub price indices, are selected as example of empirical study. Through the analysis of the structure of PIGCN, we identify important price indices with high transmission range, high intermediation capacity, high cohesion and the fluctuation transmission path of price indices, respectively. Furthermore, dynamic relationships among price indices are revealed. Based on these results, we provide several policy implications for monitoring the diffusion of risk of price fluctuation. Our method can also be used to study the price indices of other countries, which is generally applicable.

Effective connectivity of facial expression network by using Granger causality analysis

NASA Astrophysics Data System (ADS)

Zhang, Hui; Li, Xiaoting

2013-10-01

Functional magnetic resonance imaging (fMRI) is an advanced non-invasive data acquisition technique to investigate the neural activity in human brain. In addition to localize the functional brain regions that is activated by specific cognitive task, fMRI can also be utilized to measure the task-related functional interactions among the active regions of interest (ROI) in the brain. Among the variety of analysis tools proposed for modeling the connectivity of brain regions, Granger causality analysis (GCA) measure the directions of information interactions by looking for the lagged effect among the brain regions. In this study, we use fMRI and Granger Causality analysis to investigate the effective connectivity of brain network induced by viewing several kinds of expressional faces. We focus on four kinds of facial expression stimuli: fearful, angry, happy and neutral faces. Five face selective regions of interest are localized and the effective connectivity within these regions is measured for the expressional faces. Our result based on 8 subjects showed that there is significant effective connectivity from STS to amygdala, from amygdala to OFA, aFFA and pFFA, from STS to aFFA and from pFFA to aFFA. This result suggested that there is an information flow from the STS to the amygdala when perusing expressional faces. This emotional expressional information flow that is conveyed by STS and amygdala, flow back to the face selective regions in occipital-temporal lobes, which constructed a emotional face processing network.

Identification and functional characterization of HIV-associated neurocognitive disorders with large-scale Granger causality analysis on resting-state functional MRI

NASA Astrophysics Data System (ADS)

Chockanathan, Udaysankar; DSouza, Adora M.; Abidin, Anas Z.; Schifitto, Giovanni; Wismüller, Axel

2018-02-01

Resting-state functional MRI (rs-fMRI), coupled with advanced multivariate time-series analysis methods such as Granger causality, is a promising tool for the development of novel functional connectivity biomarkers of neurologic and psychiatric disease. Recently large-scale Granger causality (lsGC) has been proposed as an alternative to conventional Granger causality (cGC) that extends the scope of robust Granger causal analyses to high-dimensional systems such as the human brain. In this study, lsGC and cGC were comparatively evaluated on their ability to capture neurologic damage associated with HIV-associated neurocognitive disorders (HAND). Functional brain network models were constructed from rs-fMRI data collected from a cohort of HIV+ and HIV- subjects. Graph theoretic properties of the resulting networks were then used to train a support vector machine (SVM) model to predict clinically relevant parameters, such as HIV status and neuropsychometric (NP) scores. For the HIV+/- classification task, lsGC, which yielded a peak area under the receiver operating characteristic curve (AUC) of 0.83, significantly outperformed cGC, which yielded a peak AUC of 0.61, at all parameter settings tested. For the NP score regression task, lsGC, with a minimum mean squared error (MSE) of 0.75, significantly outperformed cGC, with a minimum MSE of 0.84 (p < 0.001, one-tailed paired t-test). These results show that, at optimal parameter settings, lsGC is better able to capture functional brain connectivity correlates of HAND than cGC. However, given the substantial variation in the performance of the two methods at different parameter settings, particularly for the regression task, improved parameter selection criteria are necessary and constitute an area for future research.

Financial networks based on Granger causality: A case study

NASA Astrophysics Data System (ADS)

Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris; Diks, Cees

2017-09-01

Connectivity analysis is performed on a long financial record of 21 international stock indices employing a linear and a nonlinear causality measure, the conditional Granger causality index (CGCI) and the partial mutual information on mixed embedding (PMIME), respectively. Both measures aim to specify the direction of the interrelationships among the international stock indexes and portray the links of the resulting networks, by the presence of direct couplings between variables exploiting all available information. However, their differences are assessed due to the presence of nonlinearity. The weighted networks formed with respect to the causality measures are transformed to binary ones using a significance test. The financial networks are formed on sliding windows in order to examine the network characteristics and trace changes in the connectivity structure. Subsequently, two statistical network quantities are calculated; the average degree and the average shortest path length. The empirical findings reveal interesting time-varying properties of the constructed network, which are clearly dependent on the nature of the financial cycle.

Vector Autoregressive (VAR) Models and Granger Causality in Time Series Analysis in Nursing Research: Dynamic Changes Among Vital Signs Prior to Cardiorespiratory Instability Events as an Example

PubMed Central

Bose, Eliezer; Hravnak, Marilyn; Sereika, Susan M.

2016-01-01

Background Patients undergoing continuous vital sign monitoring (heart rate [HR], respiratory rate [RR], pulse oximetry [SpO2]) in real time display inter-related vital sign changes during situations of physiologic stress. Patterns in this physiological cross-talk could portend impending cardiorespiratory instability (CRI). Vector autoregressive (VAR) modeling with Granger causality tests is one of the most flexible ways to elucidate underlying causal mechanisms in time series data. Purpose The purpose of this article is to illustrate development of patient-specific VAR models using vital sign time series (VSTS) data in a sample of acutely ill, monitored, step-down unit (SDU) patients, and determine their Granger causal dynamics prior to onset of an incident CRI. Approach CRI was defined as vital signs beyond stipulated normality thresholds (HR = 40–140/minute, RR = 8–36/minute, SpO2 < 85%) and persisting for 3 minutes within a 5-minute moving window (60% of the duration of the window). A 6-hour time segment prior to onset of first CRI was chosen for time series modeling in 20 patients using a six-step procedure: (a) the uniform time series for each vital sign was assessed for stationarity; (b) appropriate lag was determined using a lag-length selection criteria; (c) the VAR model was constructed; (d) residual autocorrelation was assessed with the Lagrange Multiplier test; (e) stability of the VAR system was checked; and (f) Granger causality was evaluated in the final stable model. Results The primary cause of incident CRI was low SpO2 (60% of cases), followed by out-of-range RR (30%) and HR (10%). Granger causality testing revealed that change in RR caused change in HR (21%) (i.e., RR changed before HR changed) more often than change in HR causing change in RR (15%). Similarly, changes in RR caused changes in SpO2 (15%) more often than changes in SpO2 caused changes in RR (9%). For HR and SpO2, changes in HR causing changes in SpO2 and changes in SpO2 causing

A conditional Granger causality model approach for group analysis in functional MRI

PubMed Central

Zhou, Zhenyu; Wang, Xunheng; Klahr, Nelson J.; Liu, Wei; Arias, Diana; Liu, Hongzhi; von Deneen, Karen M.; Wen, Ying; Lu, Zuhong; Xu, Dongrong; Liu, Yijun

2011-01-01

Granger causality model (GCM) derived from multivariate vector autoregressive models of data has been employed for identifying effective connectivity in the human brain with functional MR imaging (fMRI) and to reveal complex temporal and spatial dynamics underlying a variety of cognitive processes. In the most recent fMRI effective connectivity measures, pairwise GCM has commonly been applied based on single voxel values or average values from special brain areas at the group level. Although a few novel conditional GCM methods have been proposed to quantify the connections between brain areas, our study is the first to propose a viable standardized approach for group analysis of an fMRI data with GCM. To compare the effectiveness of our approach with traditional pairwise GCM models, we applied a well-established conditional GCM to pre-selected time series of brain regions resulting from general linear model (GLM) and group spatial kernel independent component analysis (ICA) of an fMRI dataset in the temporal domain. Datasets consisting of one task-related and one resting-state fMRI were used to investigate connections among brain areas with the conditional GCM method. With the GLM detected brain activation regions in the emotion related cortex during the block design paradigm, the conditional GCM method was proposed to study the causality of the habituation between the left amygdala and pregenual cingulate cortex during emotion processing. For the resting-state dataset, it is possible to calculate not only the effective connectivity between networks but also the heterogeneity within a single network. Our results have further shown a particular interacting pattern of default mode network (DMN) that can be characterized as both afferent and efferent influences on the medial prefrontal cortex (mPFC) and posterior cingulate cortex (PCC). These results suggest that the conditional GCM approach based on a linear multivariate vector autoregressive (MVAR) model can achieve

Neural Connectivity in Epilepsy as Measured by Granger Causality.

PubMed

Coben, Robert; Mohammad-Rezazadeh, Iman

2015-01-01

Epilepsy is a chronic neurological disorder characterized by repeated seizures or excessive electrical discharges in a group of brain cells. Prevalence rates include about 50 million people worldwide and 10% of all people have at least one seizure at one time in their lives. Connectivity models of epilepsy serve to provide a deeper understanding of the processes that control and regulate seizure activity. These models have received initial support and have included measures of EEG, MEG, and MRI connectivity. Preliminary findings have shown regions of increased connectivity in the immediate regions surrounding the seizure foci and associated low connectivity in nearby regions and pathways. There is also early evidence to suggest that these patterns change during ictal events and that these changes may even by related to the occurrence or triggering of seizure events. We present data showing how Granger causality can be used with EEG data to measure connectivity across brain regions involved in ictal events and their resolution. We have provided two case examples as a demonstration of how to obtain and interpret such data. EEG data of ictal events are processed, converted to independent components and their dipole localizations, and these are used to measure causality and connectivity between these locations. Both examples have shown hypercoupling near the seizure foci and low causality across nearby and associated neuronal pathways. This technique also allows us to track how these measures change over time and during the ictal and post-ictal periods. Areas for further research into this technique, its application to epilepsy, and the formation of more effective therapeutic interventions are recommended.

Reconstruction of Complex Directional Networks with Group Lasso Nonlinear Conditional Granger Causality.

PubMed

Yang, Guanxue; Wang, Lin; Wang, Xiaofan

2017-06-07

Reconstruction of networks underlying complex systems is one of the most crucial problems in many areas of engineering and science. In this paper, rather than identifying parameters of complex systems governed by pre-defined models or taking some polynomial and rational functions as a prior information for subsequent model selection, we put forward a general framework for nonlinear causal network reconstruction from time-series with limited observations. With obtaining multi-source datasets based on the data-fusion strategy, we propose a novel method to handle nonlinearity and directionality of complex networked systems, namely group lasso nonlinear conditional granger causality. Specially, our method can exploit different sets of radial basis functions to approximate the nonlinear interactions between each pair of nodes and integrate sparsity into grouped variables selection. The performance characteristic of our approach is firstly assessed with two types of simulated datasets from nonlinear vector autoregressive model and nonlinear dynamic models, and then verified based on the benchmark datasets from DREAM3 Challenge4. Effects of data size and noise intensity are also discussed. All of the results demonstrate that the proposed method performs better in terms of higher area under precision-recall curve.

Discovering graphical Granger causality using the truncating lasso penalty

PubMed Central

Shojaie, Ali; Michailidis, George

2010-01-01

Motivation: Components of biological systems interact with each other in order to carry out vital cell functions. Such information can be used to improve estimation and inference, and to obtain better insights into the underlying cellular mechanisms. Discovering regulatory interactions among genes is therefore an important problem in systems biology. Whole-genome expression data over time provides an opportunity to determine how the expression levels of genes are affected by changes in transcription levels of other genes, and can therefore be used to discover regulatory interactions among genes. Results: In this article, we propose a novel penalization method, called truncating lasso, for estimation of causal relationships from time-course gene expression data. The proposed penalty can correctly determine the order of the underlying time series, and improves the performance of the lasso-type estimators. Moreover, the resulting estimate provides information on the time lag between activation of transcription factors and their effects on regulated genes. We provide an efficient algorithm for estimation of model parameters, and show that the proposed method can consistently discover causal relationships in the large p, small n setting. The performance of the proposed model is evaluated favorably in simulated, as well as real, data examples. Availability: The proposed truncating lasso method is implemented in the R-package ‘grangerTlasso’ and is freely available at http://www.stat.lsa.umich.edu/∼shojaie/ Contact: shojaie@umich.edu PMID:20823316

Large-scale Granger causality analysis on resting-state functional MRI

NASA Astrophysics Data System (ADS)

D'Souza, Adora M.; Abidin, Anas Zainul; Leistritz, Lutz; Wismüller, Axel

2016-03-01

We demonstrate an approach to measure the information flow between each pair of time series in resting-state functional MRI (fMRI) data of the human brain and subsequently recover its underlying network structure. By integrating dimensionality reduction into predictive time series modeling, large-scale Granger Causality (lsGC) analysis method can reveal directed information flow suggestive of causal influence at an individual voxel level, unlike other multivariate approaches. This method quantifies the influence each voxel time series has on every other voxel time series in a multivariate sense and hence contains information about the underlying dynamics of the whole system, which can be used to reveal functionally connected networks within the brain. To identify such networks, we perform non-metric network clustering, such as accomplished by the Louvain method. We demonstrate the effectiveness of our approach to recover the motor and visual cortex from resting state human brain fMRI data and compare it with the network recovered from a visuomotor stimulation experiment, where the similarity is measured by the Dice Coefficient (DC). The best DC obtained was 0.59 implying a strong agreement between the two networks. In addition, we thoroughly study the effect of dimensionality reduction in lsGC analysis on network recovery. We conclude that our approach is capable of detecting causal influence between time series in a multivariate sense, which can be used to segment functionally connected networks in the resting-state fMRI.

Granger causality network reconstruction of conductance-based integrate-and-fire neuronal systems.

PubMed

Zhou, Douglas; Xiao, Yanyang; Zhang, Yaoyu; Xu, Zhiqin; Cai, David

2014-01-01

Reconstruction of anatomical connectivity from measured dynamical activities of coupled neurons is one of the fundamental issues in the understanding of structure-function relationship of neuronal circuitry. Many approaches have been developed to address this issue based on either electrical or metabolic data observed in experiment. The Granger causality (GC) analysis remains one of the major approaches to explore the dynamical causal connectivity among individual neurons or neuronal populations. However, it is yet to be clarified how such causal connectivity, i.e., the GC connectivity, can be mapped to the underlying anatomical connectivity in neuronal networks. We perform the GC analysis on the conductance-based integrate-and-fire (I&F) neuronal networks to obtain their causal connectivity. Through numerical experiments, we find that the underlying synaptic connectivity amongst individual neurons or subnetworks, can be successfully reconstructed by the GC connectivity constructed from voltage time series. Furthermore, this reconstruction is insensitive to dynamical regimes and can be achieved without perturbing systems and prior knowledge of neuronal model parameters. Surprisingly, the synaptic connectivity can even be reconstructed by merely knowing the raster of systems, i.e., spike timing of neurons. Using spike-triggered correlation techniques, we establish a direct mapping between the causal connectivity and the synaptic connectivity for the conductance-based I&F neuronal networks, and show the GC is quadratically related to the coupling strength. The theoretical approach we develop here may provide a framework for examining the validity of the GC analysis in other settings.

Granger Causality Network Reconstruction of Conductance-Based Integrate-and-Fire Neuronal Systems

PubMed Central

Zhou, Douglas; Xiao, Yanyang; Zhang, Yaoyu; Xu, Zhiqin; Cai, David

2014-01-01

Reconstruction of anatomical connectivity from measured dynamical activities of coupled neurons is one of the fundamental issues in the understanding of structure-function relationship of neuronal circuitry. Many approaches have been developed to address this issue based on either electrical or metabolic data observed in experiment. The Granger causality (GC) analysis remains one of the major approaches to explore the dynamical causal connectivity among individual neurons or neuronal populations. However, it is yet to be clarified how such causal connectivity, i.e., the GC connectivity, can be mapped to the underlying anatomical connectivity in neuronal networks. We perform the GC analysis on the conductance-based integrate-and-fire (IF) neuronal networks to obtain their causal connectivity. Through numerical experiments, we find that the underlying synaptic connectivity amongst individual neurons or subnetworks, can be successfully reconstructed by the GC connectivity constructed from voltage time series. Furthermore, this reconstruction is insensitive to dynamical regimes and can be achieved without perturbing systems and prior knowledge of neuronal model parameters. Surprisingly, the synaptic connectivity can even be reconstructed by merely knowing the raster of systems, i.e., spike timing of neurons. Using spike-triggered correlation techniques, we establish a direct mapping between the causal connectivity and the synaptic connectivity for the conductance-based IF neuronal networks, and show the GC is quadratically related to the coupling strength. The theoretical approach we develop here may provide a framework for examining the validity of the GC analysis in other settings. PMID:24586285

Characterization of physiological networks in sleep apnea patients using artificial neural networks for Granger causality computation

NASA Astrophysics Data System (ADS)

Cárdenas, Jhon; Orjuela-Cañón, Alvaro D.; Cerquera, Alexander; Ravelo, Antonio

2017-11-01

Different studies have used Transfer Entropy (TE) and Granger Causality (GC) computation to quantify interconnection between physiological systems. These methods have disadvantages in parametrization and availability in analytic formulas to evaluate the significance of the results. Other inconvenience is related with the assumptions in the distribution of the models generated from the data. In this document, the authors present a way to measure the causality that connect the Central Nervous System (CNS) and the Cardiac System (CS) in people diagnosed with obstructive sleep apnea syndrome (OSA) before and during treatment with continuous positive air pressure (CPAP). For this purpose, artificial neural networks were used to obtain models for GC computation, based on time series of normalized powers calculated from electrocardiography (EKG) and electroencephalography (EEG) signals recorded in polysomnography (PSG) studies.

Granger Causality and National Procurement Spending: Applications to the CC130 Hercules Fleet Performance

DTIC Science & Technology

2011-09-01

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Identifying HIV associated neurocognitive disorder using large-scale Granger causality analysis on resting-state functional MRI

NASA Astrophysics Data System (ADS)

DSouza, Adora M.; Abidin, Anas Z.; Leistritz, Lutz; Wismüller, Axel

2017-02-01

We investigate the applicability of large-scale Granger Causality (lsGC) for extracting a measure of multivariate information flow between pairs of regional brain activities from resting-state functional MRI (fMRI) and test the effectiveness of these measures for predicting a disease state. Such pairwise multivariate measures of interaction provide high-dimensional representations of connectivity profiles for each subject and are used in a machine learning task to distinguish between healthy controls and individuals presenting with symptoms of HIV Associated Neurocognitive Disorder (HAND). Cognitive impairment in several domains can occur as a result of HIV infection of the central nervous system. The current paradigm for assessing such impairment is through neuropsychological testing. With fMRI data analysis, we aim at non-invasively capturing differences in brain connectivity patterns between healthy subjects and subjects presenting with symptoms of HAND. To classify the extracted interaction patterns among brain regions, we use a prototype-based learning algorithm called Generalized Matrix Learning Vector Quantization (GMLVQ). Our approach to characterize connectivity using lsGC followed by GMLVQ for subsequent classification yields good prediction results with an accuracy of 87% and an area under the ROC curve (AUC) of up to 0.90. We obtain a statistically significant improvement (p<0.01) over a conventional Granger causality approach (accuracy = 0.76, AUC = 0.74). High accuracy and AUC values using our multivariate method to connectivity analysis suggests that our approach is able to better capture changes in interaction patterns between different brain regions when compared to conventional Granger causality analysis known from the literature.

Exploring connectivity with large-scale Granger causality on resting-state functional MRI.

PubMed

DSouza, Adora M; Abidin, Anas Z; Leistritz, Lutz; Wismüller, Axel

2017-08-01

Large-scale Granger causality (lsGC) is a recently developed, resting-state functional MRI (fMRI) connectivity analysis approach that estimates multivariate voxel-resolution connectivity. Unlike most commonly used multivariate approaches, which establish coarse-resolution connectivity by aggregating voxel time-series avoiding an underdetermined problem, lsGC estimates voxel-resolution, fine-grained connectivity by incorporating an embedded dimension reduction. We investigate application of lsGC on realistic fMRI simulations, modeling smoothing of neuronal activity by the hemodynamic response function and repetition time (TR), and empirical resting-state fMRI data. Subsequently, functional subnetworks are extracted from lsGC connectivity measures for both datasets and validated quantitatively. We also provide guidelines to select lsGC free parameters. Results indicate that lsGC reliably recovers underlying network structure with area under receiver operator characteristic curve (AUC) of 0.93 at TR=1.5s for a 10-min session of fMRI simulations. Furthermore, subnetworks of closely interacting modules are recovered from the aforementioned lsGC networks. Results on empirical resting-state fMRI data demonstrate recovery of visual and motor cortex in close agreement with spatial maps obtained from (i) visuo-motor fMRI stimulation task-sequence (Accuracy=0.76) and (ii) independent component analysis (ICA) of resting-state fMRI (Accuracy=0.86). Compared with conventional Granger causality approach (AUC=0.75), lsGC produces better network recovery on fMRI simulations. Furthermore, it cannot recover functional subnetworks from empirical fMRI data, since quantifying voxel-resolution connectivity is not possible as consequence of encountering an underdetermined problem. Functional network recovery from fMRI data suggests that lsGC gives useful insight into connectivity patterns from resting-state fMRI at a multivariate voxel-resolution. Copyright © 2017 Elsevier B.V. All

Investigating Soil Moisture Feedbacks on Precipitation With Tests of Granger Causality

NASA Astrophysics Data System (ADS)

Salvucci, G. D.; Saleem, J. A.; Kaufmann, R.

2002-05-01

Granger causality (GC) is used in the econometrics literature to identify the presence of one- and two-way coupling between terms in noisy multivariate dynamical systems. Here we test for the presence of GC to identify a soil moisture (S) feedback on precipitation (P) using data from Illinois. In this framework S is said to Granger cause P if F(Pt;At-dt)does not equal F(P;(A-S)t-dt) where F denotes the conditional distribution of P at time t, At-dt represents the set of all knowledge available at time t-dt, and (A-S)t-dt represents all knowledge available at t-dt except S. Critical for land-atmosphere interaction research is that At-dt includes all past information on P as well as S. Therefore that part of the relation between past soil moisture and current precipitation which results from precipitation autocorrelation and soil water balance will be accounted for and not attributed to causality. Tests for GC usually specify all relevant variables in a coupled vector autoregressive (VAR) model and then calculate the significance level of decreased predictability as various coupling coefficients are omitted. But because the data (daily precipitation and soil moisture) are distinctly non-Gaussian, we avoid using a VAR and instead express the daily precipitation events as a Markov model. We then test whether the probability of storm occurrence, conditioned on past information on precipitation, changes with information on soil moisture. Past information on precipitation is expressed both as the occurrence of previous day precipitation (to account for storm-scale persistence) and as a simple soil moisture-like precipitation-wetness index derived solely from precipitation (to account for seasonal-scale persistence). In this way only those fluctuations in moisture not attributable to past fluctuations in precipitation (e.g., those due to temperature) can influence the outcome of the test. The null hypothesis (no moisture influence) is evaluated by comparing observed

Investigating soil moisture feedbacks on precipitation with tests of Granger causality

NASA Astrophysics Data System (ADS)

Salvucci, Guido D.; Saleem, Jennifer A.; Kaufmann, Robert

Granger causality (GC) is used in the econometrics literature to identify the presence of one- and two-way coupling between terms in noisy multivariate dynamical systems. Here we test for the presence of GC to identify a soil moisture ( S) feedback on precipitation ( P) using data from Illinois. In this framework S is said to Granger cause P if F(P t|Ω t- Δt )≠F(P t|Ω t- Δt -S t- Δt ) where F denotes the conditional distribution of P, Ω t- Δt represents the set of all knowledge available at time t-Δ t, and Ω t- Δt -S t- Δt represents all knowledge except S. Critical for land-atmosphere interaction research is that Ω t- Δt includes all past information on P as well as S. Therefore that part of the relation between past soil moisture and current precipitation which results from precipitation autocorrelation and soil water balance will be accounted for and not attributed to causality. Tests for GC usually specify all relevant variables in a coupled vector autoregressive (VAR) model and then calculate the significance level of decreased predictability as various coupling coefficients are omitted. But because the data (daily precipitation and soil moisture) are distinctly non-Gaussian, we avoid using a VAR and instead express the daily precipitation events as a Markov model. We then test whether the probability of storm occurrence, conditioned on past information on precipitation, changes with information on soil moisture. Past information on precipitation is expressed both as the occurrence of previous day precipitation (to account for storm-scale persistence) and as a simple soil moisture-like precipitation-wetness index derived solely from precipitation (to account for seasonal-scale persistence). In this way only those fluctuations in moisture not attributable to past fluctuations in precipitation (e.g., those due to temperature) can influence the outcome of the test. The null hypothesis (no moisture influence) is evaluated by comparing observed

The Global Drivers of Photosynthesis and Light Use Efficiency Seasonality: A Granger Frequency Causality Analysis

NASA Astrophysics Data System (ADS)

Green, J.; Lee, J. E.; Gentine, P.; Berry, J. A.; Konings, A. G.

2015-12-01

hotosynthesis and light use efficiency (LUE) are major factors in the evolution of the continental carbon cycle due to their contribution to gross primary production (GPP). However, while the drivers of photosynthesis and LUE on a plant or canopy scale can often be identified, significant uncertainties exist when modeling these on a global scale. This is due to sparse observations in regions such as the tropics and the lack of a direct global observation dataset. Although others have attempted to address this issue using correlations (Beer, 2010) or calculating GPP from vegetation indices (Running, 2004), in this study we take a new approach. We combine the statistical method of Granger frequency causality and partial Granger frequency causality with remote sensing data products (including sun-induced fluorescence used as a proxy for GPP) to determine the main environmental drivers of GPP across the globe. References:Beer, C., M. Reichstein, E. Tomelleri, P. Ciais, M. Jung, N. Carvalhais, C. Ro¨denbeck, M. Altaf Arain, D. Baldocchi, G. B. Bonan, A. Bondeau, A. Cescatti, G. Lasslop, A. Lindroth, M. Lomas, S. Luyssaert, H. Margolis, K. W. Oleson, O. Roupsard, E. Veenendaal, N. Viovy, C. Williams, I. Woodward, and D. Papale, 2010: Terrestrial Gross Carbon Dioxide Uptake: Global Distribution and Covariation with Climate. doi: 10.1126/science.1184984. Running, S.W., Nemani, R. R., Heinsch, F. A., Zhao, M., Reeves, M., Hashimoto, H., 2004. A Continuous Satellite Derived Measure of Global Terrestrial Primary Production. BioScience 54(6), 547-560.

Effective connectivity: Influence, causality and biophysical modeling

PubMed Central

Valdes-Sosa, Pedro A.; Roebroeck, Alard; Daunizeau, Jean; Friston, Karl

2011-01-01

This is the final paper in a Comments and Controversies series dedicated to “The identification of interacting networks in the brain using fMRI: Model selection, causality and deconvolution”. We argue that discovering effective connectivity depends critically on state-space models with biophysically informed observation and state equations. These models have to be endowed with priors on unknown parameters and afford checks for model Identifiability. We consider the similarities and differences among Dynamic Causal Modeling, Granger Causal Modeling and other approaches. We establish links between past and current statistical causal modeling, in terms of Bayesian dependency graphs and Wiener–Akaike–Granger–Schweder influence measures. We show that some of the challenges faced in this field have promising solutions and speculate on future developments. PMID:21477655

Granger Causality Relationships between Local Field Potentials in an Animal Model of Temporal Lobe Epilepsy

PubMed Central

Cadotte, Alex J.; DeMarse, Thomas B.; Mareci, Thomas H.; Parekh, Mansi; Talathi, Sachin S.; Hwang, Dong-Uk; Ditto, William L.; Ding, Mingzhou; Carney, Paul R.

2010-01-01

An understanding of the in vivo spatial emergence of abnormal brain activity during spontaneous seizure onset is critical to future early seizure detection and closed-loop seizure prevention therapies. In this study, we use Granger causality (GC) to determine the strength and direction of relationships between local field potentials (LFPs) recorded from bilateral microelectrode arrays in an intermittent spontaneous seizure model of chronic temporal lobe epilepsy before, during, and after Racine grade partial onset generalized seizures. Our results indicate distinct patterns of directional GC relationships within the hippocampus, specifically from the CA1 subfield to the dentate gryus, prior to and during seizure onset. Our results suggest sequential and hierarchical temporal relationships between the CA1 and dentate gyrus within and across hippocampal hemispheres during seizure. Additionally, our analysis suggests a reversal in the direction of GC relationships during seizure, from an abnormal pattern to more anatomically expected pattern. This reversal correlates well with the observed behavioral transition from tonic to clonic seizure in time-locked video. These findings highlight the utility of GC to reveal dynamic directional temporal relationships between multichannel LFP recordings from multiple brain regions during unprovoked spontaneous seizures. PMID:20304005

Resting-state brain networks revealed by granger causal connectivity in frogs.

PubMed

Xue, Fei; Fang, Guangzhan; Yue, Xizi; Zhao, Ermi; Brauth, Steven E; Tang, Yezhong

2016-10-15

Resting-state networks (RSNs) refer to the spontaneous brain activity generated under resting conditions, which maintain the dynamic connectivity of functional brain networks for automatic perception or higher order cognitive functions. Here, Granger causal connectivity analysis (GCCA) was used to explore brain RSNs in the music frog (Babina daunchina) during different behavioral activity phases. The results reveal that a causal network in the frog brain can be identified during the resting state which reflects both brain lateralization and sexual dimorphism. Specifically (1) ascending causal connections from the left mesencephalon to both sides of the telencephalon are significantly higher than those from the right mesencephalon, while the right telencephalon gives rise to the strongest efferent projections among all brain regions; (2) causal connections from the left mesencephalon in females are significantly higher than those in males and (3) these connections are similar during both the high and low behavioral activity phases in this species although almost all electroencephalograph (EEG) spectral bands showed higher power in the high activity phase for all nodes. The functional features of this network match important characteristics of auditory perception in this species. Thus we propose that this causal network maintains auditory perception during the resting state for unexpected auditory inputs as resting-state networks do in other species. These results are also consistent with the idea that females are more sensitive to auditory stimuli than males during the reproductive season. In addition, these results imply that even when not behaviorally active, the frogs remain vigilant for detecting external stimuli. Copyright © 2016 IBRO. Published by Elsevier Ltd. All rights reserved.

Granger causality relationships between local field potentials in an animal model of temporal lobe epilepsy.

PubMed

Cadotte, Alex J; DeMarse, Thomas B; Mareci, Thomas H; Parekh, Mansi B; Talathi, Sachin S; Hwang, Dong-Uk; Ditto, William L; Ding, Mingzhou; Carney, Paul R

2010-05-30

An understanding of the in vivo spatial emergence of abnormal brain activity during spontaneous seizure onset is critical to future early seizure detection and closed-loop seizure prevention therapies. In this study, we use Granger causality (GC) to determine the strength and direction of relationships between local field potentials (LFPs) recorded from bilateral microelectrode arrays in an intermittent spontaneous seizure model of chronic temporal lobe epilepsy before, during, and after Racine grade partial onset generalized seizures. Our results indicate distinct patterns of directional GC relationships within the hippocampus, specifically from the CA1 subfield to the dentate gyrus, prior to and during seizure onset. Our results suggest sequential and hierarchical temporal relationships between the CA1 and dentate gyrus within and across hippocampal hemispheres during seizure. Additionally, our analysis suggests a reversal in the direction of GC relationships during seizure, from an abnormal pattern to more anatomically expected pattern. This reversal correlates well with the observed behavioral transition from tonic to clonic seizure in time-locked video. These findings highlight the utility of GC to reveal dynamic directional temporal relationships between multichannel LFP recordings from multiple brain regions during unprovoked spontaneous seizures. (c) 2010 Elsevier B.V. All rights reserved.

Dimension reduction of frequency-based direct Granger causality measures on short time series.

PubMed

Siggiridou, Elsa; Kimiskidis, Vasilios K; Kugiumtzis, Dimitris

2017-09-01

The mainstream in the estimation of effective brain connectivity relies on Granger causality measures in the frequency domain. If the measure is meant to capture direct causal effects accounting for the presence of other observed variables, as in multi-channel electroencephalograms (EEG), typically the fit of a vector autoregressive (VAR) model on the multivariate time series is required. For short time series of many variables, the estimation of VAR may not be stable requiring dimension reduction resulting in restricted or sparse VAR models. The restricted VAR obtained by the modified backward-in-time selection method (mBTS) is adapted to the generalized partial directed coherence (GPDC), termed restricted GPDC (RGPDC). Dimension reduction on other frequency based measures, such the direct directed transfer function (dDTF), is straightforward. First, a simulation study using linear stochastic multivariate systems is conducted and RGPDC is favorably compared to GPDC on short time series in terms of sensitivity and specificity. Then the two measures are tested for their ability to detect changes in brain connectivity during an epileptiform discharge (ED) from multi-channel scalp EEG. It is shown that RGPDC identifies better than GPDC the connectivity structure of the simulated systems, as well as changes in the brain connectivity, and is less dependent on the free parameter of VAR order. The proposed dimension reduction in frequency measures based on VAR constitutes an appropriate strategy to estimate reliably brain networks within short-time windows. Copyright © 2017 Elsevier B.V. All rights reserved.

Causality networks from multivariate time series and application to epilepsy.

PubMed

Siggiridou, Elsa; Koutlis, Christos; Tsimpiris, Alkiviadis; Kimiskidis, Vasilios K; Kugiumtzis, Dimitris

2015-08-01

Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of Granger causality measures used to form causality networks from multivariate time series are assessed. For this, realizations on high dimensional coupled dynamical systems are considered and the performance of the Granger causality measures is evaluated, seeking for the measures that form networks closest to the true network of the dynamical system. In particular, the comparison focuses on Granger causality measures that reduce the state space dimension when many variables are observed. Further, the linear and nonlinear Granger causality measures of dimension reduction are compared to a standard Granger causality measure on electroencephalographic (EEG) recordings containing episodes of epileptiform discharges.

Synergetic and Redundant Information Flow Detected by Unnormalized Granger Causality: Application to Resting State fMRI.

PubMed

Stramaglia, Sebastiano; Angelini, Leonardo; Wu, Guorong; Cortes, Jesus M; Faes, Luca; Marinazzo, Daniele

2016-12-01

We develop a framework for the analysis of synergy and redundancy in the pattern of information flow between subsystems of a complex network. The presence of redundancy and/or synergy in multivariate time series data renders difficulty to estimate the neat flow of information from each driver variable to a given target. We show that adopting an unnormalized definition of Granger causality, one may put in evidence redundant multiplets of variables influencing the target by maximizing the total Granger causality to a given target, over all the possible partitions of the set of driving variables. Consequently, we introduce a pairwise index of synergy which is zero when two independent sources additively influence the future state of the system, differently from previous definitions of synergy. We report the application of the proposed approach to resting state functional magnetic resonance imaging data from the Human Connectome Project showing that redundant pairs of regions arise mainly due to space contiguity and interhemispheric symmetry, while synergy occurs mainly between nonhomologous pairs of regions in opposite hemispheres. Redundancy and synergy, in healthy resting brains, display characteristic patterns, revealed by the proposed approach. The pairwise synergy index, here introduced, maps the informational character of the system at hand into a weighted complex network: the same approach can be applied to other complex systems whose normal state corresponds to a balance between redundant and synergetic circuits.

Dynamics and causalities of atmospheric and oceanic data identified by complex networks and Granger causality analysis

NASA Astrophysics Data System (ADS)

Charakopoulos, A. K.; Katsouli, G. A.; Karakasidis, T. E.

2018-04-01

Understanding the underlying processes and extracting detailed characteristics of spatiotemporal dynamics of ocean and atmosphere as well as their interaction is of significant interest and has not been well thoroughly established. The purpose of this study was to examine the performance of two main additional methodologies for the identification of spatiotemporal underlying dynamic characteristics and patterns among atmospheric and oceanic variables from Seawatch buoys from Aegean and Ionian Sea, provided by the Hellenic Center for Marine Research (HCMR). The first approach involves the estimation of cross correlation analysis in an attempt to investigate time-lagged relationships, and further in order to identify the direction of interactions between the variables we performed the Granger causality method. According to the second approach the time series are converted into complex networks and then the main topological network properties such as degree distribution, average path length, diameter, modularity and clustering coefficient are evaluated. Our results show that the proposed analysis of complex network analysis of time series can lead to the extraction of hidden spatiotemporal characteristics. Also our findings indicate high level of positive and negative correlations and causalities among variables, both from the same buoy and also between buoys from different stations, which cannot be determined from the use of simple statistical measures.

Correntropy-based partial directed coherence for testing multivariate Granger causality in nonlinear processes

NASA Astrophysics Data System (ADS)

Kannan, Rohit; Tangirala, Arun K.

2014-06-01

Identification of directional influences in multivariate systems is of prime importance in several applications of engineering and sciences such as plant topology reconstruction, fault detection and diagnosis, and neurosciences. A spectrum of related directionality measures, ranging from linear measures such as partial directed coherence (PDC) to nonlinear measures such as transfer entropy, have emerged over the past two decades. The PDC-based technique is simple and effective, but being a linear directionality measure has limited applicability. On the other hand, transfer entropy, despite being a robust nonlinear measure, is computationally intensive and practically implementable only for bivariate processes. The objective of this work is to develop a nonlinear directionality measure, termed as KPDC, that possesses the simplicity of PDC but is still applicable to nonlinear processes. The technique is founded on a nonlinear measure called correntropy, a recently proposed generalized correlation measure. The proposed method is equivalent to constructing PDC in a kernel space where the PDC is estimated using a vector autoregressive model built on correntropy. A consistent estimator of the KPDC is developed and important theoretical results are established. A permutation scheme combined with the sequential Bonferroni procedure is proposed for testing hypothesis on absence of causality. It is demonstrated through several case studies that the proposed methodology effectively detects Granger causality in nonlinear processes.

Characteristics of voxel prediction power in full-brain Granger causality analysis of fMRI data

NASA Astrophysics Data System (ADS)

Garg, Rahul; Cecchi, Guillermo A.; Rao, A. Ravishankar

2011-03-01

Functional neuroimaging research is moving from the study of "activations" to the study of "interactions" among brain regions. Granger causality analysis provides a powerful technique to model spatio-temporal interactions among brain regions. We apply this technique to full-brain fMRI data without aggregating any voxel data into regions of interest (ROIs). We circumvent the problem of dimensionality using sparse regression from machine learning. On a simple finger-tapping experiment we found that (1) a small number of voxels in the brain have very high prediction power, explaining the future time course of other voxels in the brain; (2) these voxels occur in small sized clusters (of size 1-4 voxels) distributed throughout the brain; (3) albeit small, these clusters overlap with most of the clusters identified with the non-temporal General Linear Model (GLM); and (4) the method identifies clusters which, while not determined by the task and not detectable by GLM, still influence brain activity.

The mutual causality analysis between the stock and futures markets

NASA Astrophysics Data System (ADS)

Yao, Can-Zhong; Lin, Qing-Wen

2017-07-01

In this paper we employ the conditional Granger causality model to estimate the information flow, and find that the improved model outperforms the Granger causality model in revealing the asymmetric correlation between stocks and futures in the Chinese market. First, we find that information flows estimated by Granger causality tests from futures to stocks are greater than those from stocks to futures. Additionally, average correlation coefficients capture some important characteristics between stock prices and information flows over time. Further, we find that direct information flows estimated by conditional Granger causality tests from stocks to futures are greater than those from futures to stocks. Besides, the substantial increases of information flows and direct information flows exhibit a certain degree of synchronism with the occurrences of important events. Finally, the comparative analysis with the asymmetric ratio and the bootstrap technique demonstrates the slight asymmetry of information flows and the significant asymmetry of direct information flows. It reveals that the information flows from futures to stocks are slightly greater than those in the reverse direction, while the direct information flows from stocks to futures are significantly greater than those in the reverse direction.

Causality Analysis of Neural Connectivity: Critical Examination of Existing Methods and Advances of New Methods

PubMed Central

Hu, Sanqing; Dai, Guojun; Worrell, Gregory A.; Dai, Qionghai; Liang, Hualou

2012-01-01

Granger causality (GC) is one of the most popular measures to reveal causality influence of time series and has been widely applied in economics and neuroscience. Especially, its counterpart in frequency domain, spectral GC, as well as other Granger-like causality measures have recently been applied to study causal interactions between brain areas in different frequency ranges during cognitive and perceptual tasks. In this paper, we show that: 1) GC in time domain cannot correctly determine how strongly one time series influences the other when there is directional causality between two time series, and 2) spectral GC and other Granger-like causality measures have inherent shortcomings and/or limitations because of the use of the transfer function (or its inverse matrix) and partial information of the linear regression model. On the other hand, we propose two novel causality measures (in time and frequency domains) for the linear regression model, called new causality and new spectral causality, respectively, which are more reasonable and understandable than GC or Granger-like measures. Especially, from one simple example, we point out that, in time domain, both new causality and GC adopt the concept of proportion, but they are defined on two different equations where one equation (for GC) is only part of the other (for new causality), thus the new causality is a natural extension of GC and has a sound conceptual/theoretical basis, and GC is not the desired causal influence at all. By several examples, we confirm that new causality measures have distinct advantages over GC or Granger-like measures. Finally, we conduct event-related potential causality analysis for a subject with intracranial depth electrodes undergoing evaluation for epilepsy surgery, and show that, in the frequency domain, all measures reveal significant directional event-related causality, but the result from new spectral causality is consistent with event-related time–frequency power spectrum

Directionality analysis on functional magnetic resonance imaging during motor task using Granger causality.

PubMed

Anwar, A R; Muthalib, M; Perrey, S; Galka, A; Granert, O; Wolff, S; Deuschl, G; Raethjen, J; Heute, U; Muthuraman, M

2012-01-01

Directionality analysis of signals originating from different parts of brain during motor tasks has gained a lot of interest. Since brain activity can be recorded over time, methods of time series analysis can be applied to medical time series as well. Granger Causality is a method to find a causal relationship between time series. Such causality can be referred to as a directional connection and is not necessarily bidirectional. The aim of this study is to differentiate between different motor tasks on the basis of activation maps and also to understand the nature of connections present between different parts of the brain. In this paper, three different motor tasks (finger tapping, simple finger sequencing, and complex finger sequencing) are analyzed. Time series for each task were extracted from functional magnetic resonance imaging (fMRI) data, which have a very good spatial resolution and can look into the sub-cortical regions of the brain. Activation maps based on fMRI images show that, in case of complex finger sequencing, most parts of the brain are active, unlike finger tapping during which only limited regions show activity. Directionality analysis on time series extracted from contralateral motor cortex (CMC), supplementary motor area (SMA), and cerebellum (CER) show bidirectional connections between these parts of the brain. In case of simple finger sequencing and complex finger sequencing, the strongest connections originate from SMA and CMC, while connections originating from CER in either direction are the weakest ones in magnitude during all paradigms.

Comparison of six methods for the detection of causality in a bivariate time series

NASA Astrophysics Data System (ADS)

Krakovská, Anna; Jakubík, Jozef; Chvosteková, Martina; Coufal, David; Jajcay, Nikola; Paluš, Milan

2018-04-01

In this comparative study, six causality detection methods were compared, namely, the Granger vector autoregressive test, the extended Granger test, the kernel version of the Granger test, the conditional mutual information (transfer entropy), the evaluation of cross mappings between state spaces, and an assessment of predictability improvement due to the use of mixed predictions. Seven test data sets were analyzed: linear coupling of autoregressive models, a unidirectional connection of two Hénon systems, a unidirectional connection of chaotic systems of Rössler and Lorenz type and of two different Rössler systems, an example of bidirectionally connected two-species systems, a fishery model as an example of two correlated observables without a causal relationship, and an example of mediated causality. We tested not only 20 000 points long clean time series but also noisy and short variants of the data. The standard and the extended Granger tests worked only for the autoregressive models. The remaining methods were more successful with the more complex test examples, although they differed considerably in their capability to reveal the presence and the direction of coupling and to distinguish causality from mere correlation.

The Model Analyst’s Toolkit: Scientific Model Development, Analysis, and Validation

DTIC Science & Technology

2015-02-20

being integrated within MAT, including Granger causality. Granger causality tests whether a data series helps when predicting future values of another...relations by econometric models and cross-spectral methods. Econometrica: Journal of the Econometric Society, 424-438. Granger, C. W. (1980). Testing ... testing dataset. This effort is described in Section 3.2. 3.1. Improvements in Granger Causality User Interface Various metrics of causality are

Memory-guided drawing training increases Granger causal influences from the perirhinal cortex to V1 in the blind

PubMed Central

Cacciamani, Laura; Likova, Lora T.

2017-01-01

The perirhinal cortex (PRC) is a medial temporal lobe structure that has been implicated in not only visual memory in the sighted, but also tactile memory in the blind (Cacciamani & Likova, 2016). It has been proposed that, in the blind, the PRC may contribute to modulation of tactile memory responses that emerge in low-level “visual” area V1 as a result of training-induced cortical reorganization (Likova, 2012; 2015). While some studies in the sighted have indicated that the PRC is indeed structurally and functionally connected to the visual cortex (Clavagnier et al., 2004; Peterson et al., 2012), the PRC’s direct modulation of V1 is unknown—particularly in those who lack the visual input that typically stimulates this region. In the present study, we tested Likova’s PRC modulation hypothesis; specifically, we used fMRI to assess the PRC’s Granger causal influence on V1 activation in the blind during a tactile memory task. To do so, we trained congenital and acquired blind participants on a unique memory-guided drawing technique previously shown to result in V1 reorganization towards tactile memory representations (Likova, 2012). The tasks (20s each) included: tactile exploration of raised line drawings of faces and objects, tactile memory retrieval via drawing, and a scribble motor/memory control. FMRI before and after a week of the Cognitive-Kinesthetic training on these tasks revealed a significant increase in PRC-to-V1 Granger causality from pre- to post-training during the memory drawing task, but not during the motor/memory control. This increase in causal connectivity indicates that the training strengthened the top-down modulation of visual cortex from the PRC. This is the first study to demonstrate enhanced directed functional connectivity from the PRC to the visual cortex in the blind, implicating the PRC as a potential source of the reorganization towards tactile representations that occurs in V1 in the blind brain (Likova, 2012). PMID

Memory-guided drawing training increases Granger causal influences from the perirhinal cortex to V1 in the blind.

PubMed

Cacciamani, Laura; Likova, Lora T

2017-05-01

The perirhinal cortex (PRC) is a medial temporal lobe structure that has been implicated in not only visual memory in the sighted, but also tactile memory in the blind (Cacciamani & Likova, 2016). It has been proposed that, in the blind, the PRC may contribute to modulation of tactile memory responses that emerge in low-level "visual" area V1 as a result of training-induced cortical reorganization (Likova, 2012, 2015). While some studies in the sighted have indicated that the PRC is indeed structurally and functionally connected to the visual cortex (Clavagnier, Falchier, & Kennedy, 2004; Peterson, Cacciamani, Barense, & Scalf, 2012), the PRC's direct modulation of V1 is unknown-particularly in those who lack the visual input that typically stimulates this region. In the present study, we tested Likova's PRC modulation hypothesis; specifically, we used fMRI to assess the PRC's Granger causal influence on V1 activation in the blind during a tactile memory task. To do so, we trained congenital and acquired blind participants on a unique memory-guided drawing technique previously shown to result in V1 reorganization towards tactile memory representations (Likova, 2012). The tasks (20s each) included: tactile exploration of raised line drawings of faces and objects, tactile memory retrieval via drawing, and a scribble motor/memory control. FMRI before and after a week of the Cognitive-Kinesthetic training on these tasks revealed a significant increase in PRC-to-V1 Granger causality from pre- to post-training during the memory drawing task, but not during the motor/memory control. This increase in causal connectivity indicates that the training strengthened the top-down modulation of visual cortex from the PRC. This is the first study to demonstrate enhanced directed functional connectivity from the PRC to the visual cortex in the blind, implicating the PRC as a potential source of the reorganization towards tactile representations that occurs in V1 in the blind brain

Predicting depression based on dynamic regional connectivity: a windowed Granger causality analysis of MEG recordings.

PubMed

Lu, Qing; Bi, Kun; Liu, Chu; Luo, Guoping; Tang, Hao; Yao, Zhijian

2013-10-16

Abnormal inter-regional causalities can be mapped for the objective diagnosis of various diseases. These inter-regional connectivities are usually calculated over an entire scan and used to characterize the stationary strength of the connections. However, the connectivity within networks may undergo substantial changes during a scan. In this study, we developed an objective depression recognition approach using the dynamic regional interactions that occur in response to sad facial stimuli. The whole time-period magnetoencephalography (MEG) signals from the visual cortex, amygdala, anterior cingulate cortex (ACC) and inferior frontal gyrus (IFG) were separated into sequential time intervals. The Granger causality mapping method was used to identify the pairwise interaction pattern within each time interval. Feature selection was then undertaken within a minimum redundancy-maximum relevance (mRMR) framework. Typical classifiers were utilized to predict those patients who had depression. The overall performances of these classifiers were similar, and the highest classification accuracy rate was 87.5%. The best discriminative performance was obtained when the number of features was within a robust range. The discriminative network pattern obtained through support vector machine (SVM) analyses displayed abnormal causal connectivities that involved the amygdala during the early and late stages. These early and late connections in the amygdala appear to reveal a negative bias to coarse expression information processing and abnormal negative modulation in patients with depression, which may critically affect depression discrimination. © 2013 Elsevier B.V. All rights reserved.

Development of Effective Connectivity during Own- and Other-Race Face Processing: A Granger Causality Analysis

PubMed Central

Zhou, Guifei; Liu, Jiangang; Ding, Xiao Pan; Fu, Genyue; Lee, Kang

2016-01-01

Numerous developmental studies have suggested that other-race effect (ORE) in face recognition emerges as early as in infancy and develops steadily throughout childhood. However, there is very limited research on the neural mechanisms underlying this developmental ORE. The present study used Granger causality analysis (GCA) to examine the development of children's cortical networks in processing own- and other-race faces. Children were between 3 and 13 years. An old-new paradigm was used to assess their own- and other-race face recognition with ETG-4000 (Hitachi Medical Co., Japan) acquiring functional near infrared spectroscopy (fNIRS) data. After preprocessing, for each participant and under each face condition, we obtained the causal map by calculating the weights of causal relations between the time courses of [oxy-Hb] of each pair of channels using GCA. To investigate further the differential causal connectivity for own-race faces and other-race faces at the group level, a repeated measure analysis of variance (ANOVA) was performed on the GCA weights for each pair of channels with the face race task (own-race face vs. other-race face) as the within-subject variable and the age as a between-subject factor (continuous variable). We found an age-related increase in functional connectivity, paralleling a similar age-related improvement in behavioral face processing ability. More importantly, we found that the significant differences in neural functional connectivity between the recognition of own-race faces and that of other-race faces were modulated by age. Thus, like the behavioral ORE, the neural ORE emerges early and undergoes a protracted developmental course. PMID:27713696

Extended causal modeling to assess Partial Directed Coherence in multiple time series with significant instantaneous interactions.

PubMed

Faes, Luca; Nollo, Giandomenico

2010-11-01

The Partial Directed Coherence (PDC) and its generalized formulation (gPDC) are popular tools for investigating, in the frequency domain, the concept of Granger causality among multivariate (MV) time series. PDC and gPDC are formalized in terms of the coefficients of an MV autoregressive (MVAR) model which describes only the lagged effects among the time series and forsakes instantaneous effects. However, instantaneous effects are known to affect linear parametric modeling, and are likely to occur in experimental time series. In this study, we investigate the impact on the assessment of frequency domain causality of excluding instantaneous effects from the model underlying PDC evaluation. Moreover, we propose the utilization of an extended MVAR model including both instantaneous and lagged effects. This model is used to assess PDC either in accordance with the definition of Granger causality when considering only lagged effects (iPDC), or with an extended form of causality, when we consider both instantaneous and lagged effects (ePDC). The approach is first evaluated on three theoretical examples of MVAR processes, which show that the presence of instantaneous correlations may produce misleading profiles of PDC and gPDC, while ePDC and iPDC derived from the extended model provide here a correct interpretation of extended and lagged causality. It is then applied to representative examples of cardiorespiratory and EEG MV time series. They suggest that ePDC and iPDC are better interpretable than PDC and gPDC in terms of the known cardiovascular and neural physiologies.

Re-entrant Projections Modulate Visual Cortex in Affective Perception: Evidence From Granger Causality Analysis

PubMed Central

Keil, Andreas; Sabatinelli, Dean; Ding, Mingzhou; Lang, Peter J.; Ihssen, Niklas; Heim, Sabine

2013-01-01

Re-entrant modulation of visual cortex has been suggested as a critical process for enhancing perception of emotionally arousing visual stimuli. This study explores how the time information inherent in large-scale electrocortical measures can be used to examine the functional relationships among the structures involved in emotional perception. Granger causality analysis was conducted on steady-state visual evoked potentials elicited by emotionally arousing pictures flickering at a rate of 10 Hz. This procedure allows one to examine the direction of neural connections. Participants viewed pictures that varied in emotional content, depicting people in neutral contexts, erotica, or interpersonal attack scenes. Results demonstrated increased coupling between visual and cortical areas when viewing emotionally arousing content. Specifically, intraparietal to inferotemporal and precuneus to calcarine connections were stronger for emotionally arousing picture content. Thus, we provide evidence for re-entrant signal flow during emotional perception, which originates from higher tiers and enters lower tiers of visual cortex. PMID:18095279

Application of high-frequency Granger causality to analysis of epileptic seizures and surgical decision making.

PubMed

Epstein, Charles M; Adhikari, Bhim M; Gross, Robert; Willie, Jon; Dhamala, Mukesh

2014-12-01

In recent decades intracranial EEG (iEEG) recordings using increasing numbers of electrodes, higher sampling rates, and a variety of visual and quantitative analyses have indicated the presence of widespread, high frequency ictal and preictal oscillations (HFOs) associated with regions of seizure onset. Seizure freedom has been correlated with removal of brain regions generating pathologic HFOs. However, quantitative analysis of preictal HFOs has seldom been applied to the clinical problem of planning the surgical resection. We performed Granger causality (GC) analysis of iEEG recordings to analyze features of preictal seizure networks and to aid in surgical decision making. Ten retrospective and two prospective patients were chosen on the basis of individually stereotyped seizure patterns by visual criteria. Prospective patients were selected, additionally, for failure of those criteria to resolve apparent multilobar ictal onsets. iEEG was recorded at 500 or 1,000 Hz, using up to 128 surface and depth electrodes. Preictal and early ictal GC from individual electrodes was characterized by the strength of causal outflow, spatial distribution, and hierarchical causal relationships. In all patients we found significant, widespread preictal GC network activity at peak frequencies from 80 to 250 Hz, beginning 2-42 s before visible electrographic onset. In the two prospective patients, GC source/sink comparisons supported the exclusion of early ictal regions that were not the dominant causal sources, and contributed to planning of more limited surgical resections. Both patients have a class 1 outcome at 1 year. GC analysis of iEEG has the potential to increase understanding of preictal network activity, and to help improve surgical outcomes in cases of otherwise ambiguous iEEG onset. Wiley Periodicals, Inc. © 2014 International League Against Epilepsy.

Lexical mediation of phonotactic frequency effects on spoken word recognition: A Granger causality analysis of MRI-constrained MEG/EEG data.

PubMed

Gow, David W; Olson, Bruna B

2015-07-01

Phonotactic frequency effects play a crucial role in a number of debates over language processing and representation. It is unclear however, whether these effects reflect prelexical sensitivity to phonotactic frequency, or lexical "gang effects" in speech perception. In this paper, we use Granger causality analysis of MR-constrained MEG/EEG data to understand how phonotactic frequency influences neural processing dynamics during auditory lexical decision. Effective connectivity analysis showed weaker feedforward influence from brain regions involved in acoustic-phonetic processing (superior temporal gyrus) to lexical areas (supramarginal gyrus) for high phonotactic frequency words, but stronger top-down lexical influence for the same items. Low entropy nonwords (nonwords judged to closely resemble real words) showed a similar pattern of interactions between brain regions involved in lexical and acoustic-phonetic processing. These results contradict the predictions of a feedforward model of phonotactic frequency facilitation, but support the predictions of a lexically mediated account.

Uncovering cyanobacteria ecological networks from long-term monitoring data using Granger causality analysis

NASA Astrophysics Data System (ADS)

Nelson, N.; Munoz-Carpena, R.; Kaplan, D. A.; Phlips, E. J.

2016-12-01

In many aquatic systems, cyanobacteria form harmful blooms capable of producing toxins, prompting hypoxia, and/or introducing internal nitrogen loads via N2-fixation, among other impacts. Traditionally, system-specific cyanobacteria drivers are determined by performing controlled experiments and bioassays, but these approaches may neglect the influences of confounding factors and over assign importance to only those variables considered within experimental designs. For example, a bioassay may conclude that the cyanobacteria in a particular system are limited by phosphorus, but will not explicitly take into account the role of flow as a control on phosphorus delivery. This study aims to address this analytical gap by identifying environmental controls on cyanobacteria while removing the effects of potentially confounding variables. In the present work, we evaluate a unique long-term (17 year) dataset composed of monthly observations of phytoplankton and zooplankton species abundances, water quality constituents, and hydrologic variables from Lake George, a flow-through lake of the St. Johns River (FL) impacted by cyanobacterial blooms. Using conditional Granger causality analysis, a time series approach that infers causality while removing the effects of confounding variables, data were evaluated to identify biological and physicochemical drivers of cyanobacteria. The analysis was performed for three response variable sets: total cyanobacteria, N2-fixers and non-fixers, and cyanobacteria genera. Results depicted increasing levels of ecological complexity as subdivisions of cyanobacteria became more detailed; whereas causal networks produced from analyses of cyanobacteria genera provided novel insights relevant for management (i.e. nutrients, flow), the total cyanobacteria network only included water temperature as a significant driver. Additionally, the more detailed cyanobacteria subdivisions uncovered that N2-fixation was only evident with the earliest season

Hemispheric lateralization in top-down attention during spatial relation processing: a Granger causal model approach.

PubMed

Falasca, N W; D'Ascenzo, S; Di Domenico, A; Onofrj, M; Tommasi, L; Laeng, B; Franciotti, R

2015-04-01

Magnetoencephalography was recorded during a matching-to-sample plus cueing paradigm, in which participants judged the occurrence of changes in either categorical (CAT) or coordinate (COO) spatial relations. Previously, parietal and frontal lobes were identified as key areas in processing spatial relations and it was shown that each hemisphere was differently involved and modulated by the scope of the attention window (e.g. a large and small cue). In this study, Granger analysis highlighted the patterns of causality among involved brain areas--the direction of information transfer ran from the frontal to the visual cortex in the right hemisphere, whereas it ran in the opposite direction in the left side. Thus, the right frontal area seems to exert top-down influence, supporting the idea that, in this task, top-down signals are selectively related to the right side. Additionally, for CAT change preceded by a small cue, the right frontal gyrus was not involved in the information transfer, indicating a selective specialization of the left hemisphere for this condition. The present findings strengthen the conclusion of the presence of a remarkable hemispheric specialization for spatial relation processing and illustrate the complex interactions between the lateralized parts of the neural network. Moreover, they illustrate how focusing attention over large or small regions of the visual field engages these lateralized networks differently, particularly in the frontal regions of each hemisphere, consistent with the theory that spatial relation judgements require a fronto-parietal network in the left hemisphere for categorical relations and on the right hemisphere for coordinate spatial processing. © 2015 Federation of European Neuroscience Societies and John Wiley & Sons Ltd.

Lexical mediation of phonotactic frequency effects on spoken word recognition: A Granger causality analysis of MRI-constrained MEG/EEG data

PubMed Central

Gow, David W.; Olson, Bruna B.

2015-01-01

Phonotactic frequency effects play a crucial role in a number of debates over language processing and representation. It is unclear however, whether these effects reflect prelexical sensitivity to phonotactic frequency, or lexical “gang effects” in speech perception. In this paper, we use Granger causality analysis of MR-constrained MEG/EEG data to understand how phonotactic frequency influences neural processing dynamics during auditory lexical decision. Effective connectivity analysis showed weaker feedforward influence from brain regions involved in acoustic-phonetic processing (superior temporal gyrus) to lexical areas (supramarginal gyrus) for high phonotactic frequency words, but stronger top-down lexical influence for the same items. Low entropy nonwords (nonwords judged to closely resemble real words) showed a similar pattern of interactions between brain regions involved in lexical and acoustic-phonetic processing. These results contradict the predictions of a feedforward model of phonotactic frequency facilitation, but support the predictions of a lexically mediated account. PMID:25883413

Assessing Granger Causality in Electrophysiological Data: Removing the Adverse Effects of Common Signals via Bipolar Derivations.

PubMed

Trongnetrpunya, Amy; Nandi, Bijurika; Kang, Daesung; Kocsis, Bernat; Schroeder, Charles E; Ding, Mingzhou

2015-01-01

Multielectrode voltage data are usually recorded against a common reference. Such data are frequently used without further treatment to assess patterns of functional connectivity between neuronal populations and between brain areas. It is important to note from the outset that such an approach is valid only when the reference electrode is nearly electrically silent. In practice, however, the reference electrode is generally not electrically silent, thereby adding a common signal to the recorded data. Volume conduction further complicates the problem. In this study we demonstrate the adverse effects of common signals on the estimation of Granger causality, which is a statistical measure used to infer synaptic transmission and information flow in neural circuits from multielectrode data. We further test the hypothesis that the problem can be overcome by utilizing bipolar derivations where the difference between two nearby electrodes is taken and treated as a representation of local neural activity. Simulated data generated by a neuronal network model where the connectivity pattern is known were considered first. This was followed by analyzing data from three experimental preparations where a priori predictions regarding the patterns of causal interactions can be made: (1) laminar recordings from the hippocampus of an anesthetized rat during theta rhythm, (2) laminar recordings from V4 of an awake-behaving macaque monkey during alpha rhythm, and (3) ECoG recordings from electrode arrays implanted in the middle temporal lobe and prefrontal cortex of an epilepsy patient during fixation. For both simulation and experimental analysis the results show that bipolar derivations yield the expected connectivity patterns whereas the untreated data (referred to as unipolar signals) do not. In addition, current source density signals, where applicable, yield results that are close to the expected connectivity patterns, whereas the commonly practiced average re-reference method

Globally conditioned Granger causality in brain–brain and brain–heart interactions: a combined heart rate variability/ultra-high-field (7 T) functional magnetic resonance imaging study

PubMed Central

Passamonti, Luca; Wald, Lawrence L.; Barbieri, Riccardo

2016-01-01

The causal, directed interactions between brain regions at rest (brain–brain networks) and between resting-state brain activity and autonomic nervous system (ANS) outflow (brain–heart links) have not been completely elucidated. We collected 7 T resting-state functional magnetic resonance imaging (fMRI) data with simultaneous respiration and heartbeat recordings in nine healthy volunteers to investigate (i) the causal interactions between cortical and subcortical brain regions at rest and (ii) the causal interactions between resting-state brain activity and the ANS as quantified through a probabilistic, point-process-based heartbeat model which generates dynamical estimates for sympathetic and parasympathetic activity as well as sympathovagal balance. Given the high amount of information shared between brain-derived signals, we compared the results of traditional bivariate Granger causality (GC) with a globally conditioned approach which evaluated the additional influence of each brain region on the causal target while factoring out effects concomitantly mediated by other brain regions. The bivariate approach resulted in a large number of possibly spurious causal brain–brain links, while, using the globally conditioned approach, we demonstrated the existence of significant selective causal links between cortical/subcortical brain regions and sympathetic and parasympathetic modulation as well as sympathovagal balance. In particular, we demonstrated a causal role of the amygdala, hypothalamus, brainstem and, among others, medial, middle and superior frontal gyri, superior temporal pole, paracentral lobule and cerebellar regions in modulating the so-called central autonomic network (CAN). In summary, we show that, provided proper conditioning is employed to eliminate spurious causalities, ultra-high-field functional imaging coupled with physiological signal acquisition and GC analysis is able to quantify directed brain–brain and brain–heart interactions

The Model Analyst’s Toolkit: Scientific Model Development, Analysis, and Validation

DTIC Science & Technology

2013-11-20

Granger causality F-test validation 3.1.2. Dynamic time warping for uneven temporal relationships Many causal relationships are imperfectly...mapping for dynamic feedback models Granger causality and DTW can identify causal relationships and consider complex temporal factors. However, many ...variant of the tf-idf algorithm (Manning, Raghavan, Schutze et al., 2008), typically used in search engines, to “score” features. The (-log tf) in

Tools for Detecting Causality in Space Systems

NASA Astrophysics Data System (ADS)

Johnson, J.; Wing, S.

2017-12-01

Complex systems such as the solar and magnetospheric envivonment often exhibit patterns of behavior that suggest underlying organizing principles. Causality is a key organizing principle that is particularly difficult to establish in strongly coupled nonlinear systems, but essential for understanding and modeling the behavior of systems. While traditional methods of time-series analysis can identify linear correlations, they do not adequately quantify the distinction between causal and coincidental dependence. We discuss tools for detecting causality including: granger causality, transfer entropy, conditional redundancy, and convergent cross maps. The tools are illustrated by applications to magnetospheric and solar physics including radiation belt, Dst (a magnetospheric state variable), substorm, and solar cycle dynamics.

Changes in corticocortical and corticohippocampal network during absence seizures in WAG/Rij rats revealed with time varying Granger causality.

PubMed

Sysoeva, Marina V; Vinogradova, Lyudmila V; Kuznetsova, Galina D; Sysoev, Ilya V; van Rijn, Clementina M

2016-11-01

Spike-and-wave discharges (SWDs) recorded in the cortical EEGs of WAG/Rij rats are the hallmark for absence epilepsy in this model. Although this type of epilepsy was long regarded as a form of primary generalized epilepsy, it is now recognized that there is an initiation zone - the perioral region of the somatosensory cortex. However, networks involved in spreading the seizure are not yet fully known. Previously, the dynamics of coupling between different layers of the perioral cortical region and between these zones and different thalamic nuclei was studied in time windows around the SWDs, using nonlinear Granger causality. The aim of the present study was to investigate, using the same method, the coupling dynamics between different regions of the cortex and between these regions and the hippocampus. Local field potentials were recorded in the frontal, parietal, and occipital cortices and in the hippocampus of 19 WAG/Rij rats. To detect changes in coupling reliably in a short time window, in order to provide a good temporal resolution, the innovative adapted time varying nonlinear Granger causality method was used. Mutual information function was calculated in addition to validate outcomes. Results of both approaches were tested for significance. The SWD initiation process was revealed as an increase in intracortical interactions starting from 3.5s before the onset of electrographic seizure. The earliest preictal increase in coupling was directed from the frontal cortex to the parietal cortex. Then, the coupling became bidirectional, followed by the involvement of the occipital cortex (1.5s before SWD onset). There was no driving from any cortical region to hippocampus, but a slight increase in coupling from hippocampus to the frontoparietal cortex was observed just before SWD onset. After SWD onset, an abrupt drop in coupling in all studied pairs was observed. In most of the pairs, the decoupling rapidly disappeared, but driving force from hippocampus and

Spatial-temporal causal modeling: a data centric approach to climate change attribution (Invited)

NASA Astrophysics Data System (ADS)

Lozano, A. C.

2010-12-01

Attribution of climate change has been predominantly based on simulations using physical climate models. These approaches rely heavily on the employed models and are thus subject to their shortcomings. Given the physical models’ limitations in describing the complex system of climate, we propose an alternative approach to climate change attribution that is data centric in the sense that it relies on actual measurements of climate variables and human and natural forcing factors. We present a novel class of methods to infer causality from spatial-temporal data, as well as a procedure to incorporate extreme value modeling into our methodology in order to address the attribution of extreme climate events. We develop a collection of causal modeling methods using spatio-temporal data that combine graphical modeling techniques with the notion of Granger causality. “Granger causality” is an operational definition of causality from econometrics, which is based on the premise that if a variable causally affects another, then the past values of the former should be helpful in predicting the future values of the latter. In its basic version, our methodology makes use of the spatial relationship between the various data points, but treats each location as being identically distributed and builds a unique causal graph that is common to all locations. A more flexible framework is then proposed that is less restrictive than having a single causal graph common to all locations, while avoiding the brittleness due to data scarcity that might arise if one were to independently learn a different graph for each location. The solution we propose can be viewed as finding a middle ground by partitioning the locations into subsets that share the same causal structures and pooling the observations from all the time series belonging to the same subset in order to learn more robust causal graphs. More precisely, we make use of relationships between locations (e.g. neighboring

Education and Economic Growth in Pakistan: A Cointegration and Causality Analysis

ERIC Educational Resources Information Center

Afzal, Muhammad; Rehman, Hafeez Ur; Farooq, Muhammad Shahid; Sarwar, Kafeel

2011-01-01

This study explored the cointegration and causality between education and economic growth in Pakistan by using time series data on real gross domestic product (RGDP), labour force, physical capital and education from 1970-1971 to 2008-2009 were used. Autoregressive Distributed Lag (ARDL) Model of Cointegration and the Augmented Granger Causality…

Granger Test to Determine Causes of Harmful algal Blooms in TaiLake during the Last Decade

NASA Astrophysics Data System (ADS)

Guo, W.; Wu, F.

2016-12-01

Eutrophication-driven harmful cyanobacteria blooms can threaten stability of lake ecosystems. A key to solving this problem is identifying the main cause of algal blooms so that appropriate remediation can be employed. A test of causality was used to analyze data for Meiling Bay in Tai Lake (Ch: Taihu) from 2000 to 2012. After filtration of data by use of the stationary test and the co-integration test, the Granger causality test and impulse response analysis were used to analyze potential bloom causes from physicochemical parameters to chlorophyll-a concentration. Results of stationary tests showed that logarithms of secchi disk depth (lnSD), suspended solids (lnSS), lnNH4-N/NOx-N and pH were determined to be stationary as a function of time and could not be considered to be causal for changes in biomass of phytoplankton observed during that period. Results of co-integration tests indicated existence of long-run co-integrating relationships among natural logarithms of chlorophyll-a (lnChl-a), water temperature (lnWT), total organic carbon (lnTOC) and ratio of nitrogen to phosphorus (lnN/P). The Granger causality test suggested that once thresholds for nutrients such as nitrogen and phosphorus had been reached, WT could increase the likelihood or severities of cyanobacteria blooms. An unidirectional Granger relationship from N/P to Chl-a was established, the result indicated that because concentrations of TN in Meiliang Bay had reached their thresholds, it no longer limited proliferation of cyanobacteria and TP should be controlled to reduce the likelihood of algae blooms. The impulse response analysis implied that lagging effects of water temperature and N/P ratio could influence the variation of Chla concentration at certain lag periods. The results can advance understanding of mechanisms on formation of harmful cyanobacteria blooms.

The role of the premotor cortex and the primary motor cortex in action verb comprehension: evidence from Granger causality analysis.

PubMed

Yang, Jie; Shu, Hua

2012-08-01

Although numerous studies find the premotor cortex and the primary motor cortex are involved in action language comprehension, so far the nature of these motor effects is still in controversy. Some researchers suggest that the motor effects reflect that the premotor cortex and the primary motor cortex make functional contributions to the semantic access of action verbs, while other authors argue that the motor effects are caused by comprehension. In the current study, we used Granger causality analysis to investigate the roles of the premotor cortex and the primary motor cortex in processing of manual-action verbs. Regions of interest were selected in the primary motor cortex (M1) and the premotor cortex based on a hand motion task, and in the left posterior middle temporal gyrus (lexical semantic area) based on the reading task effect. We found that (1) the left posterior middle temporal gyrus had a causal influence on the left M1; and (2) the left posterior middle temporal gyrus and the left premotor cortex had bidirectional causal relations. These results suggest that the premotor cortex and the primary motor cortex play different roles in manual verb comprehension. The premotor cortex may be involved in motor simulation that contributes to action language processing, while the primary motor cortex may be engaged in a processing stage influenced by the meaning access of manual-action verbs. Further investigation combining effective connectivity analysis and technique with high temporal resolution is necessary for better clarification of the roles of the premotor cortex and the primary motor cortex in action language comprehension. Copyright © 2012 Elsevier Inc. All rights reserved.

A Causality Analysis of the Link between Higher Education and Economic Development.

ERIC Educational Resources Information Center

De Meulemeester, Jean-Luc; Rochat, Denis

1995-01-01

Summarizes a study exploring the relationship between higher education and economic development, using cointegration and Granger-causality tests. Results show a significant causality from higher education efforts in Sweden, United Kingdom, Japan, and France. However, a similar causality link has not been found for Italy or Australia. (68…

Effective connectivity of brain regions underlying third-party punishment: Functional MRI and Granger causality evidence.

PubMed

Bellucci, Gabriele; Chernyak, Sergey; Hoffman, Morris; Deshpande, Gopikrishna; Dal Monte, Olga; Knutson, Kristine M; Grafman, Jordan; Krueger, Frank

2017-04-01

Third-party punishment (TPP) for norm violations is an essential deterrent in large-scale human societies, and builds on two essential cognitive functions: evaluating legal responsibility and determining appropriate punishment. Despite converging evidence that TPP is mediated by a specific set of brain regions, little is known about their effective connectivity (direction and strength of connections). Applying parametric event-related functional MRI in conjunction with multivariate Granger causality analysis, we asked healthy participants to estimate how much punishment a hypothetical perpetrator deserves for intentionally committing criminal offenses varying in levels of harm. Our results confirmed that TPP legal decisions are based on two domain-general networks: the mentalizing network for evaluating legal responsibility and the central-executive network for determining appropriate punishment. Further, temporal pole (TP) and dorsomedial prefrontal cortex (PFC) emerged as hubs of the mentalizing network, uniquely generating converging output connections to ventromedial PFC, temporo-parietal junction, and posterior cingulate. In particular, dorsomedial PFC received inputs only from TP and both its activation and its connectivity to dorsolateral PFC correlated with degree of punishment. This supports the hypothesis that dorsomedial PFC acts as the driver of the TPP activation pattern, leading to the decision on the appropriate punishment. In conclusion, these results advance our understanding of the organizational elements of the TPP brain networks and provide better insights into the mental states of judges and jurors tasked with blaming and punishing legal wrongs.

Investigation of relationships between fMRI brain networks in the spectral domain using ICA and Granger causality reveals distinct differences between schizophrenia patients and healthy controls

PubMed Central

Demirci, Oguz; Stevens, Michael C.; Andreasen, Nancy C.; Michael, Andrew; Liu, Jingyu; White, Tonya; Pearlson, Godfrey D.; Clark, Vincent P.; Calhoun, Vince D.

2009-01-01

Functional network connectivity (FNC) is an approach that examines the relationships between brain networks (as opposed to functional connectivity (FC) that focuses upon the relationships between single voxels). FNC may help explain the complex relationships between distributed cerebral sites in the brain and possibly provide new understanding of neurological and psychiatric disorders such as schizophrenia. In this paper, we use independent component analysis (ICA) to extract the time courses of spatially independent components and then use these in Granger causality test (GCT) to investigate causal relationships between brain activation networks. We present results using both simulations and fMRI data of 155 subjects obtained during two different tasks. Unlike previous research, causal relationships are presented over different portions of the frequency spectrum in order to differentiate high and low frequency effects and not merged in a scalar. The results obtained using Sternberg item recognition paradigm (SIRP) and auditory oddball (AOD) tasks showed FNC differentiations between schizophrenia and control groups, and explained how the two groups differed during these tasks. During the SIRP task, secondary visual and cerebellum activation networks served as hubs and included most complex relationships between the activated regions. Secondary visual and temporal lobe activations replaced these components during the AOD task. PMID:19245841

Causal network in a deafferented non-human primate brain.

PubMed

Balasubramanian, Karthikeyan; Takahashi, Kazutaka; Hatsopoulos, Nicholas G

2015-01-01

De-afferented/efferented neural ensembles can undergo causal changes when interfaced to neuroprosthetic devices. These changes occur via recruitment or isolation of neurons, alterations in functional connectivity within the ensemble and/or changes in the role of neurons, i.e., excitatory/inhibitory. In this work, emergence of a causal network and changes in the dynamics are demonstrated for a deafferented brain region exposed to BMI (brain-machine interface) learning. The BMI was controlling a robot for reach-and-grasp behavior. And, the motor cortical regions used for the BMI were deafferented due to chronic amputation, and ensembles of neurons were decoded for velocity control of the multi-DOF robot. A generalized linear model-framework based Granger causality (GLM-GC) technique was used in estimating the ensemble connectivity. Model selection was based on the AIC (Akaike Information Criterion).

A review of causal inference for biomedical informatics

PubMed Central

Kleinberg, Samantha; Hripcsak, George

2011-01-01

Causality is an important concept throughout the health sciences and is particularly vital for informatics work such as finding adverse drug events or risk factors for disease using electronic health records. While philosophers and scientists working for centuries on formalizing what makes something a cause have not reached a consensus, new methods for inference show that we can make progress in this area in many practical cases. This article reviews core concepts in understanding and identifying causality and then reviews current computational methods for inference and explanation, focusing on inference from large-scale observational data. While the problem is not fully solved, we show that graphical models and Granger causality provide useful frameworks for inference and that a more recent approach based on temporal logic addresses some of the limitations of these methods. PMID:21782035

Parallel versus Serial Processing Dependencies in the Perisylvian Speech Network: A Granger Analysis of Intracranial EEG Data

ERIC Educational Resources Information Center

Gow, David W., Jr.; Keller, Corey J.; Eskandar, Emad; Meng, Nate; Cash, Sydney S.

2009-01-01

In this work, we apply Granger causality analysis to high spatiotemporal resolution intracranial EEG (iEEG) data to examine how different components of the left perisylvian language network interact during spoken language perception. The specific focus is on the characterization of serial versus parallel processing dependencies in the dominant…

Granger causality analysis reveals distinct spatio-temporal connectivity patterns in motor and perceptual visuo-spatial working memory.

PubMed

Protopapa, Foteini; Siettos, Constantinos I; Evdokimidis, Ioannis; Smyrnis, Nikolaos

2014-01-01

We employed spectral Granger causality analysis on a full set of 56 electroencephalographic recordings acquired during the execution of either a 2D movement pointing or a perceptual (yes/no) change detection task with memory and non-memory conditions. On the basis of network characteristics across frequency bands, we provide evidence for the full dissociation of the corresponding cognitive processes. Movement-memory trial types exhibited higher degree nodes during the first 2 s of the delay period, mainly at central, left frontal and right-parietal areas. Change detection-memory trial types resulted in a three-peak temporal pattern of the total degree with higher degree nodes emerging mainly at central, right frontal, and occipital areas. Functional connectivity networks resulting from non-memory trial types were characterized by more sparse structures for both tasks. The movement-memory trial types encompassed an apparent coarse flow from frontal to parietal areas while the opposite flow from occipital, parietal to central and frontal areas was evident for the change detection-memory trial types. The differences among tasks and conditions were more profound in α (8-12 Hz) and β (12-30 Hz) and less in γ (30-45 Hz) band. Our results favor the hypothesis which considers spatial working memory as a by-product of specific mental processes that engages common brain areas under different network organizations.

Identifying Seizure Onset Zone From the Causal Connectivity Inferred Using Directed Information

NASA Astrophysics Data System (ADS)

Malladi, Rakesh; Kalamangalam, Giridhar; Tandon, Nitin; Aazhang, Behnaam

2016-10-01

In this paper, we developed a model-based and a data-driven estimator for directed information (DI) to infer the causal connectivity graph between electrocorticographic (ECoG) signals recorded from brain and to identify the seizure onset zone (SOZ) in epileptic patients. Directed information, an information theoretic quantity, is a general metric to infer causal connectivity between time-series and is not restricted to a particular class of models unlike the popular metrics based on Granger causality or transfer entropy. The proposed estimators are shown to be almost surely convergent. Causal connectivity between ECoG electrodes in five epileptic patients is inferred using the proposed DI estimators, after validating their performance on simulated data. We then proposed a model-based and a data-driven SOZ identification algorithm to identify SOZ from the causal connectivity inferred using model-based and data-driven DI estimators respectively. The data-driven SOZ identification outperforms the model-based SOZ identification algorithm when benchmarked against visual analysis by neurologist, the current clinical gold standard. The causal connectivity analysis presented here is the first step towards developing novel non-surgical treatments for epilepsy.

Causality links among renewable energy consumption, CO2 emissions, and economic growth in Africa: evidence from a panel ARDL-PMG approach.

PubMed

Attiaoui, Imed; Toumi, Hassen; Ammouri, Bilel; Gargouri, Ilhem

2017-05-01

This research examines the causality (For the remainder of the paper, the notion of causality refers to Granger causality.) links among renewable energy consumption (REC), CO 2 emissions (CE), non-renewable energy consumption (NREC), and economic growth (GDP) using an autoregressive distributed lag model based on the pooled mean group estimation (ARDL-PMG) and applying Granger causality tests for a panel consisting of 22 African countries for the period between 1990 and 2011. There is unidirectional and irreversible short-run causality from CE to GDP. The causal direction between CE and REC is unobservable over the short-term. Moreover, we find unidirectional, short-run causality from REC to GDP. When testing per pair of variables, there are short-run bidirectional causalities among REC, CE, and GDP. However, if we add CE to the variables REC and NREC, the causality to GDP is observable, and causality from the pair REC and NREC to economic growth is neutral. Likewise, if we add NREC to the variables GDP and REC, there is causality. There are bidirectional long-run causalities among REC, CE, and GDP, which supports the feedback assumption. Causality from GDP to REC is not strong for the panel. If we test per pair of variables, the strong causality from GDP and CE to REC is neutral. The long-run PMG estimates show that NREC and gross domestic product increase CE, whereas REC decreases CE.

Inferring Weighted Directed Association Network from Multivariate Time Series with a Synthetic Method of Partial Symbolic Transfer Entropy Spectrum and Granger Causality

PubMed Central

Hu, Yanzhu; Ai, Xinbo

2016-01-01

Complex network methodology is very useful for complex system explorer. However, the relationships among variables in complex system are usually not clear. Therefore, inferring association networks among variables from their observed data has been a popular research topic. We propose a synthetic method, named small-shuffle partial symbolic transfer entropy spectrum (SSPSTES), for inferring association network from multivariate time series. The method synthesizes surrogate data, partial symbolic transfer entropy (PSTE) and Granger causality. A proper threshold selection is crucial for common correlation identification methods and it is not easy for users. The proposed method can not only identify the strong correlation without selecting a threshold but also has the ability of correlation quantification, direction identification and temporal relation identification. The method can be divided into three layers, i.e. data layer, model layer and network layer. In the model layer, the method identifies all the possible pair-wise correlation. In the network layer, we introduce a filter algorithm to remove the indirect weak correlation and retain strong correlation. Finally, we build a weighted adjacency matrix, the value of each entry representing the correlation level between pair-wise variables, and then get the weighted directed association network. Two numerical simulated data from linear system and nonlinear system are illustrated to show the steps and performance of the proposed approach. The ability of the proposed method is approved by an application finally. PMID:27832153

Confounding factors in determining causal soil moisture-precipitation feedback

NASA Astrophysics Data System (ADS)

Tuttle, Samuel E.; Salvucci, Guido D.

2017-07-01

Identification of causal links in the land-atmosphere system is important for construction and testing of land surface and general circulation models. However, the land and atmosphere are highly coupled and linked by a vast number of complex, interdependent processes. Statistical methods, such as Granger causality, can help to identify feedbacks from observational data, independent of the different parameterizations of physical processes and spatiotemporal resolution effects that influence feedbacks in models. However, statistical causal identification methods can easily be misapplied, leading to erroneous conclusions about feedback strength and sign. Here, we discuss three factors that must be accounted for in determination of causal soil moisture-precipitation feedback in observations and model output: seasonal and interannual variability, precipitation persistence, and endogeneity. The effect of neglecting these factors is demonstrated in simulated and observational data. The results show that long-timescale variability and precipitation persistence can have a substantial effect on detected soil moisture-precipitation feedback strength, while endogeneity has a smaller effect that is often masked by measurement error and thus is more likely to be an issue when analyzing model data or highly accurate observational data.

Tracking time-varying causality and directionality of information flow using an error reduction ratio test with applications to electroencephalography data.

PubMed

Zhao, Yifan; Billings, Steve A; Wei, Hualiang; Sarrigiannis, Ptolemaios G

2012-11-01

This paper introduces an error reduction ratio-causality (ERR-causality) test that can be used to detect and track causal relationships between two signals. In comparison to the traditional Granger method, one significant advantage of the new ERR-causality test is that it can effectively detect the time-varying direction of linear or nonlinear causality between two signals without fitting a complete model. Another important advantage is that the ERR-causality test can detect both the direction of interactions and estimate the relative time shift between the two signals. Numerical examples are provided to illustrate the effectiveness of the new method together with the determination of the causality between electroencephalograph signals from different cortical sites for patients during an epileptic seizure.

CaSPIAN: A Causal Compressive Sensing Algorithm for Discovering Directed Interactions in Gene Networks

PubMed Central

Emad, Amin; Milenkovic, Olgica

2014-01-01

We introduce a novel algorithm for inference of causal gene interactions, termed CaSPIAN (Causal Subspace Pursuit for Inference and Analysis of Networks), which is based on coupling compressive sensing and Granger causality techniques. The core of the approach is to discover sparse linear dependencies between shifted time series of gene expressions using a sequential list-version of the subspace pursuit reconstruction algorithm and to estimate the direction of gene interactions via Granger-type elimination. The method is conceptually simple and computationally efficient, and it allows for dealing with noisy measurements. Its performance as a stand-alone platform without biological side-information was tested on simulated networks, on the synthetic IRMA network in Saccharomyces cerevisiae, and on data pertaining to the human HeLa cell network and the SOS network in E. coli. The results produced by CaSPIAN are compared to the results of several related algorithms, demonstrating significant improvements in inference accuracy of documented interactions. These findings highlight the importance of Granger causality techniques for reducing the number of false-positives, as well as the influence of noise and sampling period on the accuracy of the estimates. In addition, the performance of the method was tested in conjunction with biological side information of the form of sparse “scaffold networks”, to which new edges were added using available RNA-seq or microarray data. These biological priors aid in increasing the sensitivity and precision of the algorithm in the small sample regime. PMID:24622336

Instantaneous and causal connectivity in resting state brain networks derived from functional MRI data.

PubMed

Deshpande, Gopikrishna; Santhanam, Priya; Hu, Xiaoping

2011-01-15

Most neuroimaging studies of resting state networks have concentrated on functional connectivity (FC) based on instantaneous correlation in a single network. In this study we investigated both FC and effective connectivity (EC) based on Granger causality of four important networks at resting state derived from functional magnetic resonance imaging data - default mode network (DMN), hippocampal cortical memory network (HCMN), dorsal attention network (DAN) and fronto-parietal control network (FPCN). A method called correlation-purged Granger causality analysis was used, not only enabling the simultaneous evaluation of FC and EC of all networks using a single multivariate model, but also accounting for the interaction between them resulting from the smoothing of neuronal activity by hemodynamics. FC was visualized using a force-directed layout upon which causal interactions were overlaid. FC results revealed that DAN is very tightly coupled compared to the other networks while the DMN forms the backbone around which the other networks amalgamate. The pattern of bidirectional causal interactions indicates that posterior cingulate and posterior inferior parietal lobule of DMN act as major hubs. The pattern of unidirectional causal paths revealed that hippocampus and anterior prefrontal cortex (aPFC) receive major inputs, likely reflecting memory encoding/retrieval and cognitive integration, respectively. Major outputs emanating from anterior insula and middle temporal area, which are directed at aPFC, may carry information about interoceptive awareness and external environment, respectively, into aPFC for integration, supporting the hypothesis that aPFC-seeded FPCN acts as a control network. Our findings indicate the following. First, regions whose activities are not synchronized interact via time-delayed causal influences. Second, the causal interactions are organized such that cingulo-parietal regions act as hubs. Finally, segregation of different resting state

Extracting neuronal functional network dynamics via adaptive Granger causality analysis.

PubMed

Sheikhattar, Alireza; Miran, Sina; Liu, Ji; Fritz, Jonathan B; Shamma, Shihab A; Kanold, Patrick O; Babadi, Behtash

2018-04-24

Quantifying the functional relations between the nodes in a network based on local observations is a key challenge in studying complex systems. Most existing time series analysis techniques for this purpose provide static estimates of the network properties, pertain to stationary Gaussian data, or do not take into account the ubiquitous sparsity in the underlying functional networks. When applied to spike recordings from neuronal ensembles undergoing rapid task-dependent dynamics, they thus hinder a precise statistical characterization of the dynamic neuronal functional networks underlying adaptive behavior. We develop a dynamic estimation and inference paradigm for extracting functional neuronal network dynamics in the sense of Granger, by integrating techniques from adaptive filtering, compressed sensing, point process theory, and high-dimensional statistics. We demonstrate the utility of our proposed paradigm through theoretical analysis, algorithm development, and application to synthetic and real data. Application of our techniques to two-photon Ca 2+ imaging experiments from the mouse auditory cortex reveals unique features of the functional neuronal network structures underlying spontaneous activity at unprecedented spatiotemporal resolution. Our analysis of simultaneous recordings from the ferret auditory and prefrontal cortical areas suggests evidence for the role of rapid top-down and bottom-up functional dynamics across these areas involved in robust attentive behavior.

Causality analysis in business performance measurement system using system dynamics methodology

NASA Astrophysics Data System (ADS)

Yusof, Zainuridah; Yusoff, Wan Fadzilah Wan; Maarof, Faridah

2014-07-01

One of the main components of the Balanced Scorecard (BSC) that differentiates it from any other performance measurement system (PMS) is the Strategy Map with its unidirectional causality feature. Despite its apparent popularity, criticisms on the causality have been rigorously discussed by earlier researchers. In seeking empirical evidence of causality, propositions based on the service profit chain theory were developed and tested using the econometrics analysis, Granger causality test on the 45 data points. However, the insufficiency of well-established causality models was found as only 40% of the causal linkages were supported by the data. Expert knowledge was suggested to be used in the situations of insufficiency of historical data. The Delphi method was selected and conducted in obtaining the consensus of the causality existence among the 15 selected expert persons by utilizing 3 rounds of questionnaires. Study revealed that only 20% of the propositions were not supported. The existences of bidirectional causality which demonstrate significant dynamic environmental complexity through interaction among measures were obtained from both methods. With that, a computer modeling and simulation using System Dynamics (SD) methodology was develop as an experimental platform to identify how policies impacting the business performance in such environments. The reproduction, sensitivity and extreme condition tests were conducted onto developed SD model to ensure their capability in mimic the reality, robustness and validity for causality analysis platform. This study applied a theoretical service management model within the BSC domain to a practical situation using SD methodology where very limited work has been done.

The topology of a causal network for the Chinese financial system

NASA Astrophysics Data System (ADS)

Gao, Bo; Ren, Ruo-en

2013-07-01

The paper builds a causal network for the Chinese financial system based on the Granger causality of company risks, studies its different topologies in crisis and bull period, and applies the centrality to explain individual risk and prevent systemic risk. The results show that this causal network possesses both small-world phenomenon and scale-free property, and has a little different average distance, clustering coefficient, and degree distribution in different periods, and financial institutions with high centrality not only have large individual risk, but also are important for systemic risk immunization.

Learning to learn causal models.

PubMed

Kemp, Charles; Goodman, Noah D; Tenenbaum, Joshua B

2010-09-01

Learning to understand a single causal system can be an achievement, but humans must learn about multiple causal systems over the course of a lifetime. We present a hierarchical Bayesian framework that helps to explain how learning about several causal systems can accelerate learning about systems that are subsequently encountered. Given experience with a set of objects, our framework learns a causal model for each object and a causal schema that captures commonalities among these causal models. The schema organizes the objects into categories and specifies the causal powers and characteristic features of these categories and the characteristic causal interactions between categories. A schema of this kind allows causal models for subsequent objects to be rapidly learned, and we explore this accelerated learning in four experiments. Our results confirm that humans learn rapidly about the causal powers of novel objects, and we show that our framework accounts better for our data than alternative models of causal learning. Copyright © 2010 Cognitive Science Society, Inc.

Systemic risk and causality dynamics of the world international shipping market

NASA Astrophysics Data System (ADS)

Zhang, Xin; Podobnik, Boris; Kenett, Dror Y.; Eugene Stanley, H.

2014-12-01

Various studies have reported that many economic systems have been exhibiting an increase in the correlation between different market sectors, a factor that exacerbates the level of systemic risk. We measure this systemic risk of three major world shipping markets, (i) the new ship market, (ii) the second-hand ship market, and (iii) the freight market, as well as the shipping stock market. Based on correlation networks during three time periods, that prior to the financial crisis, during the crisis, and after the crisis, minimal spanning trees (MSTs) and hierarchical trees (HTs) both exhibit complex dynamics, i.e., different market sectors tend to be more closely linked during financial crisis. Brownian distance correlation and Granger causality test both can be used to explore the directional interconnectedness of market sectors, while Brownian distance correlation captures more dependent relationships, which are not observed in the Granger causality test. These two measures can also identify and quantify market regression periods, implying that they contain predictive power for the current crisis.

A study on the causal effect of urban population growth and international trade on environmental pollution: evidence from China.

PubMed

Boamah, Kofi Baah; Du, Jianguo; Boamah, Angela Jacinta; Appiah, Kingsley

2018-02-01

This study seeks to contribute to the recent literature by empirically investigating the causal effect of urban population growth and international trade on environmental pollution of China, for the period 1980-2014. The Johansen cointegration confirmed a long-run cointegration association among the utilised variables for the case of China. The direction of causality among the variables was, consequently, investigated using the recent bootstrapped Granger causality test. This bootstrapped Granger causality approach is preferred as it provides robust and accurate critical values for statistical inferences. The findings from the causality analysis revealed the existence of a bi-directional causality between import and urban population. The three most paramount variables that explain the environmental pollution in China, according to the impulse response function, are imports, urbanisation and energy consumption. Our study further established the presence of an N-shaped environmental Kuznets curve relationship between economic growth and environmental pollution of China. Hence, our study recommends that China should adhere to stricter environmental regulations in international trade, as well as enforce policies that promote energy efficiency in the urban residential and commercial sector, in the quest to mitigate environmental pollution issues as the economy advances.

Study on localization of epileptic focus based on causality analysis

NASA Astrophysics Data System (ADS)

Shan, Shaojie; Li, Hanjun; Tang, Xiaoying

2018-05-01

In this paper, we considered that the ECoG signal contain abundant pathological information, which can be used for the localization of epileptic focus before epileptic seizures in 1-2 mins. In order to validate this hypothesis, cutting the ECoG into three stages: before seizure, seizure and after seizure, then through using Granger causality algorithm, PSI causality algorithm, Transfer Entropy causality algorithm at different stages of epilepsy ECoG, we were able to do the causality analysis of ECoG data. The results have shown that there is significant difference with the causality value of the epileptic focus area in before seizure, seizure and after seizure. An increase is in the causality value of each channel during epileptic seizure. After epileptic seizure, the causality between the channels showed a downward trend, but the difference was not obvious. The difference of the causality provides a reliable technical method to assist the clinical diagnosis of epileptic focus.

Causality and cointegration analysis between macroeconomic variables and the Bovespa.

PubMed

da Silva, Fabiano Mello; Coronel, Daniel Arruda; Vieira, Kelmara Mendes

2014-01-01

The aim of this study is to analyze the causality relationship among a set of macroeconomic variables, represented by the exchange rate, interest rate, inflation (CPI), industrial production index as a proxy for gross domestic product in relation to the index of the São Paulo Stock Exchange (Bovespa). The period of analysis corresponded to the months from January 1995 to December 2010, making a total of 192 observations for each variable. Johansen tests, through the statistics of the trace and of the maximum eigenvalue, indicated the existence of at least one cointegration vector. In the analysis of Granger (1988) causality tests via error correction, it was found that a short-term causality existed between the CPI and the Bovespa. Regarding the Granger (1988) long-term causality, the results indicated a long-term behaviour among the macroeconomic variables with the BOVESPA. The results of the long-term normalized vector for the Bovespa variable showed that most signals of the cointegration equation parameters are in accordance with what is suggested by the economic theory. In other words, there was a positive behaviour of the GDP and a negative behaviour of the inflation and of the exchange rate (expected to be a positive relationship) in relation to the Bovespa, with the exception of the Selic rate, which was not significant with that index. The variance of the Bovespa was explained by itself in over 90% at the twelfth month, followed by the country risk, with less than 5%.

Theta-rhythmic drive between medial septum and hippocampus in slow-wave sleep and microarousal: a Granger causality analysis.

PubMed

Kang, D; Ding, M; Topchiy, I; Shifflett, L; Kocsis, B

2015-11-01

Medial septum (MS) plays a critical role in controlling the electrical activity of the hippocampus (HIPP). In particular, theta-rhythmic burst firing of MS neurons is thought to drive lasting HIPP theta oscillations in rats during waking motor activity and REM sleep. Less is known about MS-HIPP interactions in nontheta states such as non-REM sleep, in which HIPP theta oscillations are absent but theta-rhythmic burst firing in subsets of MS neurons is preserved. The present study used Granger causality (GC) to examine the interaction patterns between MS and HIPP in slow-wave sleep (SWS, a nontheta state) and during its short interruptions called microarousals (a transient theta state). We found that during SWS, while GC revealed a unidirectional MS→HIPP influence over a wide frequency band (2-12 Hz, maximum: ∼8 Hz), there was no theta peak in the hippocampal power spectra, indicating a lack of theta activity in HIPP. In contrast, during microarousals, theta peaks were seen in both MS and HIPP power spectra and were accompanied by bidirectional GC with MS→HIPP and HIPP→MS theta drives being of equal magnitude. Thus GC in a nontheta state (SWS) vs. a theta state (microarousal) primarily differed in the level of HIPP→MS. The present findings suggest a modification of our understanding of the role of MS as the theta generator in two regards. First, a MS→HIPP theta drive does not necessarily induce theta field oscillations in the hippocampus, as found in SWS. Second, HIPP theta oscillations entail bidirectional theta-rhythmic interactions between MS and HIPP. Copyright © 2015 the American Physiological Society.

Assessment of resampling methods for causality testing: A note on the US inflation behavior

PubMed Central

Kyrtsou, Catherine; Kugiumtzis, Dimitris; Diks, Cees

2017-01-01

Different resampling methods for the null hypothesis of no Granger causality are assessed in the setting of multivariate time series, taking into account that the driving-response coupling is conditioned on the other observed variables. As appropriate test statistic for this setting, the partial transfer entropy (PTE), an information and model-free measure, is used. Two resampling techniques, time-shifted surrogates and the stationary bootstrap, are combined with three independence settings (giving a total of six resampling methods), all approximating the null hypothesis of no Granger causality. In these three settings, the level of dependence is changed, while the conditioning variables remain intact. The empirical null distribution of the PTE, as the surrogate and bootstrapped time series become more independent, is examined along with the size and power of the respective tests. Additionally, we consider a seventh resampling method by contemporaneously resampling the driving and the response time series using the stationary bootstrap. Although this case does not comply with the no causality hypothesis, one can obtain an accurate sampling distribution for the mean of the test statistic since its value is zero under H0. Results indicate that as the resampling setting gets more independent, the test becomes more conservative. Finally, we conclude with a real application. More specifically, we investigate the causal links among the growth rates for the US CPI, money supply and crude oil. Based on the PTE and the seven resampling methods, we consistently find that changes in crude oil cause inflation conditioning on money supply in the post-1986 period. However this relationship cannot be explained on the basis of traditional cost-push mechanisms. PMID:28708870

Assessment of resampling methods for causality testing: A note on the US inflation behavior.

PubMed

Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris; Diks, Cees

2017-01-01

Different resampling methods for the null hypothesis of no Granger causality are assessed in the setting of multivariate time series, taking into account that the driving-response coupling is conditioned on the other observed variables. As appropriate test statistic for this setting, the partial transfer entropy (PTE), an information and model-free measure, is used. Two resampling techniques, time-shifted surrogates and the stationary bootstrap, are combined with three independence settings (giving a total of six resampling methods), all approximating the null hypothesis of no Granger causality. In these three settings, the level of dependence is changed, while the conditioning variables remain intact. The empirical null distribution of the PTE, as the surrogate and bootstrapped time series become more independent, is examined along with the size and power of the respective tests. Additionally, we consider a seventh resampling method by contemporaneously resampling the driving and the response time series using the stationary bootstrap. Although this case does not comply with the no causality hypothesis, one can obtain an accurate sampling distribution for the mean of the test statistic since its value is zero under H0. Results indicate that as the resampling setting gets more independent, the test becomes more conservative. Finally, we conclude with a real application. More specifically, we investigate the causal links among the growth rates for the US CPI, money supply and crude oil. Based on the PTE and the seven resampling methods, we consistently find that changes in crude oil cause inflation conditioning on money supply in the post-1986 period. However this relationship cannot be explained on the basis of traditional cost-push mechanisms.

Econometrics as evidence? Examining the 'causal' connections between financial speculation and commodities prices.

PubMed

Williams, James W; Cook, Nikolai M

2016-10-01

One of the lasting legacies of the financial crisis of 2008, and the legislative energies that followed from it, is the growing reliance on econometrics as part of the rulemaking process. Financial regulators are increasingly expected to rationalize proposed rules using available econometric techniques, and the courts have vacated several key rules emanating from Dodd-Frank on the grounds of alleged deficiencies in this evidentiary effort. The turn toward such econometric tools is seen as a significant constraint on and challenge to regulators as they endeavor to engage with such essential policy questions as the impact of financial speculation on food security. Yet, outside of the specialized practitioner community, very little is known about these techniques. This article examines one such econometric test, Granger causality, and its role in a pivotal Dodd-Frank rulemaking. Through an examination of the test for Granger causality and its attempts to distill the causal connections between financial speculation and commodities prices, the article argues that econometrics is a blunt but useful tool, limited in its ability to provide decisive insights into commodities markets and yet yielding useful returns for those who are able to wield it.

[Exploration of influencing factors of price of herbal based on VAR model].

PubMed

Wang, Nuo; Liu, Shu-Zhen; Yang, Guang

2014-10-01

Based on vector auto-regression (VAR) model, this paper takes advantage of Granger causality test, variance decomposition and impulse response analysis techniques to carry out a comprehensive study of the factors influencing the price of Chinese herbal, including herbal cultivation costs, acreage, natural disasters, the residents' needs and inflation. The study found that there is Granger causality relationship between inflation and herbal prices, cultivation costs and herbal prices. And in the total variance analysis of Chinese herbal and medicine price index, the largest contribution to it is from its own fluctuations, followed by the cultivation costs and inflation.

Causality and Cointegration Analysis between Macroeconomic Variables and the Bovespa

PubMed Central

da Silva, Fabiano Mello; Coronel, Daniel Arruda; Vieira, Kelmara Mendes

2014-01-01

The aim of this study is to analyze the causality relationship among a set of macroeconomic variables, represented by the exchange rate, interest rate, inflation (CPI), industrial production index as a proxy for gross domestic product in relation to the index of the São Paulo Stock Exchange (Bovespa). The period of analysis corresponded to the months from January 1995 to December 2010, making a total of 192 observations for each variable. Johansen tests, through the statistics of the trace and of the maximum eigenvalue, indicated the existence of at least one cointegration vector. In the analysis of Granger (1988) causality tests via error correction, it was found that a short-term causality existed between the CPI and the Bovespa. Regarding the Granger (1988) long-term causality, the results indicated a long-term behaviour among the macroeconomic variables with the BOVESPA. The results of the long-term normalized vector for the Bovespa variable showed that most signals of the cointegration equation parameters are in accordance with what is suggested by the economic theory. In other words, there was a positive behaviour of the GDP and a negative behaviour of the inflation and of the exchange rate (expected to be a positive relationship) in relation to the Bovespa, with the exception of the Selic rate, which was not significant with that index. The variance of the Bovespa was explained by itself in over 90% at the twelth month, followed by the country risk, with less than 5%. PMID:24587019

Structure and Connectivity Analysis of Financial Complex System Based on G-Causality Network

NASA Astrophysics Data System (ADS)

Xu, Chuan-Ming; Yan, Yan; Zhu, Xiao-Wu; Li, Xiao-Teng; Chen, Xiao-Song

2013-11-01

The recent financial crisis highlights the inherent weaknesses of the financial market. To explore the mechanism that maintains the financial market as a system, we study the interactions of U.S. financial market from the network perspective. Applied with conditional Granger causality network analysis, network density, in-degree and out-degree rankings are important indicators to analyze the conditional causal relationships among financial agents, and further to assess the stability of U.S. financial systems. It is found that the topological structure of G-causality network in U.S. financial market changed in different stages over the last decade, especially during the recent global financial crisis. Network density of the G-causality model is much higher during the period of 2007-2009 crisis stage, and it reaches the peak value in 2008, the most turbulent time in the crisis. Ranked by in-degrees and out-degrees, insurance companies are listed in the top of 68 financial institutions during the crisis. They act as the hubs which are more easily influenced by other financial institutions and simultaneously influence others during the global financial disturbance.

Using large-scale Granger causality to study changes in brain network properties in the Clinically Isolated Syndrome (CIS) stage of multiple sclerosis

NASA Astrophysics Data System (ADS)

Abidin, Anas Z.; Chockanathan, Udaysankar; DSouza, Adora M.; Inglese, Matilde; Wismüller, Axel

2017-03-01

Clinically Isolated Syndrome (CIS) is often considered to be the first neurological episode associated with Multiple sclerosis (MS). At an early stage the inflammatory demyelination occurring in the CNS can manifest as a change in neuronal metabolism, with multiple asymptomatic white matter lesions detected in clinical MRI. Such damage may induce topological changes of brain networks, which can be captured by advanced functional MRI (fMRI) analysis techniques. We test this hypothesis by capturing the effective relationships of 90 brain regions, defined in the Automated Anatomic Labeling (AAL) atlas, using a large-scale Granger Causality (lsGC) framework. The resulting networks are then characterized using graph-theoretic measures that quantify various network topology properties at a global as well as at a local level. We study for differences in these properties in network graphs obtained for 18 subjects (10 male and 8 female, 9 with CIS and 9 healthy controls). Global network properties captured trending differences with modularity and clustering coefficient (p<0.1). Additionally, local network properties, such as local efficiency and the strength of connections, captured statistically significant (p<0.01) differences in some regions of the inferior frontal and parietal lobe. We conclude that multivariate analysis of fMRI time-series can reveal interesting information about changes occurring in the brain in early stages of MS.

New levels of language processing complexity and organization revealed by granger causation.

PubMed

Gow, David W; Caplan, David N

2012-01-01

Granger causation analysis of high spatiotemporal resolution reconstructions of brain activation offers a new window on the dynamic interactions between brain areas that support language processing. Premised on the observation that causes both precede and uniquely predict their effects, this approach provides an intuitive, model-free means of identifying directed causal interactions in the brain. It requires the analysis of all non-redundant potentially interacting signals, and has shown that even "early" processes such as speech perception involve interactions of many areas in a strikingly large network that extends well beyond traditional left hemisphere perisylvian cortex that play out over hundreds of milliseconds. In this paper we describe this technique and review several general findings that reframe the way we think about language processing and brain function in general. These include the extent and complexity of language processing networks, the central role of interactive processing dynamics, the role of processing hubs where the input from many distinct brain regions are integrated, and the degree to which task requirements and stimulus properties influence processing dynamics and inform our understanding of "language-specific" localized processes.

Higher Education and Unemployment: A Cointegration and Causality Analysis of the Case of Turkey

ERIC Educational Resources Information Center

Erdem, Ekrem; Tugcu, Can Tansel

2012-01-01

This article analyses the short and the long-term relations between higher education and unemployment in Turkey for the period 1960-2007. It chooses the recently developed ARDL cointegration and Granger causality of Dolado and Lutkepohl (1996) methods. While the proxy of unemployment is total unemployment rate, higher education graduates were…

Estimating Causal Effects of Local Air Pollution on Daily Deaths: Effect of Low Levels.

PubMed

Schwartz, Joel; Bind, Marie-Abele; Koutrakis, Petros

2017-01-01

Although many time-series studies have established associations of daily pollution variations with daily deaths, there are fewer at low concentrations, or focused on locally generated pollution, which is becoming more important as regulations reduce regional transport. Causal modeling approaches are also lacking. We used causal modeling to estimate the impact of local air pollution on mortality at low concentrations. Using an instrumental variable approach, we developed an instrument for variations in local pollution concentrations that is unlikely to be correlated with other causes of death, and examined its association with daily deaths in the Boston, Massachusetts, area. We combined height of the planetary boundary layer and wind speed, which affect concentrations of local emissions, to develop the instrument for particulate matter ≤ 2.5 μm (PM2.5), black carbon (BC), or nitrogen dioxide (NO2) variations that were independent of year, month, and temperature. We also used Granger causality to assess whether omitted variable confounding existed. We estimated that an interquartile range increase in the instrument for local PM2.5 was associated with a 0.90% increase in daily deaths (95% CI: 0.25, 1.56). A similar result was found for BC, and a weaker association with NO2. The Granger test found no evidence of omitted variable confounding for the instrument. A separate test confirmed the instrument was not associated with mortality independent of pollution. Furthermore, the association remained when all days with PM2.5 concentrations > 30 μg/m3 were excluded from the analysis (0.84% increase in daily deaths; 95% CI: 0.19, 1.50). We conclude that there is a causal association of local air pollution with daily deaths at concentrations below U.S. EPA standards. The estimated attributable risk in Boston exceeded 1,800 deaths during the study period, indicating that important public health benefits can follow from further control efforts. Citation: Schwartz J, Bind MA

Control over the strength of connections between modules: a double dissociation between stimulus format and task revealed by Granger causality mapping in fMRI

PubMed Central

Anderson, Britt; Soliman, Sherif; O’Malley, Shannon; Danckert, James; Besner, Derek

2015-01-01

Drawing on theoretical and computational work with the localist dual route reading model and results from behavioral studies, Besner et al. (2011) proposed that the ability to perform tasks that require overriding stimulus-specific defaults (e.g., semantics when naming Arabic numerals, and phonology when evaluating the parity of number words) necessitate the ability to modulate the strength of connections between cognitive modules for lexical representation, semantics, and phonology on a task- and stimulus-specific basis. We used functional magnetic resonance imaging to evaluate this account by assessing changes in functional connectivity while participants performed tasks that did and did not require such stimulus-task default overrides. The occipital region showing the greatest modulation of BOLD signal strength for the two stimulus types was used as the seed region for Granger causality mapping (GCM). Our GCM analysis revealed a region of rostromedial frontal cortex with a crossover interaction. When participants performed tasks that required overriding stimulus type defaults (i.e., parity judgments of number words and naming Arabic numerals) functional connectivity between the occipital region and rostromedial frontal cortex was present. Statistically significant functional connectivity was absent when the tasks were the default for the stimulus type (i.e., parity judgments of Arabic numerals and reading number words). This frontal region (BA 10) has previously been shown to be involved in goal-directed behavior and maintenance of a specific task set. We conclude that overriding stimulus-task defaults requires a modulation of connection strengths between cognitive modules and that the override mechanism predicted from cognitive theory is instantiated by frontal modulation of neural activity of brain regions specialized for sensory processing. PMID:25870571

Causality Analysis of fMRI Data Based on the Directed Information Theory Framework.

PubMed

Wang, Zhe; Alahmadi, Ahmed; Zhu, David C; Li, Tongtong

2016-05-01

This paper aims to conduct fMRI-based causality analysis in brain connectivity by exploiting the directed information (DI) theory framework. Unlike the well-known Granger causality (GC) analysis, which relies on the linear prediction technique, the DI theory framework does not have any modeling constraints on the sequences to be evaluated and ensures estimation convergence. Moreover, it can be used to generate the GC graphs. In this paper, first, we introduce the core concepts in the DI framework. Second, we present how to conduct causality analysis using DI measures between two time series. We provide the detailed procedure on how to calculate the DI for two finite-time series. The two major steps involved here are optimal bin size selection for data digitization and probability estimation. Finally, we demonstrate the applicability of DI-based causality analysis using both the simulated data and experimental fMRI data, and compare the results with that of the GC analysis. Our analysis indicates that GC analysis is effective in detecting linear or nearly linear causal relationship, but may have difficulty in capturing nonlinear causal relationships. On the other hand, DI-based causality analysis is more effective in capturing both linear and nonlinear causal relationships. Moreover, it is observed that brain connectivity among different regions generally involves dynamic two-way information transmissions between them. Our results show that when bidirectional information flow is present, DI is more effective than GC to quantify the overall causal relationship.

Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China

NASA Astrophysics Data System (ADS)

Borjigin, Sumuya; Yang, Yating; Yang, Xiaoguang; Sun, Leilei

2018-03-01

Many researchers have realized that there is a strong correlation between stock prices and macroeconomy. In order to make this relationship clear, a lot of studies have been done. However, the causal relationship between stock prices and macroeconomy has still not been well explained. A key point is that, most of the existing research adopts linear and stable models to investigate the correlation of stock prices and macroeconomy, while the real causality of that may be nonlinear and dynamic. To fill this research gap, we investigate the nonlinear and dynamic causal relationships between stock prices and macroeconomy. Based on the case of China's stock prices and acroeconomy measures from January 1992 to March 2017, we compare the linear Granger causality test models with nonlinear ones. Results demonstrate that the nonlinear dynamic Granger causality is much stronger than linear Granger causality. From the perspective of nonlinear dynamic Granger causality, China's stock prices can be viewed as "national economic barometer". On the one hand, this study will encourage researchers to take nonlinearity and dynamics into account when they investigate the correlation of stock prices and macroeconomy; on the other hand, our research can guide regulators and investors to make better decisions.

Causal reasoning with mental models

PubMed Central

Khemlani, Sangeet S.; Barbey, Aron K.; Johnson-Laird, Philip N.

2014-01-01

This paper outlines the model-based theory of causal reasoning. It postulates that the core meanings of causal assertions are deterministic and refer to temporally-ordered sets of possibilities: A causes B to occur means that given A, B occurs, whereas A enables B to occur means that given A, it is possible for B to occur. The paper shows how mental models represent such assertions, and how these models underlie deductive, inductive, and abductive reasoning yielding explanations. It reviews evidence both to corroborate the theory and to account for phenomena sometimes taken to be incompatible with it. Finally, it reviews neuroscience evidence indicating that mental models for causal inference are implemented within lateral prefrontal cortex. PMID:25389398

Causal reasoning with mental models.

PubMed

Khemlani, Sangeet S; Barbey, Aron K; Johnson-Laird, Philip N

2014-01-01

This paper outlines the model-based theory of causal reasoning. It postulates that the core meanings of causal assertions are deterministic and refer to temporally-ordered sets of possibilities: A causes B to occur means that given A, B occurs, whereas A enables B to occur means that given A, it is possible for B to occur. The paper shows how mental models represent such assertions, and how these models underlie deductive, inductive, and abductive reasoning yielding explanations. It reviews evidence both to corroborate the theory and to account for phenomena sometimes taken to be incompatible with it. Finally, it reviews neuroscience evidence indicating that mental models for causal inference are implemented within lateral prefrontal cortex.

Causal relationship between CO₂ emissions, real GDP, energy consumption, financial development, trade openness, and urbanization in Tunisia.

PubMed

Farhani, Sahbi; Ozturk, Ilhan

2015-10-01

The aim of this paper is to examine the causal relationship between CO2 emissions, real GDP, energy consumption, financial development, trade openness, and urbanization in Tunisia over the period of 1971-2012. The long-run relationship is investigated by the auto-regressive distributed lag (ARDL) bounds testing approach to cointegration and error correction method (ECM). The results of the analysis reveal a positive sign for the coefficient of financial development, suggesting that the financial development in Tunisia has taken place at the expense of environmental pollution. The Tunisian case also shows a positive monotonic relationship between real GDP and CO2 emissions. This means that the results do not support the validity of environmental Kuznets curve (EKC) hypothesis. In addition, the paper explores causal relationship between the variables by using Granger causality models and it concludes that financial development plays a vital role in the Tunisian economy.

Altered amygdala and hippocampus effective connectivity in mild cognitive impairment patients with depression: a resting-state functional MR imaging study with granger causality analysis

PubMed Central

Zhang, Xin Yuan; Wang, Yun Fei; Liu, Ya; Zheng, Gang; Lu, Guang Ming; Zhang, Long Jiang; Han, Ying

2017-01-01

Neuroimaging studies have demonstrated that the major depression disorder would increase the risk of dementia in the older with amnestic cognitive impairment. We used granger causality analysis algorithm to explore the amygdala- and hippocampus-based directional connectivity patterns in 12 patients with major depression disorder and amnestic cognitive impairment (mean age: 69.5 ± 10.3 years), 13 amnestic cognitive impairment patients (mean age: 72.7 ± 8.5 years) and 14 healthy controls (mean age: 64.7 ± 7.0 years). Compared with amnestic cognitive impairment patients and control groups respectively, the patients with both major depression disorder and amnestic cognitive impairment displayed increased effective connectivity from the right amygdala to the right lingual and calcarine gyrus, as well as to the bilateral supplementary motor areas. Meanwhile, the patients with both major depression disorder and amnestic cognitive impairment had enhanced effective connectivity from the left superior parietal gyrus, superior and middle occipital gyrus to the left hippocampus, the z values of which was also correlated with the scores of mini-mental state examination and auditory verbal learning test-immediate recall. Our findings indicated that the directional effective connectivity of right amygdala - occipital-parietal lobe – left hippocampus might be the pathway by which major depression disorder inhibited the brain activity in patients with amnestic cognitive impairment. PMID:28212570

Altered amygdala and hippocampus effective connectivity in mild cognitive impairment patients with depression: a resting-state functional MR imaging study with granger causality analysis.

PubMed

Zheng, Li Juan; Yang, Gui Fen; Zhang, Xin Yuan; Wang, Yun Fei; Liu, Ya; Zheng, Gang; Lu, Guang Ming; Zhang, Long Jiang; Han, Ying

2017-04-11

Neuroimaging studies have demonstrated that the major depression disorder would increase the risk of dementia in the older with amnestic cognitive impairment. We used granger causality analysis algorithm to explore the amygdala- and hippocampus-based directional connectivity patterns in 12 patients with major depression disorder and amnestic cognitive impairment (mean age: 69.5 ± 10.3 years), 13 amnestic cognitive impairment patients (mean age: 72.7 ± 8.5 years) and 14 healthy controls (mean age: 64.7 ± 7.0 years). Compared with amnestic cognitive impairment patients and control groups respectively, the patients with both major depression disorder and amnestic cognitive impairment displayed increased effective connectivity from the right amygdala to the right lingual and calcarine gyrus, as well as to the bilateral supplementary motor areas. Meanwhile, the patients with both major depression disorder and amnestic cognitive impairment had enhanced effective connectivity from the left superior parietal gyrus, superior and middle occipital gyrus to the left hippocampus, the z values of which was also correlated with the scores of mini-mental state examination and auditory verbal learning test-immediate recall. Our findings indicated that the directional effective connectivity of right amygdala - occipital-parietal lobe - left hippocampus might be the pathway by which major depression disorder inhibited the brain activity in patients with amnestic cognitive impairment.

Detecting dynamic causal inference in nonlinear two-phase fracture flow

NASA Astrophysics Data System (ADS)

Faybishenko, Boris

2017-08-01

Identifying dynamic causal inference involved in flow and transport processes in complex fractured-porous media is generally a challenging task, because nonlinear and chaotic variables may be positively coupled or correlated for some periods of time, but can then become spontaneously decoupled or non-correlated. In his 2002 paper (Faybishenko, 2002), the author performed a nonlinear dynamical and chaotic analysis of time-series data obtained from the fracture flow experiment conducted by Persoff and Pruess (1995), and, based on the visual examination of time series data, hypothesized that the observed pressure oscillations at both inlet and outlet edges of the fracture result from a superposition of both forward and return waves of pressure propagation through the fracture. In the current paper, the author explores an application of a combination of methods for detecting nonlinear chaotic dynamics behavior along with the multivariate Granger Causality (G-causality) time series test. Based on the G-causality test, the author infers that his hypothesis is correct, and presents a causation loop diagram of the spatial-temporal distribution of gas, liquid, and capillary pressures measured at the inlet and outlet of the fracture. The causal modeling approach can be used for the analysis of other hydrological processes, for example, infiltration and pumping tests in heterogeneous subsurface media, and climatic processes, for example, to find correlations between various meteorological parameters, such as temperature, solar radiation, barometric pressure, etc.

Exploratory Causal Analysis in Bivariate Time Series Data

NASA Astrophysics Data System (ADS)

McCracken, James M.

Many scientific disciplines rely on observational data of systems for which it is difficult (or impossible) to implement controlled experiments and data analysis techniques are required for identifying causal information and relationships directly from observational data. This need has lead to the development of many different time series causality approaches and tools including transfer entropy, convergent cross-mapping (CCM), and Granger causality statistics. In this thesis, the existing time series causality method of CCM is extended by introducing a new method called pairwise asymmetric inference (PAI). It is found that CCM may provide counter-intuitive causal inferences for simple dynamics with strong intuitive notions of causality, and the CCM causal inference can be a function of physical parameters that are seemingly unrelated to the existence of a driving relationship in the system. For example, a CCM causal inference might alternate between ''voltage drives current'' and ''current drives voltage'' as the frequency of the voltage signal is changed in a series circuit with a single resistor and inductor. PAI is introduced to address both of these limitations. Many of the current approaches in the times series causality literature are not computationally straightforward to apply, do not follow directly from assumptions of probabilistic causality, depend on assumed models for the time series generating process, or rely on embedding procedures. A new approach, called causal leaning, is introduced in this work to avoid these issues. The leaning is found to provide causal inferences that agree with intuition for both simple systems and more complicated empirical examples, including space weather data sets. The leaning may provide a clearer interpretation of the results than those from existing time series causality tools. A practicing analyst can explore the literature to find many proposals for identifying drivers and causal connections in times series data

On the causal links between health indicator, output, combustible renewables and waste consumption, rail transport, and CO2 emissions: the case of Tunisia.

PubMed

Ben Jebli, Mehdi

2016-08-01

This study employs the autoregressive distributed lag (ARDL) approach and Granger causality test to investigate the short- and long-run relationships between health indicator, real GDP, combustible renewables and waste consumption, rail transport, and carbon dioxide (CO2) emissions for the case of Tunisia, spanning the period of 1990-2011. The empirical findings suggest that the Fisher statistic of the Wald test confirm the existence of a long-run relationship between the variables. Moreover, the long-run estimated elasticities of the ARDL model provide that output and combustible renewables and waste consumption have a positive and statistically significant impact on health situation, while CO2 emissions and rail transport both contribute to the decrease of health indicator. Granger causality results affirm that, in the short-run, there is a unidirectional causality running from real GDP to health, a unidirectional causality from health to combustible renewables and waste consumption, and a unidirectional causality from all variables to CO2 emissions. In the long-run, all the computed error correction terms are significant and confirm the existence of long-run association among the variables. Our recommendations for the Tunisian policymakers are as follows: (i) exploiting wastes and renewable fuels can be a good strategy to eliminate pollution caused by emissions and subsequently improve health quality, (ii) the use of renewable energy as a main source for national rail transport is an effective strategy for public health, (iii) renewable energy investment projects are beneficial plans for the country as this contributes to the growth of its own economy and reduce energy dependence, and (iii) more renewable energy consumption leads not only to decrease pollution but also to stimulate health situation because of the increase of doctors and nurses numbers.

Information flow and causality as rigorous notions ab initio

NASA Astrophysics Data System (ADS)

Liang, X. San

2016-11-01

Information flow or information transfer the widely applicable general physics notion can be rigorously derived from first principles, rather than axiomatically proposed as an ansatz. Its logical association with causality is firmly rooted in the dynamical system that lies beneath. The principle of nil causality that reads, an event is not causal to another if the evolution of the latter is independent of the former, which transfer entropy analysis and Granger causality test fail to verify in many situations, turns out to be a proven theorem here. Established in this study are the information flows among the components of time-discrete mappings and time-continuous dynamical systems, both deterministic and stochastic. They have been obtained explicitly in closed form, and put to applications with the benchmark systems such as the Kaplan-Yorke map, Rössler system, baker transformation, Hénon map, and stochastic potential flow. Besides unraveling the causal relations as expected from the respective systems, some of the applications show that the information flow structure underlying a complex trajectory pattern could be tractable. For linear systems, the resulting remarkably concise formula asserts analytically that causation implies correlation, while correlation does not imply causation, providing a mathematical basis for the long-standing philosophical debate over causation versus correlation.

Causal interactions in resting-state networks predict perceived loneliness.

PubMed

Tian, Yin; Yang, Li; Chen, Sifan; Guo, Daqing; Ding, Zechao; Tam, Kin Yip; Yao, Dezhong

2017-01-01

Loneliness is broadly described as a negative emotional response resulting from the differences between the actual and desired social relations of an individual, which is related to the neural responses in connection with social and emotional stimuli. Prior research has discovered that some neural regions play a role in loneliness. However, little is known about the differences among individuals in loneliness and the relationship of those differences to differences in neural networks. The current study aimed to investigate individual differences in perceived loneliness related to the causal interactions between resting-state networks (RSNs), including the dorsal attentional network (DAN), the ventral attentional network (VAN), the affective network (AfN) and the visual network (VN). Using conditional granger causal analysis of resting-state fMRI data, we revealed that the weaker causal flow from DAN to VAN is related to higher loneliness scores, and the decreased causal flow from AfN to VN is also related to higher loneliness scores. Our results clearly support the hypothesis that there is a connection between loneliness and neural networks. It is envisaged that neural network features could play a key role in characterizing the loneliness of an individual.

Causal interactions in resting-state networks predict perceived loneliness

PubMed Central

Yang, Li; Chen, Sifan; Guo, Daqing; Ding, Zechao; Tam, Kin Yip; Yao, Dezhong

2017-01-01

Loneliness is broadly described as a negative emotional response resulting from the differences between the actual and desired social relations of an individual, which is related to the neural responses in connection with social and emotional stimuli. Prior research has discovered that some neural regions play a role in loneliness. However, little is known about the differences among individuals in loneliness and the relationship of those differences to differences in neural networks. The current study aimed to investigate individual differences in perceived loneliness related to the causal interactions between resting-state networks (RSNs), including the dorsal attentional network (DAN), the ventral attentional network (VAN), the affective network (AfN) and the visual network (VN). Using conditional granger causal analysis of resting-state fMRI data, we revealed that the weaker causal flow from DAN to VAN is related to higher loneliness scores, and the decreased causal flow from AfN to VN is also related to higher loneliness scores. Our results clearly support the hypothesis that there is a connection between loneliness and neural networks. It is envisaged that neural network features could play a key role in characterizing the loneliness of an individual. PMID:28545125

A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test

NASA Astrophysics Data System (ADS)

Polanco-Martínez, J. M.; Fernández-Macho, J.; Neumann, M. B.; Faria, S. H.

2018-01-01

This paper presents an analysis of EU peripheral (so-called PIIGS) stock market indices and the S&P Europe 350 index (SPEURO), as a European benchmark market, over the pre-crisis (2004-2007) and crisis (2008-2011) periods. We computed a rolling-window wavelet correlation for the market returns and applied a non-linear Granger causality test to the wavelet decomposition coefficients of these stock market returns. Our results show that the correlation is stronger for the crisis than for the pre-crisis period. The stock market indices from Portugal, Italy and Spain were more interconnected among themselves during the crisis than with the SPEURO. The stock market from Portugal is the most sensitive and vulnerable PIIGS member, whereas the stock market from Greece tends to move away from the European benchmark market since the 2008 financial crisis till 2011. The non-linear causality test indicates that in the first three wavelet scales (intraweek, weekly and fortnightly) the number of uni-directional and bi-directional causalities is greater during the crisis than in the pre-crisis period, because of financial contagion. Furthermore, the causality analysis shows that the direction of the Granger cause-effect for the pre-crisis and crisis periods is not invariant in the considered time-scales, and that the causality directions among the studied stock markets do not seem to have a preferential direction. These results are relevant to better understand the behaviour of vulnerable stock markets, especially for investors and policymakers.

A Causal Model of Faculty Research Productivity.

ERIC Educational Resources Information Center

Bean, John P.

A causal model of faculty research productivity was developed through a survey of the literature. Models of organizational behavior, organizational effectiveness, and motivation were synthesized into a causal model of productivity. Two general types of variables were assumed to affect individual research productivity: institutional variables and…

Influence analysis for high-dimensional time series with an application to epileptic seizure onset zone detection

PubMed Central

Flamm, Christoph; Graef, Andreas; Pirker, Susanne; Baumgartner, Christoph; Deistler, Manfred

2013-01-01

Granger causality is a useful concept for studying causal relations in networks. However, numerical problems occur when applying the corresponding methodology to high-dimensional time series showing co-movement, e.g. EEG recordings or economic data. In order to deal with these shortcomings, we propose a novel method for the causal analysis of such multivariate time series based on Granger causality and factor models. We present the theoretical background, successfully assess our methodology with the help of simulated data and show a potential application in EEG analysis of epileptic seizures. PMID:23354014

Causality and correlations between BSE and NYSE indexes: A Janus faced relationship

NASA Astrophysics Data System (ADS)

Neeraj; Panigrahi, Prasanta K.

2017-09-01

We study the multi-scale temporal correlations and causality connections between the New York Stock Exchange (NYSE) and Bombay Stock Exchange (BSE) monthly average closing price indexes for a period of 300 months, encompassing the time period of the liberalisation of the Indian economy and its gradual global exposure. In multi-scale analysis; clearly identifiable 1, 2 and 3 year non-stationary periodic modulations in NYSE and BSE have been observed, with NYSE commensurating changes in BSE at 3 years scale. Interestingly, at one year time scale, the two exchanges are phase locked only during the turbulent times, while at the scale of three year, in-phase nature is observed for a much longer time frame. The two year time period, having characteristics of both one and three year variations, acts as the transition regime. The normalised NYSE's stock value is found to Granger cause those of BSE, with a time lag of 9 months. Surprisingly, observed Granger causality of high frequency variations reveals BSE behaviour getting reflected in the NYSE index fluctuations, after a smaller time lag. This Janus faced relationship, shows that smaller stock exchanges may provide a natural setting for simulating market fluctuations of much bigger exchanges. This possibly arises due to the fact that high frequency fluctuations form an universal part of the financial time series, and are expected to exhibit similar characteristics in open market economies.

Systems GMM estimates of the health care spending and GDP relationship: a note.

PubMed

Kumar, Saten

2013-06-01

This paper utilizes the systems generalized method of moments (GMM) [Arellano and Bover (1995) J Econometrics 68:29-51; Blundell and Bond (1998) J Econometrics 87:115-143], and panel Granger causality [Hurlin and Venet (2001) Granger Causality tests in panel data models with fixed coefficients. Mime'o, University Paris IX], to investigate the health care spending and gross domestic product (GDP) relationship for organisation for economic co-operation and development countries over the period 1960-2007. The system GMM estimates confirm that the contribution of real GDP to health spending is significant and positive. The panel Granger causality tests imply that a bi-directional causality exists between health spending and GDP. To this end, policies aimed at raising health spending will eventually improve the well-being of the population in the long run.

Temperature, Not Fine Particulate Matter (PM2.5), is Causally Associated with Short-Term Acute Daily Mortality Rates: Results from One Hundred United States Cities

PubMed Central

Cox, Tony; Popken, Douglas; Ricci, Paolo F

2013-01-01

Exposures to fine particulate matter (PM2.5) in air (C) have been suspected of contributing causally to increased acute (e.g., same-day or next-day) human mortality rates (R). We tested this causal hypothesis in 100 United States cities using the publicly available NMMAPS database. Although a significant, approximately linear, statistical C-R association exists in simple statistical models, closer analysis suggests that it is not causal. Surprisingly, conditioning on other variables that have been extensively considered in previous analyses (usually using splines or other smoothers to approximate their effects), such as month of the year and mean daily temperature, suggests that they create strong, nonlinear confounding that explains the statistical association between PM2.5 and mortality rates in this data set. As this finding disagrees with conventional wisdom, we apply several different techniques to examine it. Conditional independence tests for potential causation, non-parametric classification tree analysis, Bayesian Model Averaging (BMA), and Granger-Sims causality testing, show no evidence that PM2.5 concentrations have any causal impact on increasing mortality rates. This apparent absence of a causal C-R relation, despite their statistical association, has potentially important implications for managing and communicating the uncertain health risks associated with, but not necessarily caused by, PM2.5 exposures. PMID:23983662

The co-integration analysis of relationship between urban infrastructure and urbanization - A case of Shanghai

NASA Astrophysics Data System (ADS)

Wang, Qianlu

2017-10-01

Urban infrastructure and urbanization influence each other, and quantitative analysis of the relationship between them will play a significant role in promoting the social development. The paper based on the data of infrastructure and the proportion of urban population in Shanghai from 1988 to 2013, use the econometric analysis of co-integration test, error correction model and Granger causality test method, and empirically analyze the relationship between Shanghai's infrastructure and urbanization. The results show that: 1) Shanghai Urban infrastructure has a positive effect for the development of urbanization and narrowing the population gap; 2) when the short-term fluctuations deviate from long-term equilibrium, the system will pull the non-equilibrium state back to equilibrium with an adjust intensity 0.342670. And hospital infrastructure is not only an important variable for urban development in short-term, but also a leading infrastructure in the process of urbanization in Shanghai; 3) there has Granger causality between road infrastructure and urbanization; and there is no Granger causality between water infrastructure and urbanization, hospital and school infrastructures of social infrastructure have unidirectional Granger causality with urbanization.

A Quantum Probability Model of Causal Reasoning

PubMed Central

Trueblood, Jennifer S.; Busemeyer, Jerome R.

2012-01-01

People can often outperform statistical methods and machine learning algorithms in situations that involve making inferences about the relationship between causes and effects. While people are remarkably good at causal reasoning in many situations, there are several instances where they deviate from expected responses. This paper examines three situations where judgments related to causal inference problems produce unexpected results and describes a quantum inference model based on the axiomatic principles of quantum probability theory that can explain these effects. Two of the three phenomena arise from the comparison of predictive judgments (i.e., the conditional probability of an effect given a cause) with diagnostic judgments (i.e., the conditional probability of a cause given an effect). The third phenomenon is a new finding examining order effects in predictive causal judgments. The quantum inference model uses the notion of incompatibility among different causes to account for all three phenomena. Psychologically, the model assumes that individuals adopt different points of view when thinking about different causes. The model provides good fits to the data and offers a coherent account for all three causal reasoning effects thus proving to be a viable new candidate for modeling human judgment. PMID:22593747

Compact Representations of Extended Causal Models

ERIC Educational Resources Information Center

Halpern, Joseph Y.; Hitchcock, Christopher

2013-01-01

Judea Pearl (2000) was the first to propose a definition of actual causation using causal models. A number of authors have suggested that an adequate account of actual causation must appeal not only to causal structure but also to considerations of "normality." In Halpern and Hitchcock (2011), we offer a definition of actual causation…

The salience network causally influences default mode network activity during moral reasoning

PubMed Central

Wilson, Stephen M.; D’Esposito, Mark; Kayser, Andrew S.; Grossman, Scott N.; Poorzand, Pardis; Seeley, William W.; Miller, Bruce L.; Rankin, Katherine P.

2013-01-01

Large-scale brain networks are integral to the coordination of human behaviour, and their anatomy provides insights into the clinical presentation and progression of neurodegenerative illnesses such as Alzheimer’s disease, which targets the default mode network, and behavioural variant frontotemporal dementia, which targets a more anterior salience network. Although the default mode network is recruited when healthy subjects deliberate about ‘personal’ moral dilemmas, patients with Alzheimer’s disease give normal responses to these dilemmas whereas patients with behavioural variant frontotemporal dementia give abnormal responses to these dilemmas. We hypothesized that this apparent discrepancy between activation- and patient-based studies of moral reasoning might reflect a modulatory role for the salience network in regulating default mode network activation. Using functional magnetic resonance imaging to characterize network activity of patients with behavioural variant frontotemporal dementia and healthy control subjects, we present four converging lines of evidence supporting a causal influence from the salience network to the default mode network during moral reasoning. First, as previously reported, the default mode network is recruited when healthy subjects deliberate about ‘personal’ moral dilemmas, but patients with behavioural variant frontotemporal dementia producing atrophy in the salience network give abnormally utilitarian responses to these dilemmas. Second, patients with behavioural variant frontotemporal dementia have reduced recruitment of the default mode network compared with healthy control subjects when deliberating about these dilemmas. Third, a Granger causality analysis of functional neuroimaging data from healthy control subjects demonstrates directed functional connectivity from nodes of the salience network to nodes of the default mode network during moral reasoning. Fourth, this Granger causal influence is diminished in

Altered Effective Connectivity Network of the Basal Ganglia in Low-Grade Hepatic Encephalopathy: A Resting-State fMRI Study with Granger Causality Analysis

PubMed Central

Zhong, Jianhui; Zhang, Zhiqiang; Ni, Ling; Jiao, Qing; Liao, Wei; Zheng, Gang; Lu, Guangming

2013-01-01

Background The basal ganglia often show abnormal metabolism and intracranial hemodynamics in cirrhotic patients with hepatic encephalopathy (HE). Little is known about how the basal ganglia affect other brain system and is affected by other brain regions in HE. The purpose of this study was to investigate whether the effective connectivity network associated with the basal ganglia is disturbed in HE patients by using resting-state functional magnetic resonance imaging (rs-fMRI). Methodology/Principal Findings Thirty five low-grade HE patients and thirty five age- and gender- matched healthy controls participated in the rs-fMRI scans. The effective connectivity networks associated with the globus pallidus, the primarily affected region within basal ganglia in HE, were characterized by using the Granger causality analysis and compared between HE patients and healthy controls. Pearson correlation analysis was performed between the abnormal effective connectivity and venous blood ammonia levels and neuropsychological performances of all HE patients. Compared with the healthy controls, patients with low-grade HE demonstrated mutually decreased influence between the globus pallidus and the anterior cingulate cortex (ACC), cuneus, bi-directionally increased influence between the globus pallidus and the precuneus, and either decreased or increased influence from and to the globus pallidus in many other frontal, temporal, parietal gyri, and cerebellum. Pearson correlation analyses revealed that the blood ammonia levels in HE patients negatively correlated with effective connectivity from the globus pallidus to ACC, and positively correlated with that from the globus pallidus to precuneus; and the number connectivity test scores in patients negatively correlated with the effective connectivity from the globus pallidus to ACC, and from superior frontal gyrus to globus pallidus. Conclusions/Significance Low-grade HE patients had disrupted effective connectivity network of

Evaluating Social Causality and Responsibility Models: An Initial Report

DTIC Science & Technology

2005-01-01

ICT Technical Report ICT-TR-03-2005 Evaluating Social Causality and Responsibility ... social intelligent agents. In this report, we present a general computational model of social causality and responsibility , and empirical results of...2005 to 00-00-2005 4. TITLE AND SUBTITLE Evaluating Social Causality and Responsibility Models: An Initial Report 5a. CONTRACT NUMBER 5b. GRANT

Spatial-Temporal Synchrophasor Data Characterization and Analytics in Smart Grid Fault Detection, Identification, and Impact Causal Analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Huaiguang; Dai, Xiaoxiao; Gao, David Wenzhong

An approach of big data characterization for smart grids (SGs) and its applications in fault detection, identification, and causal impact analysis is proposed in this paper, which aims to provide substantial data volume reduction while keeping comprehensive information from synchrophasor measurements in spatial and temporal domains. Especially, based on secondary voltage control (SVC) and local SG observation algorithm, a two-layer dynamic optimal synchrophasor measurement devices selection algorithm (OSMDSA) is proposed to determine SVC zones, their corresponding pilot buses, and the optimal synchrophasor measurement devices. Combining the two-layer dynamic OSMDSA and matching pursuit decomposition, the synchrophasor data is completely characterized inmore » the spatial-temporal domain. To demonstrate the effectiveness of the proposed characterization approach, SG situational awareness is investigated based on hidden Markov model based fault detection and identification using the spatial-temporal characteristics generated from the reduced data. To identify the major impact buses, the weighted Granger causality for SGs is proposed to investigate the causal relationship of buses during system disturbance. The IEEE 39-bus system and IEEE 118-bus system are employed to validate and evaluate the proposed approach.« less

Modeling the Perception of Audiovisual Distance: Bayesian Causal Inference and Other Models

PubMed Central

2016-01-01

Studies of audiovisual perception of distance are rare. Here, visual and auditory cue interactions in distance are tested against several multisensory models, including a modified causal inference model. In this causal inference model predictions of estimate distributions are included. In our study, the audiovisual perception of distance was overall better explained by Bayesian causal inference than by other traditional models, such as sensory dominance and mandatory integration, and no interaction. Causal inference resolved with probability matching yielded the best fit to the data. Finally, we propose that sensory weights can also be estimated from causal inference. The analysis of the sensory weights allows us to obtain windows within which there is an interaction between the audiovisual stimuli. We find that the visual stimulus always contributes by more than 80% to the perception of visual distance. The visual stimulus also contributes by more than 50% to the perception of auditory distance, but only within a mobile window of interaction, which ranges from 1 to 4 m. PMID:27959919

The Specification of Causal Models with Tetrad IV: A Review

ERIC Educational Resources Information Center

Landsheer, J. A.

2010-01-01

Tetrad IV is a program designed for the specification of causal models. It is specifically designed to search for causal relations, but also offers the possibility to estimate the parameters of a structural equation model. It offers a remarkable graphical user interface, which facilitates building, evaluating, and searching for causal models. The…

Structural equation modeling: building and evaluating causal models: Chapter 8

USGS Publications Warehouse

Grace, James B.; Scheiner, Samuel M.; Schoolmaster, Donald R.

2015-01-01

Scientists frequently wish to study hypotheses about causal relationships, rather than just statistical associations. This chapter addresses the question of how scientists might approach this ambitious task. Here we describe structural equation modeling (SEM), a general modeling framework for the study of causal hypotheses. Our goals are to (a) concisely describe the methodology, (b) illustrate its utility for investigating ecological systems, and (c) provide guidance for its application. Throughout our presentation, we rely on a study of the effects of human activities on wetland ecosystems to make our description of methodology more tangible. We begin by presenting the fundamental principles of SEM, including both its distinguishing characteristics and the requirements for modeling hypotheses about causal networks. We then illustrate SEM procedures and offer guidelines for conducting SEM analyses. Our focus in this presentation is on basic modeling objectives and core techniques. Pointers to additional modeling options are also given.

Revisiting the investor sentiment-stock returns relationship: A multi-scale perspective using wavelets

NASA Astrophysics Data System (ADS)

Lao, Jiashun; Nie, He; Jiang, Yonghong

2018-06-01

This paper employs SBW proposed by Baker and Wurgler (2006) to investigate the nonlinear asymmetric Granger causality between investor sentiment and stock returns for US economy while considering different time-scales. The wavelet method is utilized to decompose time series of investor sentiment and stock returns at different time-scales to focus on the local analysis of different time horizons of investors. The linear and nonlinear asymmetric Granger methods are employed to examine the Granger causal relationship on similar time-scales. We find evidence of strong bilateral linear and nonlinear asymmetric Granger causality between longer-term investor sentiment and stock returns. Furthermore, we observe the positive nonlinear causal relationship from stock returns to investor sentiment and the negative nonlinear causal relationship from investor sentiment to stock returns.

Linear and nonlinear causal relationship between energy consumption and economic growth in China: New evidence based on wavelet analysis

PubMed Central

2018-01-01

The energy-growth nexus has important policy implications for economic development. The results from many past studies that investigated the causality direction of this nexus can lead to misleading policy guidance. Using data on China from 1953 to 2013, this study shows that an application of causality test on the time series of energy consumption and national output has masked a lot of information. The Toda-Yamamoto test with bootstrapped critical values and the newly proposed non-linear causality test reveal no causal relationship. However, a further application of these tests using series in different time-frequency domain obtained from wavelet decomposition indicates that while energy consumption Granger causes economic growth in the short run, the reverse is true in the medium term. A bidirectional causal relationship is found for the long run. This approach has proven to be superior in unveiling information on the energy-growth nexus that are useful for policy planning over different time horizons. PMID:29782534

Inference of directed climate networks: role of instability of causality estimation methods

NASA Astrophysics Data System (ADS)

Hlinka, Jaroslav; Hartman, David; Vejmelka, Martin; Paluš, Milan

2013-04-01

Climate data are increasingly analyzed by complex network analysis methods, including graph-theoretical approaches [1]. For such analysis, links between localized nodes of climate network are typically quantified by some statistical measures of dependence (connectivity) between measured variables of interest. To obtain information on the directionality of the interactions in the networks, a wide range of methods exists. These can be broadly divided into linear and nonlinear methods, with some of the latter having the theoretical advantage of being model-free, and principally a generalization of the former [2]. However, as a trade-off, this generality comes together with lower accuracy - in particular if the system was close to linear. In an overall stationary system, this may potentially lead to higher variability in the nonlinear network estimates. Therefore, with the same control of false alarms, this may lead to lower sensitivity for detection of real changes in the network structure. These problems are discussed on the example of daily SAT and SLP data from the NCEP/NCAR reanalysis dataset. We first reduce the dimensionality of data using PCA with VARIMAX rotation to detect several dozens of components that together explain most of the data variability. We further construct directed climate networks applying a selection of most widely used methods - variants of linear Granger causality and conditional mutual information. Finally, we assess the stability of the detected directed climate networks by computing them in sliding time windows. To understand the origin of the observed instabilities and their range, we also apply the same procedure to two types of surrogate data: either with non-stationarity in network structure removed, or imposed in a controlled way. In general, the linear methods show stable results in terms of overall similarity of directed climate networks inferred. For instance, for different decades of SAT data, the Spearman correlation of edge

Modeling Philippine Stock Exchange Composite Index Using Time Series Analysis

NASA Astrophysics Data System (ADS)

Gayo, W. S.; Urrutia, J. D.; Temple, J. M. F.; Sandoval, J. R. D.; Sanglay, J. E. A.

2015-06-01

This study was conducted to develop a time series model of the Philippine Stock Exchange Composite Index and its volatility using the finite mixture of ARIMA model with conditional variance equations such as ARCH, GARCH, EG ARCH, TARCH and PARCH models. Also, the study aimed to find out the reason behind the behaviorof PSEi, that is, which of the economic variables - Consumer Price Index, crude oil price, foreign exchange rate, gold price, interest rate, money supply, price-earnings ratio, Producers’ Price Index and terms of trade - can be used in projecting future values of PSEi and this was examined using Granger Causality Test. The findings showed that the best time series model for Philippine Stock Exchange Composite index is ARIMA(1,1,5) - ARCH(1). Also, Consumer Price Index, crude oil price and foreign exchange rate are factors concluded to Granger cause Philippine Stock Exchange Composite Index.

Quantum Common Causes and Quantum Causal Models

NASA Astrophysics Data System (ADS)

Allen, John-Mark A.; Barrett, Jonathan; Horsman, Dominic C.; Lee, Ciarán M.; Spekkens, Robert W.

2017-07-01

Reichenbach's principle asserts that if two observed variables are found to be correlated, then there should be a causal explanation of these correlations. Furthermore, if the explanation is in terms of a common cause, then the conditional probability distribution over the variables given the complete common cause should factorize. The principle is generalized by the formalism of causal models, in which the causal relationships among variables constrain the form of their joint probability distribution. In the quantum case, however, the observed correlations in Bell experiments cannot be explained in the manner Reichenbach's principle would seem to demand. Motivated by this, we introduce a quantum counterpart to the principle. We demonstrate that under the assumption that quantum dynamics is fundamentally unitary, if a quantum channel with input A and outputs B and C is compatible with A being a complete common cause of B and C , then it must factorize in a particular way. Finally, we show how to generalize our quantum version of Reichenbach's principle to a formalism for quantum causal models and provide examples of how the formalism works.

A Kernel Embedding-Based Approach for Nonstationary Causal Model Inference.

PubMed

Hu, Shoubo; Chen, Zhitang; Chan, Laiwan

2018-05-01

Although nonstationary data are more common in the real world, most existing causal discovery methods do not take nonstationarity into consideration. In this letter, we propose a kernel embedding-based approach, ENCI, for nonstationary causal model inference where data are collected from multiple domains with varying distributions. In ENCI, we transform the complicated relation of a cause-effect pair into a linear model of variables of which observations correspond to the kernel embeddings of the cause-and-effect distributions in different domains. In this way, we are able to estimate the causal direction by exploiting the causal asymmetry of the transformed linear model. Furthermore, we extend ENCI to causal graph discovery for multiple variables by transforming the relations among them into a linear nongaussian acyclic model. We show that by exploiting the nonstationarity of distributions, both cause-effect pairs and two kinds of causal graphs are identifiable under mild conditions. Experiments on synthetic and real-world data are conducted to justify the efficacy of ENCI over major existing methods.

Carbon dioxide emission and economic growth of China-the role of international trade.

PubMed

Boamah, Kofi Baah; Du, Jianguo; Bediako, Isaac Asare; Boamah, Angela Jacinta; Abdul-Rasheed, Alhassan Alolo; Owusu, Samuel Mensah

2017-05-01

This study investigates the role of international trade in mitigating carbon dioxide emission as a nation economically advances. This study disaggregated the international trade into total exports and total imports. A multivariate model framework was estimated for the time series data for the period of 1970-2014. The quantile regression detected all the essential relationship, which hitherto, the traditional ordinary least squares could not capture. A cointegration relationship was confirmed using the Johansen cointegration model. The findings of the Granger causality revealed the presence of a uni-directional Granger causality running from energy consumption to economic growth; from import to economic growth; from imports to exports; and from urbanisation to economic growth, exports and imports. Our study established the presence of long-run relationships amongst carbon dioxide emission, economic growth, energy consumption, imports, exports and urbanisation. A bootstrap method was further utilised to reassess the evidence of the Granger causality, of which the results affirmed the Granger causality in the long run. This study confirmed a long-run N-shaped relationship between economic growth and carbon emission, under the estimated cubic environmental Kuznet curve framework, from the perspective of China. The recommendation therefore is that China as export leader should transform its trade growth mode by reducing the level of carbon dioxide emission and strengthening its international cooperation as it embraces more environmental protectionisms.

Causality as a Rigorous Notion and Quantitative Causality Analysis with Time Series

NASA Astrophysics Data System (ADS)

Liang, X. S.

2017-12-01

Given two time series, can one faithfully tell, in a rigorous and quantitative way, the cause and effect between them? Here we show that this important and challenging question (one of the major challenges in the science of big data), which is of interest in a wide variety of disciplines, has a positive answer. Particularly, for linear systems, the maximal likelihood estimator of the causality from a series X2 to another series X1, written T2→1, turns out to be concise in form: T2→1 = [C11 C12 C2,d1 — C112 C1,d1] / [C112 C22 — C11C122] where Cij (i,j=1,2) is the sample covariance between Xi and Xj, and Ci,dj the covariance between Xi and ΔXj/Δt, the difference approximation of dXj/dt using the Euler forward scheme. An immediate corollary is that causation implies correlation, but not vice versa, resolving the long-standing debate over causation versus correlation. The above formula has been validated with touchstone series purportedly generated with one-way causality that evades the classical approaches such as Granger causality test and transfer entropy analysis. It has also been applied successfully to the investigation of many real problems. Through a simple analysis with the stock series of IBM and GE, an unusually strong one-way causality is identified from the former to the latter in their early era, revealing to us an old story, which has almost faded into oblivion, about "Seven Dwarfs" competing with a "Giant" for the computer market. Another example presented here regards the cause-effect relation between the two climate modes, El Niño and Indian Ocean Dipole (IOD). In general, these modes are mutually causal, but the causality is asymmetric. To El Niño, the information flowing from IOD manifests itself as a propagation of uncertainty from the Indian Ocean. In the third example, an unambiguous one-way causality is found between CO2 and the global mean temperature anomaly. While it is confirmed that CO2 indeed drives the recent global warming

Productivity Analysis of Public and Private Airports: A Causal Investigation

NASA Technical Reports Server (NTRS)

Vasigh, Bijan; Gorjidooz, Javad

2007-01-01

Around the world, airports are being viewed as enterprises, rather than public services, which are expected to be managed efficiently and provide passengers with courteous customer services. Governments are, increasingly, turning to the private sectors for their efficiency in managing the operation, financing, and development, as well as providing security for airports. Operational and financial performance evaluation has become increasingly important to airport operators due to recent trends in airport privatization. Assessing performance allows the airport operators to plan for human resources and capital investment as efficiently as possible. Productivity measurements may be used as comparisons and guidelines in strategic planning, in the internal analysis of operational efficiency and effectiveness, and in assessing the competitive position of an airport in transportation industry. The primary purpose of this paper is to investigate the operational and financial efficiencies of 22 major airports in the United States and Europe. These airports are divided into three groups based on private ownership (7 British Airport Authority airports), public ownership (8 major United States airports), and a mix of private and public ownership (7 major European Union airports. The detail ownership structures of these airports are presented in Appendix A. Total factor productivity (TFP) model was utilized to measure airport performance in terms of financial and operational efficiencies and to develop a benchmarking tool to identify the areas of strength and weakness. A regression model was then employed to measure the relationship between TFP and ownership structure. Finally a Granger causality test was performed to determine whether ownership structure is a Granger cause of TFP. The results of the analysis presented in this paper demonstrate that there is not a significant relationship between airport TFP and ownership structure. Airport productivity and efficiency is

Estimating Causal Effects with Ancestral Graph Markov Models

PubMed Central

Malinsky, Daniel; Spirtes, Peter

2017-01-01

We present an algorithm for estimating bounds on causal effects from observational data which combines graphical model search with simple linear regression. We assume that the underlying system can be represented by a linear structural equation model with no feedback, and we allow for the possibility of latent variables. Under assumptions standard in the causal search literature, we use conditional independence constraints to search for an equivalence class of ancestral graphs. Then, for each model in the equivalence class, we perform the appropriate regression (using causal structure information to determine which covariates to include in the regression) to estimate a set of possible causal effects. Our approach is based on the “IDA” procedure of Maathuis et al. (2009), which assumes that all relevant variables have been measured (i.e., no unmeasured confounders). We generalize their work by relaxing this assumption, which is often violated in applied contexts. We validate the performance of our algorithm on simulated data and demonstrate improved precision over IDA when latent variables are present. PMID:28217244

Evaluating a Computational Model of Social Causality and Responsibility

DTIC Science & Technology

2006-01-01

Evaluating a Computational Model of Social Causality and Responsibility Wenji Mao University of Southern California Institute for Creative...empirically evaluate a computa- tional model of social causality and responsibility against human social judgments. Results from our experimental...developed a general computational model of social cau- sality and responsibility [10, 11] that formalizes the factors people use in reasoning about

Causal modelling applied to the risk assessment of a wastewater discharge.

PubMed

Paul, Warren L; Rokahr, Pat A; Webb, Jeff M; Rees, Gavin N; Clune, Tim S

2016-03-01

Bayesian networks (BNs), or causal Bayesian networks, have become quite popular in ecological risk assessment and natural resource management because of their utility as a communication and decision-support tool. Since their development in the field of artificial intelligence in the 1980s, however, Bayesian networks have evolved and merged with structural equation modelling (SEM). Unlike BNs, which are constrained to encode causal knowledge in conditional probability tables, SEMs encode this knowledge in structural equations, which is thought to be a more natural language for expressing causal information. This merger has clarified the causal content of SEMs and generalised the method such that it can now be performed using standard statistical techniques. As it was with BNs, the utility of this new generation of SEM in ecological risk assessment will need to be demonstrated with examples to foster an understanding and acceptance of the method. Here, we applied SEM to the risk assessment of a wastewater discharge to a stream, with a particular focus on the process of translating a causal diagram (conceptual model) into a statistical model which might then be used in the decision-making and evaluation stages of the risk assessment. The process of building and testing a spatial causal model is demonstrated using data from a spatial sampling design, and the implications of the resulting model are discussed in terms of the risk assessment. It is argued that a spatiotemporal causal model would have greater external validity than the spatial model, enabling broader generalisations to be made regarding the impact of a discharge, and greater value as a tool for evaluating the effects of potential treatment plant upgrades. Suggestions are made on how the causal model could be augmented to include temporal as well as spatial information, including suggestions for appropriate statistical models and analyses.

Exploring Causal Models of Educational Achievement.

ERIC Educational Resources Information Center

Parkerson, Jo Ann; And Others

1984-01-01

This article evaluates five causal model of educational productivity applied to learning science in a sample of 882 fifth through eighth graders. Each model explores the relationship between achievement and a combination of eight constructs: home environment, peer group, media, ability, social environment, time on task, motivation, and…

Causal Reasoning with Mental Models

DTIC Science & Technology

2014-08-08

The initial rubric is equivalent to an exclusive disjunction between the two causal assertions. It 488 yields the following two mental models: 489...are 575 important, whereas the functions of artifacts are important (Ahn, 1998). A genetic code is 576 accordingly more critical to being a goat than

Inferring Causalities in Landscape Genetics: An Extension of Wright's Causal Modeling to Distance Matrices.

PubMed

Fourtune, Lisa; Prunier, Jérôme G; Paz-Vinas, Ivan; Loot, Géraldine; Veyssière, Charlotte; Blanchet, Simon

2018-04-01

Identifying landscape features that affect functional connectivity among populations is a major challenge in fundamental and applied sciences. Landscape genetics combines landscape and genetic data to address this issue, with the main objective of disentangling direct and indirect relationships among an intricate set of variables. Causal modeling has strong potential to address the complex nature of landscape genetic data sets. However, this statistical approach was not initially developed to address the pairwise distance matrices commonly used in landscape genetics. Here, we aimed to extend the applicability of two causal modeling methods-that is, maximum-likelihood path analysis and the directional separation test-by developing statistical approaches aimed at handling distance matrices and improving functional connectivity inference. Using simulations, we showed that these approaches greatly improved the robustness of the absolute (using a frequentist approach) and relative (using an information-theoretic approach) fits of the tested models. We used an empirical data set combining genetic information on a freshwater fish species (Gobio occitaniae) and detailed landscape descriptors to demonstrate the usefulness of causal modeling to identify functional connectivity in wild populations. Specifically, we demonstrated how direct and indirect relationships involving altitude, temperature, and oxygen concentration influenced within- and between-population genetic diversity of G. occitaniae.

Optimal causal inference: estimating stored information and approximating causal architecture.

PubMed

Still, Susanne; Crutchfield, James P; Ellison, Christopher J

2010-09-01

We introduce an approach to inferring the causal architecture of stochastic dynamical systems that extends rate-distortion theory to use causal shielding--a natural principle of learning. We study two distinct cases of causal inference: optimal causal filtering and optimal causal estimation. Filtering corresponds to the ideal case in which the probability distribution of measurement sequences is known, giving a principled method to approximate a system's causal structure at a desired level of representation. We show that in the limit in which a model-complexity constraint is relaxed, filtering finds the exact causal architecture of a stochastic dynamical system, known as the causal-state partition. From this, one can estimate the amount of historical information the process stores. More generally, causal filtering finds a graded model-complexity hierarchy of approximations to the causal architecture. Abrupt changes in the hierarchy, as a function of approximation, capture distinct scales of structural organization. For nonideal cases with finite data, we show how the correct number of the underlying causal states can be found by optimal causal estimation. A previously derived model-complexity control term allows us to correct for the effect of statistical fluctuations in probability estimates and thereby avoid overfitting.

Causality analysis of leading singular value decomposition modes identifies rotor as the dominant driving normal mode in fibrillation

NASA Astrophysics Data System (ADS)

Biton, Yaacov; Rabinovitch, Avinoam; Braunstein, Doron; Aviram, Ira; Campbell, Katherine; Mironov, Sergey; Herron, Todd; Jalife, José; Berenfeld, Omer

2018-01-01

Cardiac fibrillation is a major clinical and societal burden. Rotors may drive fibrillation in many cases, but their role and patterns are often masked by complex propagation. We used Singular Value Decomposition (SVD), which ranks patterns of activation hierarchically, together with Wiener-Granger causality analysis (WGCA), which analyses direction of information among observations, to investigate the role of rotors in cardiac fibrillation. We hypothesized that combining SVD analysis with WGCA should reveal whether rotor activity is the dominant driving force of fibrillation even in cases of high complexity. Optical mapping experiments were conducted in neonatal rat cardiomyocyte monolayers (diameter, 35 mm), which were genetically modified to overexpress the delayed rectifier K+ channel IKr only in one half of the monolayer. Such monolayers have been shown previously to sustain fast rotors confined to the IKr overexpressing half and driving fibrillatory-like activity in the other half. SVD analysis of the optical mapping movies revealed a hierarchical pattern in which the primary modes corresponded to rotor activity in the IKr overexpressing region and the secondary modes corresponded to fibrillatory activity elsewhere. We then applied WGCA to evaluate the directionality of influence between modes in the entire monolayer using clear and noisy movies of activity. We demonstrated that the rotor modes influence the secondary fibrillatory modes, but influence was detected also in the opposite direction. To more specifically delineate the role of the rotor in fibrillation, we decomposed separately the respective SVD modes of the rotor and fibrillatory domains. In this case, WGCA yielded more information from the rotor to the fibrillatory domains than in the opposite direction. In conclusion, SVD analysis reveals that rotors can be the dominant modes of an experimental model of fibrillation. Wiener-Granger causality on modes of the rotor domains confirms their

Sensory Impairments and Autism: A Re-Examination of Causal Modelling

ERIC Educational Resources Information Center

Gerrard, Sue; Rugg, Gordon

2009-01-01

Sensory impairments are widely reported in autism, but remain largely unexplained by existing models. This article examines Kanner's causal reasoning and identifies unsupported assumptions implicit in later empirical work. Our analysis supports a heterogeneous causal model for autistic characteristics. We propose that the development of a…

An Analysis on the Unemployment Rate in the Philippines: A Time Series Data Approach

NASA Astrophysics Data System (ADS)

Urrutia, J. D.; Tampis, R. L.; E Atienza, JB

2017-03-01

This study aims to formulate a mathematical model for forecasting and estimating unemployment rate in the Philippines. Also, factors which can predict the unemployment is to be determined among the considered variables namely Labor Force Rate, Population, Inflation Rate, Gross Domestic Product, and Gross National Income. Granger-causal relationship and integration among the dependent and independent variables are also examined using Pairwise Granger-causality test and Johansen Cointegration Test. The data used were acquired from the Philippine Statistics Authority, National Statistics Office, and Bangko Sentral ng Pilipinas. Following the Box-Jenkins method, the formulated model for forecasting the unemployment rate is SARIMA (6, 1, 5) × (0, 1, 1)4 with a coefficient of determination of 0.79. The actual values are 99 percent identical to the predicted values obtained through the model, and are 72 percent closely relative to the forecasted ones. According to the results of the regression analysis, Labor Force Rate and Population are the significant factors of unemployment rate. Among the independent variables, Population, GDP, and GNI showed to have a granger-causal relationship with unemployment. It is also found that there are at least four cointegrating relations between the dependent and independent variables.

Causal Modeling the Delayed-Choice Experiment

NASA Astrophysics Data System (ADS)

Chaves, Rafael; Lemos, Gabriela Barreto; Pienaar, Jacques

2018-05-01

Wave-particle duality has become one of the flagships of quantum mechanics. This counterintuitive concept is highlighted in a delayed-choice experiment, where the experimental setup that reveals either the particle or wave nature of a quantum system is decided after the system has entered the apparatus. Here we consider delayed-choice experiments from the perspective of device-independent causal models and show their equivalence to a prepare-and-measure scenario. Within this framework, we consider Wheeler's original proposal and its variant using a quantum control and show that a simple classical causal model is capable of reproducing the quantum mechanical predictions. Nonetheless, among other results, we show that, in a slight variant of Wheeler's gedanken experiment, a photon in an interferometer can indeed generate statistics incompatible with any nonretrocausal hidden variable model, whose dimensionality is the same as that of the quantum system it is supposed to mimic. Our proposal tolerates arbitrary losses and inefficiencies, making it specially suited to loophole-free experimental implementations.

The causal nexus between carbon dioxide emissions and agricultural ecosystem-an econometric approach.

PubMed

Asumadu-Sarkodie, Samuel; Owusu, Phebe Asantewaa

2017-01-01

Achieving a long-term food security and preventing hunger include a better nutrition through sustainable systems of production, distribution, and consumption. Nonetheless, the quest for an alternative to increasing global food supply to meet the growing demand has led to the use of poor agricultural practices that promote climate change. Given the contribution of the agricultural ecosystem towards greenhouse gas (GHG) emissions, this study investigated the causal nexus between carbon dioxide emissions and agricultural ecosystem by employing a data spanning from 1961 to 2012. Evidence from long-run elasticity shows that a 1 % increase in the area of rice paddy harvested will increase carbon dioxide emissions by 1.49 %, a 1 % increase in biomass-burned crop residues will increase carbon dioxide emissions by 1.00 %, a 1 % increase in cereal production will increase carbon dioxide emissions by 1.38 %, and a 1 % increase in agricultural machinery will decrease carbon dioxide emissions by 0.09 % in the long run. There was a bidirectional causality between carbon dioxide emissions, cereal production, and biomass-burned crop residues. The Granger causality shows that the agricultural ecosystem in Ghana is sensitive to climate change vulnerability.

Causal reasoning with forces

PubMed Central

Wolff, Phillip; Barbey, Aron K.

2015-01-01

Causal composition allows people to generate new causal relations by combining existing causal knowledge. We introduce a new computational model of such reasoning, the force theory, which holds that people compose causal relations by simulating the processes that join forces in the world, and compare this theory with the mental model theory (Khemlani et al., 2014) and the causal model theory (Sloman et al., 2009), which explain causal composition on the basis of mental models and structural equations, respectively. In one experiment, the force theory was uniquely able to account for people's ability to compose causal relationships from complex animations of real-world events. In three additional experiments, the force theory did as well as or better than the other two theories in explaining the causal compositions people generated from linguistically presented causal relations. Implications for causal learning and the hierarchical structure of causal knowledge are discussed. PMID:25653611

Evaluating a Multivariate Directional Connectivity Measure for Use in Electroencephalogram (EEG) Network Analysis Using a Conductance-Based Neuron Network Model

DTIC Science & Technology

2015-03-01

of 7 information -theoretic criteria plotted against the model order used . The legend is labeled according to the figures in which the power spectra...spectrum (Brovelli et al. 2004). 6 Fig. 2 Values of 7 information -theoretic criteria plotted against the model order used . The legend is labeled...Identification of directed influence: Granger causality, Kullback - Leibler divergence, and complexity. Neural Computation. 2012;24(7):1722–1739. doi:10.1162

The causal pie model: an epidemiological method applied to evolutionary biology and ecology

PubMed Central

Wensink, Maarten; Westendorp, Rudi G J; Baudisch, Annette

2014-01-01

A general concept for thinking about causality facilitates swift comprehension of results, and the vocabulary that belongs to the concept is instrumental in cross-disciplinary communication. The causal pie model has fulfilled this role in epidemiology and could be of similar value in evolutionary biology and ecology. In the causal pie model, outcomes result from sufficient causes. Each sufficient cause is made up of a “causal pie” of “component causes”. Several different causal pies may exist for the same outcome. If and only if all component causes of a sufficient cause are present, that is, a causal pie is complete, does the outcome occur. The effect of a component cause hence depends on the presence of the other component causes that constitute some causal pie. Because all component causes are equally and fully causative for the outcome, the sum of causes for some outcome exceeds 100%. The causal pie model provides a way of thinking that maps into a number of recurrent themes in evolutionary biology and ecology: It charts when component causes have an effect and are subject to natural selection, and how component causes affect selection on other component causes; which partitions of outcomes with respect to causes are feasible and useful; and how to view the composition of a(n apparently homogeneous) population. The diversity of specific results that is directly understood from the causal pie model is a test for both the validity and the applicability of the model. The causal pie model provides a common language in which results across disciplines can be communicated and serves as a template along which future causal analyses can be made. PMID:24963386

The causal pie model: an epidemiological method applied to evolutionary biology and ecology.

PubMed

Wensink, Maarten; Westendorp, Rudi G J; Baudisch, Annette

2014-05-01

A general concept for thinking about causality facilitates swift comprehension of results, and the vocabulary that belongs to the concept is instrumental in cross-disciplinary communication. The causal pie model has fulfilled this role in epidemiology and could be of similar value in evolutionary biology and ecology. In the causal pie model, outcomes result from sufficient causes. Each sufficient cause is made up of a "causal pie" of "component causes". Several different causal pies may exist for the same outcome. If and only if all component causes of a sufficient cause are present, that is, a causal pie is complete, does the outcome occur. The effect of a component cause hence depends on the presence of the other component causes that constitute some causal pie. Because all component causes are equally and fully causative for the outcome, the sum of causes for some outcome exceeds 100%. The causal pie model provides a way of thinking that maps into a number of recurrent themes in evolutionary biology and ecology: It charts when component causes have an effect and are subject to natural selection, and how component causes affect selection on other component causes; which partitions of outcomes with respect to causes are feasible and useful; and how to view the composition of a(n apparently homogeneous) population. The diversity of specific results that is directly understood from the causal pie model is a test for both the validity and the applicability of the model. The causal pie model provides a common language in which results across disciplines can be communicated and serves as a template along which future causal analyses can be made.

Analysis of complex neural circuits with nonlinear multidimensional hidden state models

PubMed Central

Friedman, Alexander; Slocum, Joshua F.; Tyulmankov, Danil; Gibb, Leif G.; Altshuler, Alex; Ruangwises, Suthee; Shi, Qinru; Toro Arana, Sebastian E.; Beck, Dirk W.; Sholes, Jacquelyn E. C.; Graybiel, Ann M.

2016-01-01

A universal need in understanding complex networks is the identification of individual information channels and their mutual interactions under different conditions. In neuroscience, our premier example, networks made up of billions of nodes dynamically interact to bring about thought and action. Granger causality is a powerful tool for identifying linear interactions, but handling nonlinear interactions remains an unmet challenge. We present a nonlinear multidimensional hidden state (NMHS) approach that achieves interaction strength analysis and decoding of networks with nonlinear interactions by including latent state variables for each node in the network. We compare NMHS to Granger causality in analyzing neural circuit recordings and simulations, improvised music, and sociodemographic data. We conclude that NMHS significantly extends the scope of analyses of multidimensional, nonlinear networks, notably in coping with the complexity of the brain. PMID:27222584

Carbon dioxide emissions, GDP, energy use, and population growth: a multivariate and causality analysis for Ghana, 1971-2013.

PubMed

Asumadu-Sarkodie, Samuel; Owusu, Phebe Asantewaa

2016-07-01

In this study, the relationship between carbon dioxide emissions, GDP, energy use, and population growth in Ghana was investigated from 1971 to 2013 by comparing the vector error correction model (VECM) and the autoregressive distributed lag (ARDL). Prior to testing for Granger causality based on VECM, the study tested for unit roots, Johansen's multivariate co-integration and performed a variance decomposition analysis using Cholesky's technique. Evidence from the variance decomposition shows that 21 % of future shocks in carbon dioxide emissions are due to fluctuations in energy use, 8 % of future shocks are due to fluctuations in GDP, and 6 % of future shocks are due to fluctuations in population. There was evidence of bidirectional causality running from energy use to GDP and a unidirectional causality running from carbon dioxide emissions to energy use, carbon dioxide emissions to GDP, carbon dioxide emissions to population, and population to energy use. Evidence from the long-run elasticities shows that a 1 % increase in population in Ghana will increase carbon dioxide emissions by 1.72 %. There was evidence of short-run equilibrium relationship running from energy use to carbon dioxide emissions and GDP to carbon dioxide emissions. As a policy implication, the addition of renewable energy and clean energy technologies into Ghana's energy mix can help mitigate climate change and its impact in the future.

Causal relationships between neurons of the nucleus incertus and the hippocampal theta activity in the rat.

PubMed

Martínez-Bellver, Sergio; Cervera-Ferri, Ana; Luque-García, Aina; Martínez-Ricós, Joana; Valverde-Navarro, Alfonso; Bataller, Manuel; Guerrero, Juan; Teruel-Marti, Vicent

2017-03-01

The nucleus incertus is a key node of the brainstem circuitry involved in hippocampal theta rhythmicity. Synchronisation exists between the nucleus incertus and hippocampal activities during theta periods. By the Granger causality analysis, we demonstrated a directional information flow between theta rhythmical neurons in the nucleus incertus and the hippocampus in theta-on states. The electrical stimulation of the nucleus incertus is also able to evoke a phase reset of the hippocampal theta wave. Our data suggest that the nucleus incertus is a key node of theta generation and the modulation network. In recent years, a body of evidence has shown that the nucleus incertus (NI), in the dorsal tegmental pons, is a key node of the brainstem circuitry involved in hippocampal theta rhythmicity. Ascending reticular brainstem system activation evokes hippocampal theta rhythm with coupled neuronal activity in the NI. In a recent paper, we showed three populations of neurons in the NI with differential firing during hippocampal theta activation. The objective of this work was to better evaluate the causal relationship between the activity of NI neurons and the hippocampus during theta activation in order to further understand the role of the NI in the theta network. A Granger causality analysis was run to determine whether hippocampal theta activity with sensory-evoked theta depends on the neuronal activity of the NI, or vice versa. The analysis showed causal interdependence between the NI and the hippocampus during theta activity, whose directional flow depended on the different neuronal assemblies of the NI. Whereas type I and II NI neurons mainly acted as receptors of hippocampal information, type III neuronal activity was the predominant source of flow between the NI and the hippocampus in theta states. We further determined that the electrical activation of the NI was able to reset hippocampal waves with enhanced theta-band power, depending on the septal area

Transfer Entropy as a Log-Likelihood Ratio

NASA Astrophysics Data System (ADS)

Barnett, Lionel; Bossomaier, Terry

2012-09-01

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology, and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic χ2 distribution is established for the transfer entropy estimator. The result generalizes the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense.

Transfer entropy as a log-likelihood ratio.

PubMed

Barnett, Lionel; Bossomaier, Terry

2012-09-28

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology, and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic χ2 distribution is established for the transfer entropy estimator. The result generalizes the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense.

Spatio-temporal interaction between absorbing aerosols and temperature: Correlation and causality based approach

NASA Astrophysics Data System (ADS)

Dave, P.; Bhushan, M.; Venkataraman, C.

2016-12-01

Indian subcontinent, in particular, the Indo-gangetic plain (IGP) has witnessed large temperature anomalies (Ratnam et al., 2016) along with high emission of absorbing aerosols (AA) (Gazala, et al., 2005). The anomalous high temperature observed over this region may bear a relationship with high AA emissions. Different studies have been conducted to understand AA and temperature relationships (Turco et al., 1983; Hansen et al., 1997, 2005; Seinfeld 2008; Ramanathan et al. 2010b; Ban-Weiss et al., 2012). It was found that when the AA was injected in the lower- mid troposphere the surface air temperature increases while injection of AA at higher troposphere-lower stratosphere surface temperature decreases. These studies used simulation based results to establish link between AA and temperature (Hansen et al., 1997, 2005; Ban-Weiss et al., 2012). The current work focuses on identifying the causal influence of AA on temperature using observational and re-analysis data over Indian subcontinent using cross correlation (CCs) and Granger causality (GC) (Granger, 1969). Aerosol index (AI) from TOMS-OMI was used as index for AA while ERA-interim reanalysis data was used for temperature at varying altitude. Period of study was March-April-May-June (MAMJ) for years 1979-2015. CCs were calculated for all the atmospheric layers. In each layer nearby and distant pixels (>500 kms) with high CCs were identified using clustering technique. It was found that that AI and Temperature shows statistically significant cross-correlations for co-located and distant pixels and more prominently over IGP. The CCs fades away with higher altitudes. CCs analysis was followed by GC analysis to identify the lag over which AI can influence the Temperature. GC also supported the findings of CCs analysis. It is an early attempt to link persisting large temperature anomalies with absorbing aerosols and may help in identifying the role of absorbing aerosol in causing heat waves.

Equivalent Dynamic Models.

PubMed

Molenaar, Peter C M

2017-01-01

Equivalences of two classes of dynamic models for weakly stationary multivariate time series are discussed: dynamic factor models and autoregressive models. It is shown that exploratory dynamic factor models can be rotated, yielding an infinite set of equivalent solutions for any observed series. It also is shown that dynamic factor models with lagged factor loadings are not equivalent to the currently popular state-space models, and that restriction of attention to the latter type of models may yield invalid results. The known equivalent vector autoregressive model types, standard and structural, are given a new interpretation in which they are conceived of as the extremes of an innovating type of hybrid vector autoregressive models. It is shown that consideration of hybrid models solves many problems, in particular with Granger causality testing.

Reconstructing Constructivism: Causal Models, Bayesian Learning Mechanisms, and the Theory Theory

ERIC Educational Resources Information Center

Gopnik, Alison; Wellman, Henry M.

2012-01-01

We propose a new version of the "theory theory" grounded in the computational framework of probabilistic causal models and Bayesian learning. Probabilistic models allow a constructivist but rigorous and detailed approach to cognitive development. They also explain the learning of both more specific causal hypotheses and more abstract framework…

Impact of military on biofuels consumption and GHG emissions: the evidence from G7 countries.

PubMed

Bildirici, Melike

2018-05-01

It was aimed to test the relation among the greenhouse gases emissions, economic growth, biofuels consumption, and militarization in G7 countries during the 1985-2015 period by Pedroni 1995 and panel Johansen tests and two long-run estimators-dynamic OLS and fully modified OLS. Long-run estimators found that economic growth and militarization have statistically significant positive impact on CO 2 emission of G7 countries. Furthermore, the panel causality tests were applied: Dumitrescu and Hurlin (Econ Model 29(4):1450-1460, 2012) and panel Granger causality. These tests determined the causal relationship between the variables. The results of this paper implied that economic growth and biofuels consumption depend on militarization, and economic growth and militarization are granger causes of the greenhouse gases emissions.

Vector autoregressive models: A Gini approach

NASA Astrophysics Data System (ADS)

Mussard, Stéphane; Ndiaye, Oumar Hamady

2018-02-01

In this paper, it is proven that the usual VAR models may be performed in the Gini sense, that is, on a ℓ1 metric space. The Gini regression is robust to outliers. As a consequence, when data are contaminated by extreme values, we show that semi-parametric VAR-Gini regressions may be used to obtain robust estimators. The inference about the estimators is made with the ℓ1 norm. Also, impulse response functions and Gini decompositions for prevision errors are introduced. Finally, Granger's causality tests are properly derived based on U-statistics.

Model Selection Approach Suggests Causal Association between 25-Hydroxyvitamin D and Colorectal Cancer

PubMed Central

Theodoratou, Evropi; Farrington, Susan M.; Tenesa, Albert; Dunlop, Malcolm G.; McKeigue, Paul; Campbell, Harry

2013-01-01

Introduction Vitamin D deficiency has been associated with increased risk of colorectal cancer (CRC), but causal relationship has not yet been confirmed. We investigate the direction of causation between vitamin D and CRC by extending the conventional approaches to allow pleiotropic relationships and by explicitly modelling unmeasured confounders. Methods Plasma 25-hydroxyvitamin D (25-OHD), genetic variants associated with 25-OHD and CRC, and other relevant information was available for 2645 individuals (1057 CRC cases and 1588 controls) and included in the model. We investigate whether 25-OHD is likely to be causally associated with CRC, or vice versa, by selecting the best modelling hypothesis according to Bayesian predictive scores. We examine consistency for a range of prior assumptions. Results Model comparison showed preference for the causal association between low 25-OHD and CRC over the reverse causal hypothesis. This was confirmed for posterior mean deviances obtained for both models (11.5 natural log units in favour of the causal model), and also for deviance information criteria (DIC) computed for a range of prior distributions. Overall, models ignoring hidden confounding or pleiotropy had significantly poorer DIC scores. Conclusion Results suggest causal association between 25-OHD and colorectal cancer, and support the need for randomised clinical trials for further confirmations. PMID:23717431

Formalizing the Role of Agent-Based Modeling in Causal Inference and Epidemiology

PubMed Central

Marshall, Brandon D. L.; Galea, Sandro

2015-01-01

Calls for the adoption of complex systems approaches, including agent-based modeling, in the field of epidemiology have largely centered on the potential for such methods to examine complex disease etiologies, which are characterized by feedback behavior, interference, threshold dynamics, and multiple interacting causal effects. However, considerable theoretical and practical issues impede the capacity of agent-based methods to examine and evaluate causal effects and thus illuminate new areas for intervention. We build on this work by describing how agent-based models can be used to simulate counterfactual outcomes in the presence of complexity. We show that these models are of particular utility when the hypothesized causal mechanisms exhibit a high degree of interdependence between multiple causal effects and when interference (i.e., one person's exposure affects the outcome of others) is present and of intrinsic scientific interest. Although not without challenges, agent-based modeling (and complex systems methods broadly) represent a promising novel approach to identify and evaluate complex causal effects, and they are thus well suited to complement other modern epidemiologic methods of etiologic inquiry. PMID:25480821

An investigation on the determinants of carbon emissions for OECD countries: empirical evidence from panel models robust to heterogeneity and cross-sectional dependence.

PubMed

Dogan, Eyup; Seker, Fahri

2016-07-01

This empirical study analyzes the impacts of real income, energy consumption, financial development and trade openness on CO2 emissions for the OECD countries in the Environmental Kuznets Curve (EKC) model by using panel econometric approaches that consider issues of heterogeneity and cross-sectional dependence. Results from the Pesaran CD test, the Pesaran-Yamagata's homogeneity test, the CADF and the CIPS unit root tests, the LM bootstrap cointegration test, the DSUR estimator, and the Emirmahmutoglu-Kose Granger causality test indicate that (i) the panel time-series data are heterogeneous and cross-sectionally dependent; (ii) CO2 emissions, real income, the quadratic income, energy consumption, financial development and openness are integrated of order one; (iii) the analyzed data are cointegrated; (iv) the EKC hypothesis is validated for the OECD countries; (v) increases in openness and financial development mitigate the level of emissions whereas energy consumption contributes to carbon emissions; (vi) a variety of Granger causal relationship is detected among the analyzed variables; and (vii) empirical results and policy recommendations are accurate and efficient since panel econometric models used in this study account for heterogeneity and cross-sectional dependence in their estimation procedures.

Causality in Psychiatry: A Hybrid Symptom Network Construct Model

PubMed Central

Young, Gerald

2015-01-01

Causality or etiology in psychiatry is marked by standard biomedical, reductionistic models (symptoms reflect the construct involved) that inform approaches to nosology, or classification, such as in the DSM-5 [Diagnostic and Statistical Manual of Mental Disorders, Fifth Edition; (1)]. However, network approaches to symptom interaction [i.e., symptoms are formative of the construct; e.g., (2), for posttraumatic stress disorder (PTSD)] are being developed that speak to bottom-up processes in mental disorder, in contrast to the typical top-down psychological construct approach. The present article presents a hybrid top-down, bottom-up model of the relationship between symptoms and mental disorder, viewing symptom expression and their causal complex as a reciprocally dynamic system with multiple levels, from lower-order symptoms in interaction to higher-order constructs affecting them. The hybrid model hinges on good understanding of systems theory in which it is embedded, so that the article reviews in depth non-linear dynamical systems theory (NLDST). The article applies the concept of emergent circular causality (3) to symptom development, as well. Conclusions consider that symptoms vary over several dimensions, including: subjectivity; objectivity; conscious motivation effort; and unconscious influences, and the degree to which individual (e.g., meaning) and universal (e.g., causal) processes are involved. The opposition between science and skepticism is a complex one that the article addresses in final comments. PMID:26635639

Causal Agency Theory: Reconceptualizing a Functional Model of Self-Determination

ERIC Educational Resources Information Center

Shogren, Karrie A.; Wehmeyer, Michael L.; Palmer, Susan B.; Forber-Pratt, Anjali J.; Little, Todd J.; Lopez, Shane

2015-01-01

This paper introduces Causal Agency Theory, an extension of the functional model of self-determination. Causal Agency Theory addresses the need for interventions and assessments pertaining to selfdetermination for all students and incorporates the significant advances in understanding of disability and in the field of positive psychology since the…

A quantum causal discovery algorithm

NASA Astrophysics Data System (ADS)

Giarmatzi, Christina; Costa, Fabio

2018-03-01

Finding a causal model for a set of classical variables is now a well-established task—but what about the quantum equivalent? Even the notion of a quantum causal model is controversial. Here, we present a causal discovery algorithm for quantum systems. The input to the algorithm is a process matrix describing correlations between quantum events. Its output consists of different levels of information about the underlying causal model. Our algorithm determines whether the process is causally ordered by grouping the events into causally ordered non-signaling sets. It detects if all relevant common causes are included in the process, which we label Markovian, or alternatively if some causal relations are mediated through some external memory. For a Markovian process, it outputs a causal model, namely the causal relations and the corresponding mechanisms, represented as quantum states and channels. Our algorithm opens the route to more general quantum causal discovery methods.

Classical Causal Models for Bell and Kochen-Specker Inequality Violations Require Fine-Tuning

NASA Astrophysics Data System (ADS)

Cavalcanti, Eric G.

2018-04-01

Nonlocality and contextuality are at the root of conceptual puzzles in quantum mechanics, and they are key resources for quantum advantage in information-processing tasks. Bell nonlocality is best understood as the incompatibility between quantum correlations and the classical theory of causality, applied to relativistic causal structure. Contextuality, on the other hand, is on a more controversial foundation. In this work, I provide a common conceptual ground between nonlocality and contextuality as violations of classical causality. First, I show that Bell inequalities can be derived solely from the assumptions of no signaling and no fine-tuning of the causal model. This removes two extra assumptions from a recent result from Wood and Spekkens and, remarkably, does not require any assumption related to independence of measurement settings—unlike all other derivations of Bell inequalities. I then introduce a formalism to represent contextuality scenarios within causal models and show that all classical causal models for violations of a Kochen-Specker inequality require fine-tuning. Thus, the quantum violation of classical causality goes beyond the case of spacelike-separated systems and already manifests in scenarios involving single systems.

Causal Rasch models.

PubMed

Stenner, A Jackson; Fisher, William P; Stone, Mark H; Burdick, Donald S

2013-01-01

Rasch's unidimensional models for measurement show how to connect object measures (e.g., reader abilities), measurement mechanisms (e.g., machine-generated cloze reading items), and observational outcomes (e.g., counts correct on reading instruments). Substantive theory shows what interventions or manipulations to the measurement mechanism can be traded off against a change to the object measure to hold the observed outcome constant. A Rasch model integrated with a substantive theory dictates the form and substance of permissible interventions. Rasch analysis, absent construct theory and an associated specification equation, is a black box in which understanding may be more illusory than not. Finally, the quantitative hypothesis can be tested by comparing theory-based trade-off relations with observed trade-off relations. Only quantitative variables (as measured) support such trade-offs. Note that to test the quantitative hypothesis requires more than manipulation of the algebraic equivalencies in the Rasch model or descriptively fitting data to the model. A causal Rasch model involves experimental intervention/manipulation on either reader ability or text complexity or a conjoint intervention on both simultaneously to yield a successful prediction of the resultant observed outcome (count correct). We conjecture that when this type of manipulation is introduced for individual reader text encounters and model predictions are consistent with observations, the quantitative hypothesis is sustained.

Causal Rasch models

PubMed Central

Stenner, A. Jackson; Fisher, William P.; Stone, Mark H.; Burdick, Donald S.

2013-01-01

Rasch's unidimensional models for measurement show how to connect object measures (e.g., reader abilities), measurement mechanisms (e.g., machine-generated cloze reading items), and observational outcomes (e.g., counts correct on reading instruments). Substantive theory shows what interventions or manipulations to the measurement mechanism can be traded off against a change to the object measure to hold the observed outcome constant. A Rasch model integrated with a substantive theory dictates the form and substance of permissible interventions. Rasch analysis, absent construct theory and an associated specification equation, is a black box in which understanding may be more illusory than not. Finally, the quantitative hypothesis can be tested by comparing theory-based trade-off relations with observed trade-off relations. Only quantitative variables (as measured) support such trade-offs. Note that to test the quantitative hypothesis requires more than manipulation of the algebraic equivalencies in the Rasch model or descriptively fitting data to the model. A causal Rasch model involves experimental intervention/manipulation on either reader ability or text complexity or a conjoint intervention on both simultaneously to yield a successful prediction of the resultant observed outcome (count correct). We conjecture that when this type of manipulation is introduced for individual reader text encounters and model predictions are consistent with observations, the quantitative hypothesis is sustained. PMID:23986726

Causal Analysis After Haavelmo

PubMed Central

Heckman, James; Pinto, Rodrigo

2014-01-01

Haavelmo's seminal 1943 and 1944 papers are the first rigorous treatment of causality. In them, he distinguished the definition of causal parameters from their identification. He showed that causal parameters are defined using hypothetical models that assign variation to some of the inputs determining outcomes while holding all other inputs fixed. He thus formalized and made operational Marshall's (1890) ceteris paribus analysis. We embed Haavelmo's framework into the recursive framework of Directed Acyclic Graphs (DAGs) used in one influential recent approach to causality (Pearl, 2000) and in the related literature on Bayesian nets (Lauritzen, 1996). We compare the simplicity of an analysis of causality based on Haavelmo's methodology with the complex and nonintuitive approach used in the causal literature of DAGs—the “do-calculus” of Pearl (2009). We discuss the severe limitations of DAGs and in particular of the do-calculus of Pearl in securing identification of economic models. We extend our framework to consider models for simultaneous causality, a central contribution of Haavelmo. In general cases, DAGs cannot be used to analyze models for simultaneous causality, but Haavelmo's approach naturally generalizes to cover them. PMID:25729123

Causal modeling in international migration research: a methodological prolegomenon.

PubMed

Papademetriou, D G; Hopple, G W

1982-10-01

The authors examine the value of using models to study the migration process. In particular, they demonstrate the potential utility of a partial least squares modeling approach to the causal analysis of international migration.

Reasoning with Causal Cycles

ERIC Educational Resources Information Center

Rehder, Bob

2017-01-01

This article assesses how people reason with categories whose features are related in causal cycles. Whereas models based on causal graphical models (CGMs) have enjoyed success modeling category-based judgments as well as a number of other cognitive phenomena, CGMs are only able to represent causal structures that are acyclic. A number of new…

Formalizing the role of agent-based modeling in causal inference and epidemiology.

PubMed

Marshall, Brandon D L; Galea, Sandro

2015-01-15

Calls for the adoption of complex systems approaches, including agent-based modeling, in the field of epidemiology have largely centered on the potential for such methods to examine complex disease etiologies, which are characterized by feedback behavior, interference, threshold dynamics, and multiple interacting causal effects. However, considerable theoretical and practical issues impede the capacity of agent-based methods to examine and evaluate causal effects and thus illuminate new areas for intervention. We build on this work by describing how agent-based models can be used to simulate counterfactual outcomes in the presence of complexity. We show that these models are of particular utility when the hypothesized causal mechanisms exhibit a high degree of interdependence between multiple causal effects and when interference (i.e., one person's exposure affects the outcome of others) is present and of intrinsic scientific interest. Although not without challenges, agent-based modeling (and complex systems methods broadly) represent a promising novel approach to identify and evaluate complex causal effects, and they are thus well suited to complement other modern epidemiologic methods of etiologic inquiry. © The Author 2014. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Investigating Causality Between Interacting Brain Areas with Multivariate Autoregressive Models of MEG Sensor Data

PubMed Central

Michalareas, George; Schoffelen, Jan-Mathijs; Paterson, Gavin; Gross, Joachim

2013-01-01

Abstract In this work, we investigate the feasibility to estimating causal interactions between brain regions based on multivariate autoregressive models (MAR models) fitted to magnetoencephalographic (MEG) sensor measurements. We first demonstrate the theoretical feasibility of estimating source level causal interactions after projection of the sensor-level model coefficients onto the locations of the neural sources. Next, we show with simulated MEG data that causality, as measured by partial directed coherence (PDC), can be correctly reconstructed if the locations of the interacting brain areas are known. We further demonstrate, if a very large number of brain voxels is considered as potential activation sources, that PDC as a measure to reconstruct causal interactions is less accurate. In such case the MAR model coefficients alone contain meaningful causality information. The proposed method overcomes the problems of model nonrobustness and large computation times encountered during causality analysis by existing methods. These methods first project MEG sensor time-series onto a large number of brain locations after which the MAR model is built on this large number of source-level time-series. Instead, through this work, we demonstrate that by building the MAR model on the sensor-level and then projecting only the MAR coefficients in source space, the true casual pathways are recovered even when a very large number of locations are considered as sources. The main contribution of this work is that by this methodology entire brain causality maps can be efficiently derived without any a priori selection of regions of interest. Hum Brain Mapp, 2013. © 2012 Wiley Periodicals, Inc. PMID:22328419

A Causal Model of Teacher Acceptance of Technology

ERIC Educational Resources Information Center

Chang, Jui-Ling; Lieu, Pang-Tien; Liang, Jung-Hui; Liu, Hsiang-Te; Wong, Seng-lee

2012-01-01

This study proposes a causal model for investigating teacher acceptance of technology. We received 258 effective replies from teachers at public and private universities in Taiwan. A questionnaire survey was utilized to test the proposed model. The Lisrel was applied to test the proposed hypotheses. The result shows that computer self-efficacy has…

A new test of multivariate nonlinear causality

PubMed Central

Bai, Zhidong; Jiang, Dandan; Lv, Zhihui; Wong, Wing-Keung; Zheng, Shurong

2018-01-01

The multivariate nonlinear Granger causality developed by Bai et al. (2010) (Mathematics and Computers in simulation. 2010; 81: 5-17) plays an important role in detecting the dynamic interrelationships between two groups of variables. Following the idea of Hiemstra-Jones (HJ) test proposed by Hiemstra and Jones (1994) (Journal of Finance. 1994; 49(5): 1639-1664), they attempt to establish a central limit theorem (CLT) of their test statistic by applying the asymptotical property of multivariate U-statistic. However, Bai et al. (2016) (2016; arXiv: 1701.03992) revisit the HJ test and find that the test statistic given by HJ is NOT a function of U-statistics which implies that the CLT neither proposed by Hiemstra and Jones (1994) nor the one extended by Bai et al. (2010) is valid for statistical inference. In this paper, we re-estimate the probabilities and reestablish the CLT of the new test statistic. Numerical simulation shows that our new estimates are consistent and our new test performs decent size and power. PMID:29304085

A new test of multivariate nonlinear causality.

PubMed

Bai, Zhidong; Hui, Yongchang; Jiang, Dandan; Lv, Zhihui; Wong, Wing-Keung; Zheng, Shurong

2018-01-01

The multivariate nonlinear Granger causality developed by Bai et al. (2010) (Mathematics and Computers in simulation. 2010; 81: 5-17) plays an important role in detecting the dynamic interrelationships between two groups of variables. Following the idea of Hiemstra-Jones (HJ) test proposed by Hiemstra and Jones (1994) (Journal of Finance. 1994; 49(5): 1639-1664), they attempt to establish a central limit theorem (CLT) of their test statistic by applying the asymptotical property of multivariate U-statistic. However, Bai et al. (2016) (2016; arXiv: 1701.03992) revisit the HJ test and find that the test statistic given by HJ is NOT a function of U-statistics which implies that the CLT neither proposed by Hiemstra and Jones (1994) nor the one extended by Bai et al. (2010) is valid for statistical inference. In this paper, we re-estimate the probabilities and reestablish the CLT of the new test statistic. Numerical simulation shows that our new estimates are consistent and our new test performs decent size and power.

Causal Measurement Models: Can Criticism Stimulate Clarification?

ERIC Educational Resources Information Center

Markus, Keith A.

2016-01-01

In their 2016 work, Aguirre-Urreta et al. provided a contribution to the literature on causal measurement models that enhances clarity and stimulates further thinking. Aguirre-Urreta et al. presented a form of statistical identity involving mapping onto the portion of the parameter space involving the nomological net, relationships between the…

Correlation of causal factors that influence construction safety performance: A model.

PubMed

Rodrigues, F; Coutinho, A; Cardoso, C

2015-01-01

The construction sector has presented positive development regarding the decrease in occupational accident rates in recent years. Regardless, the construction sector stands out systematically from other industries due to its high number of fatalities. The aim of this paper is to deeply understand the causality of construction accidents from the early design phase through a model. This study reviewed several research papers presenting various analytical models that correlate the contributing factors to occupational accidents in this sector. This study also analysed different construction projects and conducted a survey of design and site supervision teams. This paper proposes a model developed from the analysis of existing ones, which correlates the causal factors through all the construction phases. It was concluded that effective risk prevention can only be achieved by a global correlation of causal factors including not only production ones but also client requirements, financial climate, design team competence, project and risk management, financial capacity, health and safety policy and early planning. Accordingly, a model is proposed.

Nonlinear Modeling of Causal Interrelationships in Neuronal Ensembles

PubMed Central

Zanos, Theodoros P.; Courellis, Spiros H.; Berger, Theodore W.; Hampson, Robert E.; Deadwyler, Sam A.; Marmarelis, Vasilis Z.

2009-01-01

The increasing availability of multiunit recordings gives new urgency to the need for effective analysis of “multidimensional” time-series data that are derived from the recorded activity of neuronal ensembles in the form of multiple sequences of action potentials—treated mathematically as point-processes and computationally as spike-trains. Whether in conditions of spontaneous activity or under conditions of external stimulation, the objective is the identification and quantification of possible causal links among the neurons generating the observed binary signals. A multiple-input/multiple-output (MIMO) modeling methodology is presented that can be used to quantify the neuronal dynamics of causal interrelationships in neuronal ensembles using spike-train data recorded from individual neurons. These causal interrelationships are modeled as transformations of spike-trains recorded from a set of neurons designated as the “inputs” into spike-trains recorded from another set of neurons designated as the “outputs.” The MIMO model is composed of a set of multiinput/single-output (MISO) modules, one for each output. Each module is the cascade of a MISO Volterra model and a threshold operator generating the output spikes. The Laguerre expansion approach is used to estimate the Volterra kernels of each MISO module from the respective input–output data using the least-squares method. The predictive performance of the model is evaluated with the use of the receiver operating characteristic (ROC) curve, from which the optimum threshold is also selected. The Mann–Whitney statistic is used to select the significant inputs for each output by examining the statistical significance of improvements in the predictive accuracy of the model when the respective inputs is included. Illustrative examples are presented for a simulated system and for an actual application using multiunit data recordings from the hippocampus of a behaving rat. PMID:18701382

Causality

NASA Astrophysics Data System (ADS)

Pearl, Judea

2000-03-01

Written by one of the pre-eminent researchers in the field, this book provides a comprehensive exposition of modern analysis of causation. It shows how causality has grown from a nebulous concept into a mathematical theory with significant applications in the fields of statistics, artificial intelligence, philosophy, cognitive science, and the health and social sciences. Pearl presents a unified account of the probabilistic, manipulative, counterfactual and structural approaches to causation, and devises simple mathematical tools for analyzing the relationships between causal connections, statistical associations, actions and observations. The book will open the way for including causal analysis in the standard curriculum of statistics, artifical intelligence, business, epidemiology, social science and economics. Students in these areas will find natural models, simple identification procedures, and precise mathematical definitions of causal concepts that traditional texts have tended to evade or make unduly complicated. This book will be of interest to professionals and students in a wide variety of fields. Anyone who wishes to elucidate meaningful relationships from data, predict effects of actions and policies, assess explanations of reported events, or form theories of causal understanding and causal speech will find this book stimulating and invaluable.

Distinguishing Valid from Invalid Causal Indicator Models

ERIC Educational Resources Information Center

Cadogan, John W.; Lee, Nick

2016-01-01

In this commentary from Issue 14, n3, authors John Cadogan and Nick Lee applaud the paper by Aguirre-Urreta, Rönkkö, and Marakas "Measurement: Interdisciplinary Research and Perspectives", 14(3), 75-97 (2016), since their explanations and simulations work toward demystifying causal indicator models, which are often used by scholars…

Causal Model of Stress and Coping: Women in Management.

ERIC Educational Resources Information Center

Long, Bonita C.; And Others

1992-01-01

Tested model of managerial women's (n=249) stress. Model was developed from Lazarus's theoretical framework of stress/coping and incorporated causal antecedent constructs (demographics, sex role attitudes, agentic traits), mediating constructs (environment, appraisals, engagement coping, disengagement coping), and outcomes (work performance,…

How causal analysis can reveal autonomy in models of biological systems

NASA Astrophysics Data System (ADS)

Marshall, William; Kim, Hyunju; Walker, Sara I.; Tononi, Giulio; Albantakis, Larissa

2017-11-01

Standard techniques for studying biological systems largely focus on their dynamical or, more recently, their informational properties, usually taking either a reductionist or holistic perspective. Yet, studying only individual system elements or the dynamics of the system as a whole disregards the organizational structure of the system-whether there are subsets of elements with joint causes or effects, and whether the system is strongly integrated or composed of several loosely interacting components. Integrated information theory offers a theoretical framework to (1) investigate the compositional cause-effect structure of a system and to (2) identify causal borders of highly integrated elements comprising local maxima of intrinsic cause-effect power. Here we apply this comprehensive causal analysis to a Boolean network model of the fission yeast (Schizosaccharomyces pombe) cell cycle. We demonstrate that this biological model features a non-trivial causal architecture, whose discovery may provide insights about the real cell cycle that could not be gained from holistic or reductionist approaches. We also show how some specific properties of this underlying causal architecture relate to the biological notion of autonomy. Ultimately, we suggest that analysing the causal organization of a system, including key features like intrinsic control and stable causal borders, should prove relevant for distinguishing life from non-life, and thus could also illuminate the origin of life problem. This article is part of the themed issue 'Reconceptualizing the origins of life'.

A Causal Model of Sentence Recall: Effects of Familiarity, Concreteness, Comprehensibility, and Interestingness.

ERIC Educational Resources Information Center

Sadoski, Mark; And Others

1993-01-01

Presents and tests a theoretically derived causal model of the recall of sentences. Notes that the causal model identifies familiarity and concreteness as causes of comprehensibility; familiarity, concreteness, and comprehensibility as causes of interestingness; and all the identified variables as causes of both immediate and delayed recall.…

Whither Causal Models in the Neuroscience of ADHD?

ERIC Educational Resources Information Center

Coghill, Dave; Nigg, Joel; Rothenberger, Aribert; Sonuga-Barke, Edmund; Tannock, Rosemary

2005-01-01

In this paper we examine the current status of the science of ADHD from a theoretical point of view. While the field has reached the point at which a number of causal models have been proposed, it remains some distance away from demonstrating the viability of such models empirically. We identify a number of existing barriers and make proposals as…

Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models*

PubMed Central

Michaud, Pierre-Carl; van Soest, Arthur

2010-01-01

A positive relationship between socio-economic status (SES) and health, the “health-wealth gradient”, is repeatedly found in many industrialized countries. This study analyzes competing explanations for this gradient: causal effects from health to wealth (health causation) and causal effects from wealth to health (wealth or social causation). Using six biennial waves of couples aged 51–61 in 1992 from the U.S. Health and Retirement Study, we test for causality in panel data models incorporating unobserved heterogeneity and a lag structure supported by specification tests. In contrast to tests relying on models with only first order lags or without unobserved heterogeneity, these tests provide no evidence of causal wealth health effects. On the other hand, we find strong evidence of causal effects from both spouses’ health on household wealth. We also find an effect of the husband’s health on the wife’s mental health, but no other effects from one spouse’s health to health of the other spouse. PMID:18513809

What Is the Latent Variable in Causal Indicator Models?

ERIC Educational Resources Information Center

Howell, Roy D.

2014-01-01

Building on the work of Bollen (2007) and Bollen & Bauldry (2011), Bainter and Bollen (this issue) clarifies several points of confusion in the literature regarding causal indicator models. This author would certainly agree that the effect indicator (reflective) measurement model is inappropriate for some indicators (such as the social…

Articulatory mediation of speech perception: a causal analysis of multi-modal imaging data.

PubMed

Gow, David W; Segawa, Jennifer A

2009-02-01

The inherent confound between the organization of articulation and the acoustic-phonetic structure of the speech signal makes it exceptionally difficult to evaluate the competing claims of motor and acoustic-phonetic accounts of how listeners recognize coarticulated speech. Here we use Granger causation analyzes of high spatiotemporal resolution neural activation data derived from the integration of magnetic resonance imaging, magnetoencephalography and electroencephalography, to examine the role of lexical and articulatory mediation in listeners' ability to use phonetic context to compensate for place assimilation. Listeners heard two-word phrases such as pen pad and then saw two pictures, from which they had to select the one that depicted the phrase. Assimilation, lexical competitor environment and the phonological validity of assimilation context were all manipulated. Behavioral data showed an effect of context on the interpretation of assimilated segments. Analysis of 40 Hz gamma phase locking patterns identified a large distributed neural network including 16 distinct regions of interest (ROIs) spanning portions of both hemispheres in the first 200 ms of post-assimilation context. Granger analyzes of individual conditions showed differing patterns of causal interaction between ROIs during this interval, with hypothesized lexical and articulatory structures and pathways driving phonetic activation in the posterior superior temporal gyrus in assimilation conditions, but not in phonetically unambiguous conditions. These results lend strong support for the motor theory of speech perception, and clarify the role of lexical mediation in the phonetic processing of assimilated speech.

Intelligent diagnosis of jaundice with dynamic uncertain causality graph model.

PubMed

Hao, Shao-Rui; Geng, Shi-Chao; Fan, Lin-Xiao; Chen, Jia-Jia; Zhang, Qin; Li, Lan-Juan

2017-05-01

Jaundice is a common and complex clinical symptom potentially occurring in hepatology, general surgery, pediatrics, infectious diseases, gynecology, and obstetrics, and it is fairly difficult to distinguish the cause of jaundice in clinical practice, especially for general practitioners in less developed regions. With collaboration between physicians and artificial intelligence engineers, a comprehensive knowledge base relevant to jaundice was created based on demographic information, symptoms, physical signs, laboratory tests, imaging diagnosis, medical histories, and risk factors. Then a diagnostic modeling and reasoning system using the dynamic uncertain causality graph was proposed. A modularized modeling scheme was presented to reduce the complexity of model construction, providing multiple perspectives and arbitrary granularity for disease causality representations. A "chaining" inference algorithm and weighted logic operation mechanism were employed to guarantee the exactness and efficiency of diagnostic reasoning under situations of incomplete and uncertain information. Moreover, the causal interactions among diseases and symptoms intuitively demonstrated the reasoning process in a graphical manner. Verification was performed using 203 randomly pooled clinical cases, and the accuracy was 99.01% and 84.73%, respectively, with or without laboratory tests in the model. The solutions were more explicable and convincing than common methods such as Bayesian Networks, further increasing the objectivity of clinical decision-making. The promising results indicated that our model could be potentially used in intelligent diagnosis and help decrease public health expenditure.

Intelligent diagnosis of jaundice with dynamic uncertain causality graph model*

PubMed Central

Hao, Shao-rui; Geng, Shi-chao; Fan, Lin-xiao; Chen, Jia-jia; Zhang, Qin; Li, Lan-juan

2017-01-01

Jaundice is a common and complex clinical symptom potentially occurring in hepatology, general surgery, pediatrics, infectious diseases, gynecology, and obstetrics, and it is fairly difficult to distinguish the cause of jaundice in clinical practice, especially for general practitioners in less developed regions. With collaboration between physicians and artificial intelligence engineers, a comprehensive knowledge base relevant to jaundice was created based on demographic information, symptoms, physical signs, laboratory tests, imaging diagnosis, medical histories, and risk factors. Then a diagnostic modeling and reasoning system using the dynamic uncertain causality graph was proposed. A modularized modeling scheme was presented to reduce the complexity of model construction, providing multiple perspectives and arbitrary granularity for disease causality representations. A “chaining” inference algorithm and weighted logic operation mechanism were employed to guarantee the exactness and efficiency of diagnostic reasoning under situations of incomplete and uncertain information. Moreover, the causal interactions among diseases and symptoms intuitively demonstrated the reasoning process in a graphical manner. Verification was performed using 203 randomly pooled clinical cases, and the accuracy was 99.01% and 84.73%, respectively, with or without laboratory tests in the model. The solutions were more explicable and convincing than common methods such as Bayesian Networks, further increasing the objectivity of clinical decision-making. The promising results indicated that our model could be potentially used in intelligent diagnosis and help decrease public health expenditure. PMID:28471111

A causality between fund performance and stock market

NASA Astrophysics Data System (ADS)

Kim, Ho-Yong; Kwon, Okyu; Oh, Gabjin

2016-02-01

We investigate whether the characteristic fund performance indicators (FPI), such as the fund return, the Net asset value (NAV) and the cash flow, are correlated with the asset price movement using information flows estimated by the Granger causality test. First, we find that the information flow of FPI is most sensitive to extreme events of the Korean stock market, which include negative events such as the sub-prime crisis and the impact of QE (quantitative easing) by the US subprime and Europe financial crisis as well as the positive events of the golden period of Korean Composite Stock Price Index (KOSPI), except for the fund cash flow. Second, both the fund return and the NAV exhibit significant correlations with the KOSPI, whereas the cash flow is not correlated with the stock market. This result suggests that the information resulting from the ability of the fund manager should influence stock market. Finally, during market crisis period, information flows between FPI and the Korean stock market are significantly positively correlated with the market volatility.

Estimators for Clustered Education RCTs Using the Neyman Model for Causal Inference

ERIC Educational Resources Information Center

Schochet, Peter Z.

2013-01-01

This article examines the estimation of two-stage clustered designs for education randomized control trials (RCTs) using the nonparametric Neyman causal inference framework that underlies experiments. The key distinction between the considered causal models is whether potential treatment and control group outcomes are considered to be fixed for…

Reconstructing constructivism: Causal models, Bayesian learning mechanisms and the theory theory

PubMed Central

Gopnik, Alison; Wellman, Henry M.

2012-01-01

We propose a new version of the “theory theory” grounded in the computational framework of probabilistic causal models and Bayesian learning. Probabilistic models allow a constructivist but rigorous and detailed approach to cognitive development. They also explain the learning of both more specific causal hypotheses and more abstract framework theories. We outline the new theoretical ideas, explain the computational framework in an intuitive and non-technical way, and review an extensive but relatively recent body of empirical results that supports these ideas. These include new studies of the mechanisms of learning. Children infer causal structure from statistical information, through their own actions on the world and through observations of the actions of others. Studies demonstrate these learning mechanisms in children from 16 months to 4 years old and include research on causal statistical learning, informal experimentation through play, and imitation and informal pedagogy. They also include studies of the variability and progressive character of intuitive theory change, particularly theory of mind. These studies investigate both the physical and psychological and social domains. We conclude with suggestions for further collaborative projects between developmental and computational cognitive scientists. PMID:22582739

Reconstructing constructivism: causal models, Bayesian learning mechanisms, and the theory theory.

PubMed

Gopnik, Alison; Wellman, Henry M

2012-11-01

We propose a new version of the "theory theory" grounded in the computational framework of probabilistic causal models and Bayesian learning. Probabilistic models allow a constructivist but rigorous and detailed approach to cognitive development. They also explain the learning of both more specific causal hypotheses and more abstract framework theories. We outline the new theoretical ideas, explain the computational framework in an intuitive and nontechnical way, and review an extensive but relatively recent body of empirical results that supports these ideas. These include new studies of the mechanisms of learning. Children infer causal structure from statistical information, through their own actions on the world and through observations of the actions of others. Studies demonstrate these learning mechanisms in children from 16 months to 4 years old and include research on causal statistical learning, informal experimentation through play, and imitation and informal pedagogy. They also include studies of the variability and progressive character of intuitive theory change, particularly theory of mind. These studies investigate both the physical and the psychological and social domains. We conclude with suggestions for further collaborative projects between developmental and computational cognitive scientists.

Causal Indicator Models: Unresolved Issues of Construction and Evaluation

ERIC Educational Resources Information Center

West, Stephen G.; Grimm, Kevin J.

2014-01-01

These authors agree with Bainter and Bollen that causal effects represents a useful measurement structure in some applications. The structure of the science of the measurement problem should determine the model; the measurement model should not determine the science. They also applaud Bainter and Bollen's important reminder that the full…

Three Cs in Measurement Models: Causal Indicators, Composite Indicators, and Covariates

PubMed Central

Bollen, Kenneth A.; Bauldry, Shawn

2013-01-01

In the last two decades attention to causal (and formative) indicators has grown. Accompanying this growth has been the belief that we can classify indicators into two categories, effect (reflective) indicators and causal (formative) indicators. This paper argues that the dichotomous view is too simple. Instead, there are effect indicators and three types of variables on which a latent variable depends: causal indicators, composite (formative) indicators, and covariates (the “three Cs”). Causal indicators have conceptual unity and their effects on latent variables are structural. Covariates are not concept measures, but are variables to control to avoid bias in estimating the relations between measures and latent variable(s). Composite (formative) indicators form exact linear combinations of variables that need not share a concept. Their coefficients are weights rather than structural effects and composites are a matter of convenience. The failure to distinguish the “three Cs” has led to confusion and questions such as: are causal and formative indicators different names for the same indicator type? Should an equation with causal or formative indicators have an error term? Are the coefficients of causal indicators less stable than effect indicators? Distinguishing between causal and composite indicators and covariates goes a long way toward eliminating this confusion. We emphasize the key role that subject matter expertise plays in making these distinctions. We provide new guidelines for working with these variable types, including identification of models, scaling latent variables, parameter estimation, and validity assessment. A running empirical example on self-perceived health illustrates our major points. PMID:21767021

Three Cs in measurement models: causal indicators, composite indicators, and covariates.

PubMed

Bollen, Kenneth A; Bauldry, Shawn

2011-09-01

In the last 2 decades attention to causal (and formative) indicators has grown. Accompanying this growth has been the belief that one can classify indicators into 2 categories: effect (reflective) indicators and causal (formative) indicators. We argue that the dichotomous view is too simple. Instead, there are effect indicators and 3 types of variables on which a latent variable depends: causal indicators, composite (formative) indicators, and covariates (the "Three Cs"). Causal indicators have conceptual unity, and their effects on latent variables are structural. Covariates are not concept measures, but are variables to control to avoid bias in estimating the relations between measures and latent variables. Composite (formative) indicators form exact linear combinations of variables that need not share a concept. Their coefficients are weights rather than structural effects, and composites are a matter of convenience. The failure to distinguish the Three Cs has led to confusion and questions, such as, Are causal and formative indicators different names for the same indicator type? Should an equation with causal or formative indicators have an error term? Are the coefficients of causal indicators less stable than effect indicators? Distinguishing between causal and composite indicators and covariates goes a long way toward eliminating this confusion. We emphasize the key role that subject matter expertise plays in making these distinctions. We provide new guidelines for working with these variable types, including identification of models, scaling latent variables, parameter estimation, and validity assessment. A running empirical example on self-perceived health illustrates our major points.

Experimental test of nonlocal causality.

PubMed

Ringbauer, Martin; Giarmatzi, Christina; Chaves, Rafael; Costa, Fabio; White, Andrew G; Fedrizzi, Alessandro

2016-08-01

Explaining observations in terms of causes and effects is central to empirical science. However, correlations between entangled quantum particles seem to defy such an explanation. This implies that some of the fundamental assumptions of causal explanations have to give way. We consider a relaxation of one of these assumptions, Bell's local causality, by allowing outcome dependence: a direct causal influence between the outcomes of measurements of remote parties. We use interventional data from a photonic experiment to bound the strength of this causal influence in a two-party Bell scenario, and observational data from a Bell-type inequality test for the considered models. Our results demonstrate the incompatibility of quantum mechanics with a broad class of nonlocal causal models, which includes Bell-local models as a special case. Recovering a classical causal picture of quantum correlations thus requires an even more radical modification of our classical notion of cause and effect.

Structural Equations and Causal Explanations: Some Challenges for Causal SEM

ERIC Educational Resources Information Center

Markus, Keith A.

2010-01-01

One common application of structural equation modeling (SEM) involves expressing and empirically investigating causal explanations. Nonetheless, several aspects of causal explanation that have an impact on behavioral science methodology remain poorly understood. It remains unclear whether applications of SEM should attempt to provide complete…

Modeling of gold production in Malaysia

NASA Astrophysics Data System (ADS)

Muda, Nora; Ainuddeen, Nasihah Rasyiqah; Ismail, Hamizun; Umor, Mohd Rozi

2013-04-01

This study was conducted to identify the main factors that contribute to the gold production and hence determine the factors that affect to the development of the mining industry in Malaysia. An econometric approach was used by performing the cointegration analysis among the factors to determine the existence of long term relationship between the gold prices, the number of gold mines, the number of workers in gold mines and the gold production. The study continued with the Granger analysis to determine the relationship between factors and gold production. Results have found that there are long term relationship between price, gold production and number of employees. Granger causality analysis shows that there is only one way relationship between the number of employees with gold production in Malaysia and the number of gold mines in Malaysia.

Comparing Families of Dynamic Causal Models

PubMed Central

Penny, Will D.; Stephan, Klaas E.; Daunizeau, Jean; Rosa, Maria J.; Friston, Karl J.; Schofield, Thomas M.; Leff, Alex P.

2010-01-01

Mathematical models of scientific data can be formally compared using Bayesian model evidence. Previous applications in the biological sciences have mainly focussed on model selection in which one first selects the model with the highest evidence and then makes inferences based on the parameters of that model. This “best model” approach is very useful but can become brittle if there are a large number of models to compare, and if different subjects use different models. To overcome this shortcoming we propose the combination of two further approaches: (i) family level inference and (ii) Bayesian model averaging within families. Family level inference removes uncertainty about aspects of model structure other than the characteristic of interest. For example: What are the inputs to the system? Is processing serial or parallel? Is it linear or nonlinear? Is it mediated by a single, crucial connection? We apply Bayesian model averaging within families to provide inferences about parameters that are independent of further assumptions about model structure. We illustrate the methods using Dynamic Causal Models of brain imaging data. PMID:20300649

Experimental test of nonlocal causality

PubMed Central

Ringbauer, Martin; Giarmatzi, Christina; Chaves, Rafael; Costa, Fabio; White, Andrew G.; Fedrizzi, Alessandro

2016-01-01

Explaining observations in terms of causes and effects is central to empirical science. However, correlations between entangled quantum particles seem to defy such an explanation. This implies that some of the fundamental assumptions of causal explanations have to give way. We consider a relaxation of one of these assumptions, Bell’s local causality, by allowing outcome dependence: a direct causal influence between the outcomes of measurements of remote parties. We use interventional data from a photonic experiment to bound the strength of this causal influence in a two-party Bell scenario, and observational data from a Bell-type inequality test for the considered models. Our results demonstrate the incompatibility of quantum mechanics with a broad class of nonlocal causal models, which includes Bell-local models as a special case. Recovering a classical causal picture of quantum correlations thus requires an even more radical modification of our classical notion of cause and effect. PMID:27532045

Differences in hemispherical thalamo-cortical causality analysis during resting-state fMRI.

PubMed

Anwar, Abdul Rauf; Muthalib, Makii; Perrey, Stephane; Wolff, Stephan; Deuschl, Guunther; Heute, Ulrich; Muthuraman, Muthuraman

2014-01-01

Thalamus is a very important part of the human brain. It has been reported to act as a relay for the messaging taking place between the cortical and sub-cortical regions of the brain. In the present study, we analyze the functional network between both hemispheres of the brain with the focus on thalamus. We used conditional Granger causality (CGC) and time-resolved partial directed coherence (tPDC) to investigate the functional connectivity. Results of CGC analysis revealed the asymmetry between connection strengths of the bilateral thalamus. Upon testing the functional connectivity of the default-mode network (DMN) at low-frequency fluctuations (LFF) and comparing coherence vectors using Spearman's rank correlation, we found that thalamus is a better source for the signals directed towards the contralateral regions of the brain, however, when thalamus acts as sink, it is a better sink for signals generated from ipsilateral regions of the brain.

Causal and causally separable processes

NASA Astrophysics Data System (ADS)

Oreshkov, Ognyan; Giarmatzi, Christina

2016-09-01

The idea that events are equipped with a partial causal order is central to our understanding of physics in the tested regimes: given two pointlike events A and B, either A is in the causal past of B, B is in the causal past of A, or A and B are space-like separated. Operationally, the meaning of these order relations corresponds to constraints on the possible correlations between experiments performed in the vicinities of the respective events: if A is in the causal past of B, an experimenter at A could signal to an experimenter at B but not the other way around, while if A and B are space-like separated, no signaling is possible in either direction. In the context of a concrete physical theory, the correlations compatible with a given causal configuration may obey further constraints. For instance, space-like correlations in quantum mechanics arise from local measurements on joint quantum states, while time-like correlations are established via quantum channels. Similarly to other variables, however, the causal order of a set of events could be random, and little is understood about the constraints that causality implies in this case. A main difficulty concerns the fact that the order of events can now generally depend on the operations performed at the locations of these events, since, for instance, an operation at A could influence the order in which B and C occur in A’s future. So far, no formal theory of causality compatible with such dynamical causal order has been developed. Apart from being of fundamental interest in the context of inferring causal relations, such a theory is imperative for understanding recent suggestions that the causal order of events in quantum mechanics can be indefinite. Here, we develop such a theory in the general multipartite case. Starting from a background-independent definition of causality, we derive an iteratively formulated canonical decomposition of multipartite causal correlations. For a fixed number of settings and

Situation models and memory: the effects of temporal and causal information on recall sequence.

PubMed

Brownstein, Aaron L; Read, Stephen J

2007-10-01

Participants watched an episode of the television show Cheers on video and then reported free recall. Recall sequence followed the sequence of events in the story; if one concept was observed immediately after another, it was recalled immediately after it. We also made a causal network of the show's story and found that recall sequence followed causal links; effects were recalled immediately after their causes. Recall sequence was more likely to follow causal links than temporal sequence, and most likely to follow causal links that were temporally sequential. Results were similar at 10-minute and 1-week delayed recall. This is the most direct and detailed evidence reported on sequential effects in recall. The causal network also predicted probability of recall; concepts with more links and concepts on the main causal chain were most likely to be recalled. This extends the causal network model to more complex materials than previous research.

[Causal analysis approaches in epidemiology].

PubMed

Dumas, O; Siroux, V; Le Moual, N; Varraso, R

2014-02-01

Epidemiological research is mostly based on observational studies. Whether such studies can provide evidence of causation remains discussed. Several causal analysis methods have been developed in epidemiology. This paper aims at presenting an overview of these methods: graphical models, path analysis and its extensions, and models based on the counterfactual approach, with a special emphasis on marginal structural models. Graphical approaches have been developed to allow synthetic representations of supposed causal relationships in a given problem. They serve as qualitative support in the study of causal relationships. The sufficient-component cause model has been developed to deal with the issue of multicausality raised by the emergence of chronic multifactorial diseases. Directed acyclic graphs are mostly used as a visual tool to identify possible confounding sources in a study. Structural equations models, the main extension of path analysis, combine a system of equations and a path diagram, representing a set of possible causal relationships. They allow quantifying direct and indirect effects in a general model in which several relationships can be tested simultaneously. Dynamic path analysis further takes into account the role of time. The counterfactual approach defines causality by comparing the observed event and the counterfactual event (the event that would have been observed if, contrary to the fact, the subject had received a different exposure than the one he actually received). This theoretical approach has shown limits of traditional methods to address some causality questions. In particular, in longitudinal studies, when there is time-varying confounding, classical methods (regressions) may be biased. Marginal structural models have been developed to address this issue. In conclusion, "causal models", though they were developed partly independently, are based on equivalent logical foundations. A crucial step in the application of these models is the

Risk-Based Causal Modeling of Airborne Loss of Separation

NASA Technical Reports Server (NTRS)

Geuther, Steven C.; Shih, Ann T.

2015-01-01

Maintaining safe separation between aircraft remains one of the key aviation challenges as the Next Generation Air Transportation System (NextGen) emerges. The goals of the NextGen are to increase capacity and reduce flight delays to meet the aviation demand growth through the 2025 time frame while maintaining safety and efficiency. The envisioned NextGen is expected to enable high air traffic density, diverse fleet operations in the airspace, and a decrease in separation distance. All of these factors contribute to the potential for Loss of Separation (LOS) between aircraft. LOS is a precursor to a potential mid-air collision (MAC). The NASA Airspace Operations and Safety Program (AOSP) is committed to developing aircraft separation assurance concepts and technologies to mitigate LOS instances, therefore, preventing MAC. This paper focuses on the analysis of causal and contributing factors of LOS accidents and incidents leading to MAC occurrences. Mid-air collisions among large commercial aircraft are rare in the past decade, therefore, the LOS instances in this study are for general aviation using visual flight rules in the years 2000-2010. The study includes the investigation of causal paths leading to LOS, and the development of the Airborne Loss of Separation Analysis Model (ALOSAM) using Bayesian Belief Networks (BBN) to capture the multi-dependent relations of causal factors. The ALOSAM is currently a qualitative model, although further development could lead to a quantitative model. ALOSAM could then be used to perform impact analysis of concepts and technologies in the AOSP portfolio on the reduction of LOS risk.

Parkinson subtype-specific Granger-causal coupling and coherence frequency in the subthalamic area.

PubMed

Florin, Esther; Pfeifer, Johannes; Visser-Vandewalle, Veerle; Schnitzler, Alfons; Timmermann, Lars

2016-09-22

Previous work on Parkinson's disease (PD) has indicated a predominantly afferent coupling between affected arm muscle activity and electrophysiological activity within the subthalamic nucleus (STN). So far, no information is available indicating which frequency components drive the afferent information flow in PD patients. Non-directional coupling e.g. by measuring coherence is primarily established in the beta band as well as at tremor frequency. Based on previous evidence it is likely that different subtypes of the disease are associated with different connectivity patterns. Therefore, we determined coherence and causality between local field potentials (LFPs) in the STN and surface electromyograms (EMGs) from the contralateral arm in 18 akinetic-rigid (AR) PD patients and 8 tremor-dominant (TD) PD patients. During the intraoperative recording, patients were asked to lift their forearm contralateral to the recording side. Significantly more afferent connections were detected for the TD patients for tremor-periods and non-tremor-periods combined as well as for only tremor periods. Within the STN 74% and 63% of the afferent connections are associated with coherence from 4-8Hz and 8-12Hz, respectively. However, when considering only tremor-periods significantly more afferent than efferent connections were associated with coherence from 12 to 20Hz across all recording heights. No difference between efferent and afferent connections is seen in the frequency range from 4 to 12Hz for all recording heights. For the AR patients, no significant difference in afferent and efferent connections within the STN was found for the different frequency bands. Still, for the AR patients dorsal of the STN significantly more afferent than efferent connections were associated with coherence in the frequency range from 12 to 16Hz. These results provide further evidence for the differential pathological oscillations and pathways present in AR and TD Parkinson patients. Copyright © 2016

Structure and Strength in Causal Induction

ERIC Educational Resources Information Center

Griffiths, Thomas L.; Tenenbaum, Joshua B.

2005-01-01

We present a framework for the rational analysis of elemental causal induction--learning about the existence of a relationship between a single cause and effect--based upon causal graphical models. This framework makes precise the distinction between causal structure and causal strength: the difference between asking whether a causal relationship…

Coal consumption and economic growth in Taiwan

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, H.Y.

2000-03-01

The purpose of this paper is to examine the causality issue between coal consumption and economic growth for Taiwan. The co-integration and Granger's causality test are applied to investigate the relationship between the two economic series. Results of the co-integration and Granger's causality test based on 1954--1997 Taiwan data show a unidirectional causality from economic growth to coal consumption with no feedback effects. Their major finding supports the neutrality hypothesis of coal consumption with respect to economic growth. Further, the finding has practical policy implications for decision makers in the area of macroeconomic planning, as coal conservation is a feasiblemore » policy with no damaging repercussions on economic growth.« less

The Causal Meaning of Genomic Predictors and How It Affects Construction and Comparison of Genome-Enabled Selection Models

PubMed Central

Valente, Bruno D.; Morota, Gota; Peñagaricano, Francisco; Gianola, Daniel; Weigel, Kent; Rosa, Guilherme J. M.

2015-01-01

The term “effect” in additive genetic effect suggests a causal meaning. However, inferences of such quantities for selection purposes are typically viewed and conducted as a prediction task. Predictive ability as tested by cross-validation is currently the most acceptable criterion for comparing models and evaluating new methodologies. Nevertheless, it does not directly indicate if predictors reflect causal effects. Such evaluations would require causal inference methods that are not typical in genomic prediction for selection. This suggests that the usual approach to infer genetic effects contradicts the label of the quantity inferred. Here we investigate if genomic predictors for selection should be treated as standard predictors or if they must reflect a causal effect to be useful, requiring causal inference methods. Conducting the analysis as a prediction or as a causal inference task affects, for example, how covariates of the regression model are chosen, which may heavily affect the magnitude of genomic predictors and therefore selection decisions. We demonstrate that selection requires learning causal genetic effects. However, genomic predictors from some models might capture noncausal signal, providing good predictive ability but poorly representing true genetic effects. Simulated examples are used to show that aiming for predictive ability may lead to poor modeling decisions, while causal inference approaches may guide the construction of regression models that better infer the target genetic effect even when they underperform in cross-validation tests. In conclusion, genomic selection models should be constructed to aim primarily for identifiability of causal genetic effects, not for predictive ability. PMID:25908318

Repeated causal decision making.

PubMed

Hagmayer, York; Meder, Björn

2013-01-01

Many of our decisions refer to actions that have a causal impact on the external environment. Such actions may not only allow for the mere learning of expected values or utilities but also for acquiring knowledge about the causal structure of our world. We used a repeated decision-making paradigm to examine what kind of knowledge people acquire in such situations and how they use their knowledge to adapt to changes in the decision context. Our studies show that decision makers' behavior is strongly contingent on their causal beliefs and that people exploit their causal knowledge to assess the consequences of changes in the decision problem. A high consistency between hypotheses about causal structure, causally expected values, and actual choices was observed. The experiments show that (a) existing causal hypotheses guide the interpretation of decision feedback, (b) consequences of decisions are used to revise existing causal beliefs, and (c) decision makers use the experienced feedback to induce a causal model of the choice situation even when they have no initial causal hypotheses, which (d) enables them to adapt their choices to changes of the decision problem. (PsycINFO Database Record (c) 2013 APA, all rights reserved).

Explaining quantum correlations through evolution of causal models

NASA Astrophysics Data System (ADS)

Harper, Robin; Chapman, Robert J.; Ferrie, Christopher; Granade, Christopher; Kueng, Richard; Naoumenko, Daniel; Flammia, Steven T.; Peruzzo, Alberto

2017-04-01

We propose a framework for the systematic and quantitative generalization of Bell's theorem using causal networks. We first consider the multiobjective optimization problem of matching observed data while minimizing the causal effect of nonlocal variables and prove an inequality for the optimal region that both strengthens and generalizes Bell's theorem. To solve the optimization problem (rather than simply bound it), we develop a genetic algorithm treating as individuals causal networks. By applying our algorithm to a photonic Bell experiment, we demonstrate the trade-off between the quantitative relaxation of one or more local causality assumptions and the ability of data to match quantum correlations.

Impact of environmental inputs on reverse-engineering approach to network structures.

PubMed

Wu, Jianhua; Sinfield, James L; Buchanan-Wollaston, Vicky; Feng, Jianfeng

2009-12-04

Uncovering complex network structures from a biological system is one of the main topic in system biology. The network structures can be inferred by the dynamical Bayesian network or Granger causality, but neither techniques have seriously taken into account the impact of environmental inputs. With considerations of natural rhythmic dynamics of biological data, we propose a system biology approach to reveal the impact of environmental inputs on network structures. We first represent the environmental inputs by a harmonic oscillator and combine them with Granger causality to identify environmental inputs and then uncover the causal network structures. We also generalize it to multiple harmonic oscillators to represent various exogenous influences. This system approach is extensively tested with toy models and successfully applied to a real biological network of microarray data of the flowering genes of the model plant Arabidopsis Thaliana. The aim is to identify those genes that are directly affected by the presence of the sunlight and uncover the interactive network structures associating with flowering metabolism. We demonstrate that environmental inputs are crucial for correctly inferring network structures. Harmonic causal method is proved to be a powerful technique to detect environment inputs and uncover network structures, especially when the biological data exhibit periodic oscillations.

Causal Models for Mediation Analysis: An Introduction to Structural Mean Models.

PubMed

Zheng, Cheng; Atkins, David C; Zhou, Xiao-Hua; Rhew, Isaac C

2015-01-01

Mediation analyses are critical to understanding why behavioral interventions work. To yield a causal interpretation, common mediation approaches must make an assumption of "sequential ignorability." The current article describes an alternative approach to causal mediation called structural mean models (SMMs). A specific SMM called a rank-preserving model (RPM) is introduced in the context of an applied example. Particular attention is given to the assumptions of both approaches to mediation. Applying both mediation approaches to the college student drinking data yield notable differences in the magnitude of effects. Simulated examples reveal instances in which the traditional approach can yield strongly biased results, whereas the RPM approach remains unbiased in these cases. At the same time, the RPM approach has its own assumptions that must be met for correct inference, such as the existence of a covariate that strongly moderates the effect of the intervention on the mediator and no unmeasured confounders that also serve as a moderator of the effect of the intervention or the mediator on the outcome. The RPM approach to mediation offers an alternative way to perform mediation analysis when there may be unmeasured confounders.

Causal Discovery of Dynamic Systems

ERIC Educational Resources Information Center

Voortman, Mark

2010-01-01

Recently, several philosophical and computational approaches to causality have used an interventionist framework to clarify the concept of causality [Spirtes et al., 2000, Pearl, 2000, Woodward, 2005]. The characteristic feature of the interventionist approach is that causal models are potentially useful in predicting the effects of manipulations.…

Nonlinear association criterion, nonlinear Granger causality and related issues with applications to neuroimage studies.

PubMed

Tao, Chenyang; Feng, Jianfeng

2016-03-15

Quantifying associations in neuroscience (and many other scientific disciplines) is often challenged by high-dimensionality, nonlinearity and noisy observations. Many classic methods have either poor power or poor scalability on data sets of the same or different scales such as genetical, physiological and image data. Based on the framework of reproducing kernel Hilbert spaces we proposed a new nonlinear association criteria (NAC) with an efficient numerical algorithm and p-value approximation scheme. We also presented mathematical justification that links the proposed method to related methods such as kernel generalized variance, kernel canonical correlation analysis and Hilbert-Schmidt independence criteria. NAC allows the detection of association between arbitrary input domain as long as a characteristic kernel is defined. A MATLAB package was provided to facilitate applications. Extensive simulation examples and four real world neuroscience examples including functional MRI causality, Calcium imaging and imaging genetic studies on autism [Brain, 138(5):13821393 (2015)] and alcohol addiction [PNAS, 112(30):E4085-E4093 (2015)] are used to benchmark NAC. It demonstrates the superior performance over the existing procedures we tested and also yields biologically significant results for the real world examples. NAC beats its linear counterparts when nonlinearity is presented in the data. It also shows more robustness against different experimental setups compared with its nonlinear counterparts. In this work we presented a new and robust statistical approach NAC for measuring associations. It could serve as an interesting alternative to the existing methods for datasets where nonlinearity and other confounding factors are present. Copyright © 2016 Elsevier B.V. All rights reserved.

The development of causal reasoning.

PubMed

Kuhn, Deanna

2012-05-01

How do inference rules for causal learning themselves change developmentally? A model of the development of causal reasoning must address this question, as well as specify the inference rules. Here, the evidence for developmental changes in processes of causal reasoning is reviewed, with the distinction made between diagnostic causal inference and causal prediction. Also addressed is the paradox of a causal reasoning literature that highlights the competencies of young children and the proneness to error among adults. WIREs Cogn Sci 2012, 3:327-335. doi: 10.1002/wcs.1160 For further resources related to this article, please visit the WIREs website. Copyright © 2012 John Wiley & Sons, Ltd.

Causal discovery and inference: concepts and recent methodological advances.

PubMed

Spirtes, Peter; Zhang, Kun

This paper aims to give a broad coverage of central concepts and principles involved in automated causal inference and emerging approaches to causal discovery from i.i.d data and from time series. After reviewing concepts including manipulations, causal models, sample predictive modeling, causal predictive modeling, and structural equation models, we present the constraint-based approach to causal discovery, which relies on the conditional independence relationships in the data, and discuss the assumptions underlying its validity. We then focus on causal discovery based on structural equations models, in which a key issue is the identifiability of the causal structure implied by appropriately defined structural equation models: in the two-variable case, under what conditions (and why) is the causal direction between the two variables identifiable? We show that the independence between the error term and causes, together with appropriate structural constraints on the structural equation, makes it possible. Next, we report some recent advances in causal discovery from time series. Assuming that the causal relations are linear with nonGaussian noise, we mention two problems which are traditionally difficult to solve, namely causal discovery from subsampled data and that in the presence of confounding time series. Finally, we list a number of open questions in the field of causal discovery and inference.

A Causal, Data-driven Approach to Modeling the Kepler Data

NASA Astrophysics Data System (ADS)

Wang, Dun; Hogg, David W.; Foreman-Mackey, Daniel; Schölkopf, Bernhard

2016-09-01

Astronomical observations are affected by several kinds of noise, each with its own causal source; there is photon noise, stochastic source variability, and residuals coming from imperfect calibration of the detector or telescope. The precision of NASA Kepler photometry for exoplanet science—the most precise photometric measurements of stars ever made—appears to be limited by unknown or untracked variations in spacecraft pointing and temperature, and unmodeled stellar variability. Here, we present the causal pixel model (CPM) for Kepler data, a data-driven model intended to capture variability but preserve transit signals. The CPM works at the pixel level so that it can capture very fine-grained information about the variation of the spacecraft. The CPM models the systematic effects in the time series of a pixel using the pixels of many other stars and the assumption that any shared signal in these causally disconnected light curves is caused by instrumental effects. In addition, we use the target star’s future and past (autoregression). By appropriately separating, for each data point, the data into training and test sets, we ensure that information about any transit will be perfectly isolated from the model. The method has four tuning parameters—the number of predictor stars or pixels, the autoregressive window size, and two L2-regularization amplitudes for model components, which we set by cross-validation. We determine values for tuning parameters that works well for most of the stars and apply the method to a corresponding set of target stars. We find that CPM can consistently produce low-noise light curves. In this paper, we demonstrate that pixel-level de-trending is possible while retaining transit signals, and we think that methods like CPM are generally applicable and might be useful for K2, TESS, etc., where the data are not clean postage stamps like Kepler.

Testing a Model of Diabetes Self-Care Management: A Causal Model Analysis with LISREL.

ERIC Educational Resources Information Center

Nowacek, George A.; And Others

1990-01-01

A diabetes-management model is presented, which includes an attitudinal element and depicts relationships among causal elements. LISREL-VI was used to analyze data from 115 Type-I and 105 Type-II patients. The data did not closely fit the model. Results support the importance of the personal meaning of diabetes. (TJH)

Causality and headache triggers

PubMed Central

Turner, Dana P.; Smitherman, Todd A.; Martin, Vincent T.; Penzien, Donald B.; Houle, Timothy T.

2013-01-01

Objective The objective of this study was to explore the conditions necessary to assign causal status to headache triggers. Background The term “headache trigger” is commonly used to label any stimulus that is assumed to cause headaches. However, the assumptions required for determining if a given stimulus in fact has a causal-type relationship in eliciting headaches have not been explicated. Methods A synthesis and application of Rubin’s Causal Model is applied to the context of headache causes. From this application the conditions necessary to infer that one event (trigger) causes another (headache) are outlined using basic assumptions and examples from relevant literature. Results Although many conditions must be satisfied for a causal attribution, three basic assumptions are identified for determining causality in headache triggers: 1) constancy of the sufferer; 2) constancy of the trigger effect; and 3) constancy of the trigger presentation. A valid evaluation of a potential trigger’s effect can only be undertaken once these three basic assumptions are satisfied during formal or informal studies of headache triggers. Conclusions Evaluating these assumptions is extremely difficult or infeasible in clinical practice, and satisfying them during natural experimentation is unlikely. Researchers, practitioners, and headache sufferers are encouraged to avoid natural experimentation to determine the causal effects of headache triggers. Instead, formal experimental designs or retrospective diary studies using advanced statistical modeling techniques provide the best approaches to satisfy the required assumptions and inform causal statements about headache triggers. PMID:23534872

Time and frequency structure of causal correlation networks in the China bond market

NASA Astrophysics Data System (ADS)

Wang, Zhongxing; Yan, Yan; Chen, Xiaosong

2017-07-01

There are more than eight hundred interest rates published in the China bond market every day. Identifying the benchmark interest rates that have broad influences on most other interest rates is a major concern for economists. In this paper, a multi-variable Granger causality test is developed and applied to construct a directed network of interest rates, whose important nodes, regarded as key interest rates, are evaluated with CheiRank scores. The results indicate that repo rates are the benchmark of short-term rates, the central bank bill rates are in the core position of mid-term interest rates network, and treasury bond rates lead the long-term bond rates. The evolution of benchmark interest rates from 2008 to 2014 is also studied, and it is found that SHIBOR has generally become the benchmark interest rate in China. In the frequency domain we identify the properties of information flows between interest rates, and the result confirms the existence of market segmentation in the China bond market.

Tumor Secreted Autocrine Motility Factor (AMF): Causal Role in an Animal Model of Cachexia

DTIC Science & Technology

2005-08-01

AD Award Number: DAMD17-02-1-0586 TITLE: Tumor Secreted Autocrine Motility Factor ( AMF ): Causal Role in an Animal Model of Cachexia PRINCIPAL...5a. CONTRACT NUMBER Tumor Secreted Autocrine Motility Factor ( AMF ): Causal Role in an Animal Model of Cachexia 5b. GRANT NUMBER DAM D1 7-02-1-0586 5c...quality of life and postpone mortality. We proposed that autocrine motility factor ( AMF ) is released into the bloodstream from cancer sites and

Investigating the multi-causal and complex nature of the accident causal influence of construction project features.

PubMed

Manu, Patrick A; Ankrah, Nii A; Proverbs, David G; Suresh, Subashini

2012-09-01

Construction project features (CPFs) are organisational, physical and operational attributes that characterise construction projects. Although previous studies have examined the accident causal influence of CPFs, the multi-causal attribute of this causal phenomenon still remain elusive and thus requires further investigation. Aiming to shed light on this facet of the accident causal phenomenon of CPFs, this study examines relevant literature and crystallises the attained insight of the multi-causal attribute by a graphical model which is subsequently operationalised by a derived mathematical risk expression that offers a systematic approach for evaluating the potential of CPFs to cause harm and consequently their health and safety (H&S) risk implications. The graphical model and the risk expression put forth by the study thus advance current understanding of the accident causal phenomenon of CPFs and they present an opportunity for project participants to manage the H&S risk associated with CPFs from the early stages of project procurement. Copyright © 2011 Elsevier Ltd. All rights reserved.

Analogical and category-based inference: a theoretical integration with Bayesian causal models.

PubMed

Holyoak, Keith J; Lee, Hee Seung; Lu, Hongjing

2010-11-01

A fundamental issue for theories of human induction is to specify constraints on potential inferences. For inferences based on shared category membership, an analogy, and/or a relational schema, it appears that the basic goal of induction is to make accurate and goal-relevant inferences that are sensitive to uncertainty. People can use source information at various levels of abstraction (including both specific instances and more general categories), coupled with prior causal knowledge, to build a causal model for a target situation, which in turn constrains inferences about the target. We propose a computational theory in the framework of Bayesian inference and test its predictions (parameter-free for the cases we consider) in a series of experiments in which people were asked to assess the probabilities of various causal predictions and attributions about a target on the basis of source knowledge about generative and preventive causes. The theory proved successful in accounting for systematic patterns of judgments about interrelated types of causal inferences, including evidence that analogical inferences are partially dissociable from overall mapping quality.

The Teacher, the Physician and the Person: Exploring Causal Connections between Teaching Performance and Role Model Types Using Directed Acyclic Graphs

PubMed Central

Boerebach, Benjamin C. M.; Lombarts, Kiki M. J. M. H.; Scherpbier, Albert J. J.; Arah, Onyebuchi A.

2013-01-01

Background In fledgling areas of research, evidence supporting causal assumptions is often scarce due to the small number of empirical studies conducted. In many studies it remains unclear what impact explicit and implicit causal assumptions have on the research findings; only the primary assumptions of the researchers are often presented. This is particularly true for research on the effect of faculty’s teaching performance on their role modeling. Therefore, there is a need for robust frameworks and methods for transparent formal presentation of the underlying causal assumptions used in assessing the causal effects of teaching performance on role modeling. This study explores the effects of different (plausible) causal assumptions on research outcomes. Methods This study revisits a previously published study about the influence of faculty’s teaching performance on their role modeling (as teacher-supervisor, physician and person). We drew eight directed acyclic graphs (DAGs) to visually represent different plausible causal relationships between the variables under study. These DAGs were subsequently translated into corresponding statistical models, and regression analyses were performed to estimate the associations between teaching performance and role modeling. Results The different causal models were compatible with major differences in the magnitude of the relationship between faculty’s teaching performance and their role modeling. Odds ratios for the associations between teaching performance and the three role model types ranged from 31.1 to 73.6 for the teacher-supervisor role, from 3.7 to 15.5 for the physician role, and from 2.8 to 13.8 for the person role. Conclusions Different sets of assumptions about causal relationships in role modeling research can be visually depicted using DAGs, which are then used to guide both statistical analysis and interpretation of results. Since study conclusions can be sensitive to different causal assumptions, results

Stable Causal Relationships Are Better Causal Relationships.

PubMed

Vasilyeva, Nadya; Blanchard, Thomas; Lombrozo, Tania

2018-05-01

We report three experiments investigating whether people's judgments about causal relationships are sensitive to the robustness or stability of such relationships across a range of background circumstances. In Experiment 1, we demonstrate that people are more willing to endorse causal and explanatory claims based on stable (as opposed to unstable) relationships, even when the overall causal strength of the relationship is held constant. In Experiment 2, we show that this effect is not driven by a causal generalization's actual scope of application. In Experiment 3, we offer evidence that stable causal relationships may be seen as better guides to action. Collectively, these experiments document a previously underappreciated factor that shapes people's causal reasoning: the stability of the causal relationship. Copyright © 2018 Cognitive Science Society, Inc.

Exploring the transformation and upgrading of China's economy using electricity consumption data: A VAR-VEC based model

NASA Astrophysics Data System (ADS)

Zhang, Chi; Zhou, Kaile; Yang, Shanlin; Shao, Zhen

2017-05-01

Since the reforming and opening up in 1978, China has experienced a miraculous development. To investigate the transformation and upgrading of China's economy, this study focuses on the relationship between economic growth and electricity consumption of the secondary and tertiary industry in China. This paper captures the dynamic interdependencies among the related variables using a theoretical framework based on a Vector Autoregressive (VAR)-Vector Error Correction (VEC) model. Using the macroeconomic and electricity consumption data, the results show that, for secondary industry, there is only a unidirectional Granger causality from electricity consumption to Gross Domestic Product (GDP) from 1980 to 2000. However, for the tertiary industry, it only occurs that GDP Granger causes electricity consumption from 2001 to 2014. All these conclusions are verified by the impulse response function and variance decomposition. This study has a great significance to reveal the relationship between industrial electricity consumption and the pattern of economic development. Meanwhile, it further suggests that, since China joined the World Trade Organization (WTO) in 2001, the trend of the economic transformation and upgrading has gradually appeared.

Recursive causality in evolution: a model for epigenetic mechanisms in cancer development.

PubMed

Haslberger, A; Varga, F; Karlic, H

2006-01-01

Interactions between adaptative and selective processes are illustrated in the model of recursive causality as defined in Rupert Riedl's systems theory of evolution. One of the main features of this theory also termed as theory of evolving complexity is the centrality of the notion of 'recursive' or 'feedback' causality - 'the idea that every biological effect in living systems, in some way, feeds back to its own cause'. Our hypothesis is that "recursive" or "feedback" causality provides a model for explaining the consequences of interacting genetic and epigenetic mechanisms which are known to play a key role in development of cancer. Epigenetics includes any process that alters gene activity without changes of the DNA sequence. The most important epigenetic mechanisms are DNA-methylation and chromatin remodeling. Hypomethylation of so-called oncogenes and hypermethylation of tumor suppressor genes appear to be critical determinants of cancer. Folic acid, vitamin B12 and other nutrients influence the function of enzymes that participate in various methylation processes by affecting the supply of methyl groups into a variety of molecules which may be directly or indirectly associated with cancerogenesis. We present an example from our own studies by showing that vitamin D3 has the potential to de-methylate the osteocalcin-promoter in MG63 osteosarcoma cells. Consequently, a stimulation of osteocalcin synthesis can be observed. The above mentioned enzymes also play a role in development and differentiation of cells and organisms and thus illustrate the close association between evolutionary and developmental mechanisms. This enabled new ways to understand the interaction between the genome and environment and may improve biomedical concepts including environmental health aspects where epigenetic and genetic modifications are closely associated. Recent observations showed that methylated nucleotides in the gene promoter may serve as a target for solar UV

Economic growth, combustible renewables and waste consumption, and CO₂ emissions in North Africa.

PubMed

Ben Jebli, Mehdi; Ben Youssef, Slim

2015-10-01

This paper uses panel cointegration techniques and Granger causality tests to examine the dynamic causal link between per capita real gross domestic product (GDP), combustible renewables and waste (CRW) consumption, and CO2 emissions for a panel of five North African countries during the period 1971-2008. Granger causality test results suggest short- and long-run unidirectional causalities running from CO2 emissions and CRW consumption to real GDP and a short-run unidirectional causality running from CRW to CO2 emissions. The results from panel long-run fully modified ordinary least squares (FMOLS) and dynamic ordinary least squares (DOLS) estimates show that CO2 emissions and CRW consumption have a positive and statistically significant impact on GDP. Our policy recommendations are that these countries should use more CRW because this increases their output, reduces their energy dependency on fossil energy, and may decrease their CO2 emissions.

Sparse Multivariate Autoregressive Modeling for Mild Cognitive Impairment Classification

PubMed Central

Li, Yang; Wee, Chong-Yaw; Jie, Biao; Peng, Ziwen

2014-01-01

Brain connectivity network derived from functional magnetic resonance imaging (fMRI) is becoming increasingly prevalent in the researches related to cognitive and perceptual processes. The capability to detect causal or effective connectivity is highly desirable for understanding the cooperative nature of brain network, particularly when the ultimate goal is to obtain good performance of control-patient classification with biological meaningful interpretations. Understanding directed functional interactions between brain regions via brain connectivity network is a challenging task. Since many genetic and biomedical networks are intrinsically sparse, incorporating sparsity property into connectivity modeling can make the derived models more biologically plausible. Accordingly, we propose an effective connectivity modeling of resting-state fMRI data based on the multivariate autoregressive (MAR) modeling technique, which is widely used to characterize temporal information of dynamic systems. This MAR modeling technique allows for the identification of effective connectivity using the Granger causality concept and reducing the spurious causality connectivity in assessment of directed functional interaction from fMRI data. A forward orthogonal least squares (OLS) regression algorithm is further used to construct a sparse MAR model. By applying the proposed modeling to mild cognitive impairment (MCI) classification, we identify several most discriminative regions, including middle cingulate gyrus, posterior cingulate gyrus, lingual gyrus and caudate regions, in line with results reported in previous findings. A relatively high classification accuracy of 91.89 % is also achieved, with an increment of 5.4 % compared to the fully-connected, non-directional Pearson-correlation-based functional connectivity approach. PMID:24595922

Causality in cancer research: a journey through models in molecular epidemiology and their philosophical interpretation.

PubMed

Vineis, Paolo; Illari, Phyllis; Russo, Federica

2017-01-01

In the last decades, Systems Biology (including cancer research) has been driven by technology, statistical modelling and bioinformatics. In this paper we try to bring biological and philosophical thinking back. We thus aim at making different traditions of thought compatible: (a) causality in epidemiology and in philosophical theorizing-notably, the "sufficient-component-cause framework" and the "mark transmission" approach; (b) new acquisitions about disease pathogenesis, e.g. the "branched model" in cancer, and the role of biomarkers in this process; (c) the burgeoning of omics research, with a large number of "signals" and of associations that need to be interpreted. In the paper we summarize first the current views on carcinogenesis, and then explore the relevance of current philosophical interpretations of "cancer causes". We try to offer a unifying framework to incorporate biomarkers and omic data into causal models, referring to a position called "evidential pluralism". According to this view, causal reasoning is based on both "evidence of difference-making" (e.g. associations) and on "evidence of underlying biological mechanisms". We conceptualize the way scientists detect and trace signals in terms of information transmission , which is a generalization of the mark transmission theory developed by philosopher Wesley Salmon. Our approach is capable of helping us conceptualize how heterogeneous factors such as micro and macro-biological and psycho-social-are causally linked. This is important not only to understand cancer etiology, but also to design public health policies that target the right causal factors at the macro-level.

Expectations and Interpretations during Causal Learning

ERIC Educational Resources Information Center

Luhmann, Christian C.; Ahn, Woo-kyoung

2011-01-01

In existing models of causal induction, 4 types of covariation information (i.e., presence/absence of an event followed by presence/absence of another event) always exert identical influences on causal strength judgments (e.g., joint presence of events always suggests a generative causal relationship). In contrast, we suggest that, due to…

Representing Personal Determinants in Causal Structures.

ERIC Educational Resources Information Center

Bandura, Albert

1984-01-01

Responds to Staddon's critique of the author's earlier article and addresses issues raised by Staddon's (1984) alternative models of causality. The author argues that it is not the formalizability of causal processes that is the issue but whether cognitive determinants of behavior are reducible to past stimulus inputs in causal structures.…

Causal Networks or Causal Islands? The Representation of Mechanisms and the Transitivity of Causal Judgment

ERIC Educational Resources Information Center

Johnson, Samuel G. B.; Ahn, Woo-kyoung

2015-01-01

Knowledge of mechanisms is critical for causal reasoning. We contrasted two possible organizations of causal knowledge--an interconnected causal "network," where events are causally connected without any boundaries delineating discrete mechanisms; or a set of disparate mechanisms--causal "islands"--such that events in different…

Inductive reasoning about causally transmitted properties.

PubMed

Shafto, Patrick; Kemp, Charles; Bonawitz, Elizabeth Baraff; Coley, John D; Tenenbaum, Joshua B

2008-11-01

Different intuitive theories constrain and guide inferences in different contexts. Formalizing simple intuitive theories as probabilistic processes operating over structured representations, we present a new computational model of category-based induction about causally transmitted properties. A first experiment demonstrates undergraduates' context-sensitive use of taxonomic and food web knowledge to guide reasoning about causal transmission and shows good qualitative agreement between model predictions and human inferences. A second experiment demonstrates strong quantitative and qualitative fits to inferences about a more complex artificial food web. A third experiment investigates human reasoning about complex novel food webs where species have known taxonomic relations. Results demonstrate a double-dissociation between the predictions of our causal model and a related taxonomic model [Kemp, C., & Tenenbaum, J. B. (2003). Learning domain structures. In Proceedings of the 25th annual conference of the cognitive science society]: the causal model predicts human inferences about diseases but not genes, while the taxonomic model predicts human inferences about genes but not diseases. We contrast our framework with previous models of category-based induction and previous formal instantiations of intuitive theories, and outline challenges in developing a complete model of context-sensitive reasoning.

Causal Networks or Causal Islands? The Representation of Mechanisms and the Transitivity of Causal Judgment.

PubMed

Johnson, Samuel G B; Ahn, Woo-kyoung

2015-09-01

Knowledge of mechanisms is critical for causal reasoning. We contrasted two possible organizations of causal knowledge—an interconnected causal network, where events are causally connected without any boundaries delineating discrete mechanisms; or a set of disparate mechanisms—causal islands—such that events in different mechanisms are not thought to be related even when they belong to the same causal chain. To distinguish these possibilities, we tested whether people make transitive judgments about causal chains by inferring, given A causes B and B causes C, that A causes C. Specifically, causal chains schematized as one chunk or mechanism in semantic memory (e.g., exercising, becoming thirsty, drinking water) led to transitive causal judgments. On the other hand, chains schematized as multiple chunks (e.g., having sex, becoming pregnant, becoming nauseous) led to intransitive judgments despite strong intermediate links ((Experiments 1-3). Normative accounts of causal intransitivity could not explain these intransitive judgments (Experiments 4 and 5). Copyright © 2015 Cognitive Science Society, Inc.

Scrub Typhus Incidence Modeling with Meteorological Factors in South Korea.

PubMed

Kwak, Jaewon; Kim, Soojun; Kim, Gilho; Singh, Vijay P; Hong, Seungjin; Kim, Hung Soo

2015-06-29

Since its recurrence in 1986, scrub typhus has been occurring annually and it is considered as one of the most prevalent diseases in Korea. Scrub typhus is a 3rd grade nationally notifiable disease that has greatly increased in Korea since 2000. The objective of this study is to construct a disease incidence model for prediction and quantification of the incidences of scrub typhus. Using data from 2001 to 2010, the incidence Artificial Neural Network (ANN) model, which considers the time-lag between scrub typhus and minimum temperature, precipitation and average wind speed based on the Granger causality and spectral analysis, is constructed and tested for 2011 to 2012. Results show reliable simulation of scrub typhus incidences with selected predictors, and indicate that the seasonality in meteorological data should be considered.

Scrub Typhus Incidence Modeling with Meteorological Factors in South Korea

PubMed Central

Kwak, Jaewon; Kim, Soojun; Kim, Gilho; Singh, Vijay P.; Hong, Seungjin; Kim, Hung Soo

2015-01-01

Since its recurrence in 1986, scrub typhus has been occurring annually and it is considered as one of the most prevalent diseases in Korea. Scrub typhus is a 3rd grade nationally notifiable disease that has greatly increased in Korea since 2000. The objective of this study is to construct a disease incidence model for prediction and quantification of the incidences of scrub typhus. Using data from 2001 to 2010, the incidence Artificial Neural Network (ANN) model, which considers the time-lag between scrub typhus and minimum temperature, precipitation and average wind speed based on the Granger causality and spectral analysis, is constructed and tested for 2011 to 2012. Results show reliable simulation of scrub typhus incidences with selected predictors, and indicate that the seasonality in meteorological data should be considered. PMID:26132479

Learning a theory of causality.

PubMed

Goodman, Noah D; Ullman, Tomer D; Tenenbaum, Joshua B

2011-01-01

The very early appearance of abstract knowledge is often taken as evidence for innateness. We explore the relative learning speeds of abstract and specific knowledge within a Bayesian framework and the role for innate structure. We focus on knowledge about causality, seen as a domain-general intuitive theory, and ask whether this knowledge can be learned from co-occurrence of events. We begin by phrasing the causal Bayes nets theory of causality and a range of alternatives in a logical language for relational theories. This allows us to explore simultaneous inductive learning of an abstract theory of causality and a causal model for each of several causal systems. We find that the correct theory of causality can be learned relatively quickly, often becoming available before specific causal theories have been learned--an effect we term the blessing of abstraction. We then explore the effect of providing a variety of auxiliary evidence and find that a collection of simple perceptual input analyzers can help to bootstrap abstract knowledge. Together, these results suggest that the most efficient route to causal knowledge may be to build in not an abstract notion of causality but a powerful inductive learning mechanism and a variety of perceptual supports. While these results are purely computational, they have implications for cognitive development, which we explore in the conclusion.

Causal learning with local computations.

PubMed

Fernbach, Philip M; Sloman, Steven A

2009-05-01

The authors proposed and tested a psychological theory of causal structure learning based on local computations. Local computations simplify complex learning problems via cues available on individual trials to update a single causal structure hypothesis. Structural inferences from local computations make minimal demands on memory, require relatively small amounts of data, and need not respect normative prescriptions as inferences that are principled locally may violate those principles when combined. Over a series of 3 experiments, the authors found (a) systematic inferences from small amounts of data; (b) systematic inference of extraneous causal links; (c) influence of data presentation order on inferences; and (d) error reduction through pretraining. Without pretraining, a model based on local computations fitted data better than a Bayesian structural inference model. The data suggest that local computations serve as a heuristic for learning causal structure. Copyright 2009 APA, all rights reserved.

Causal Responsibility and Counterfactuals

PubMed Central

Lagnado, David A; Gerstenberg, Tobias; Zultan, Ro'i

2013-01-01

How do people attribute responsibility in situations where the contributions of multiple agents combine to produce a joint outcome? The prevalence of over-determination in such cases makes this a difficult problem for counterfactual theories of causal responsibility. In this article, we explore a general framework for assigning responsibility in multiple agent contexts. We draw on the structural model account of actual causation (e.g., Halpern & Pearl, 2005) and its extension to responsibility judgments (Chockler & Halpern, 2004). We review the main theoretical and empirical issues that arise from this literature and propose a novel model of intuitive judgments of responsibility. This model is a function of both pivotality (whether an agent made a difference to the outcome) and criticality (how important the agent is perceived to be for the outcome, before any actions are taken). The model explains empirical results from previous studies and is supported by a new experiment that manipulates both pivotality and criticality. We also discuss possible extensions of this model to deal with a broader range of causal situations. Overall, our approach emphasizes the close interrelations between causality, counterfactuals, and responsibility attributions. PMID:23855451

Linking melodic expectation to expressive performance timing and perceived musical tension.

PubMed

Gingras, Bruno; Pearce, Marcus T; Goodchild, Meghan; Dean, Roger T; Wiggins, Geraint; McAdams, Stephen

2016-04-01

This research explored the relations between the predictability of musical structure, expressive timing in performance, and listeners' perceived musical tension. Studies analyzing the influence of expressive timing on listeners' affective responses have been constrained by the fact that, in most pieces, the notated durations limit performers' interpretive freedom. To circumvent this issue, we focused on the unmeasured prelude, a semi-improvisatory genre without notated durations. In Experiment 1, 12 professional harpsichordists recorded an unmeasured prelude on a harpsichord equipped with a MIDI console. Melodic expectation was assessed using a probabilistic model (IDyOM [Information Dynamics of Music]) whose expectations have been previously shown to match closely those of human listeners. Performance timing information was extracted from the MIDI data using a score-performance matching algorithm. Time-series analyses showed that, in a piece with unspecified note durations, the predictability of melodic structure measurably influenced tempo fluctuations in performance. In Experiment 2, another 10 harpsichordists, 20 nonharpsichordist musicians, and 20 nonmusicians listened to the recordings from Experiment 1 and rated the perceived tension continuously. Granger causality analyses were conducted to investigate predictive relations among melodic expectation, expressive timing, and perceived tension. Although melodic expectation, as modeled by IDyOM, modestly predicted perceived tension for all participant groups, neither of its components, information content or entropy, was Granger causal. In contrast, expressive timing was a strong predictor and was Granger causal. However, because melodic expectation was also predictive of expressive timing, our results outline a complete chain of influence from predictability of melodic structure via expressive performance timing to perceived musical tension. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

Beyond Markov: Accounting for independence violations in causal reasoning.

PubMed

Rehder, Bob

2018-06-01

Although many theories of causal cognition are based on causal graphical models, a key property of such models-the independence relations stipulated by the Markov condition-is routinely violated by human reasoners. This article presents three new accounts of those independence violations, accounts that share the assumption that people's understanding of the correlational structure of data generated from a causal graph differs from that stipulated by causal graphical model framework. To distinguish these models, experiments assessed how people reason with causal graphs that are larger than those tested in previous studies. A traditional common cause network (Y 1 ←X→Y 2 ) was extended so that the effects themselves had effects (Z 1 ←Y 1 ←X→Y 2 →Z 2 ). A traditional common effect network (Y 1 →X←Y 2 ) was extended so that the causes themselves had causes (Z 1 →Y 1 →X←Y 2 ←Z 2 ). Subjects' inferences were most consistent with the beta-Q model in which consistent states of the world-those in which variables are either mostly all present or mostly all absent-are viewed as more probable than stipulated by the causal graphical model framework. Substantial variability in subjects' inferences was also observed, with the result that substantial minorities of subjects were best fit by one of the other models (the dual prototype or a leaky gate models). The discrepancy between normative and human causal cognition stipulated by these models is foundational in the sense that they locate the error not in people's causal reasoning but rather in their causal representations. As a result, they are applicable to any cognitive theory grounded in causal graphical models, including theories of analogy, learning, explanation, categorization, decision-making, and counterfactual reasoning. Preliminary evidence that independence violations indeed generalize to other judgment types is presented. Copyright © 2018 Elsevier Inc. All rights reserved.

The alarming problems of confounding equivalence using logistic regression models in the perspective of causal diagrams.

PubMed

Yu, Yuanyuan; Li, Hongkai; Sun, Xiaoru; Su, Ping; Wang, Tingting; Liu, Yi; Yuan, Zhongshang; Liu, Yanxun; Xue, Fuzhong

2017-12-28

Confounders can produce spurious associations between exposure and outcome in observational studies. For majority of epidemiologists, adjusting for confounders using logistic regression model is their habitual method, though it has some problems in accuracy and precision. It is, therefore, important to highlight the problems of logistic regression and search the alternative method. Four causal diagram models were defined to summarize confounding equivalence. Both theoretical proofs and simulation studies were performed to verify whether conditioning on different confounding equivalence sets had the same bias-reducing potential and then to select the optimum adjusting strategy, in which logistic regression model and inverse probability weighting based marginal structural model (IPW-based-MSM) were compared. The "do-calculus" was used to calculate the true causal effect of exposure on outcome, then the bias and standard error were used to evaluate the performances of different strategies. Adjusting for different sets of confounding equivalence, as judged by identical Markov boundaries, produced different bias-reducing potential in the logistic regression model. For the sets satisfied G-admissibility, adjusting for the set including all the confounders reduced the equivalent bias to the one containing the parent nodes of the outcome, while the bias after adjusting for the parent nodes of exposure was not equivalent to them. In addition, all causal effect estimations through logistic regression were biased, although the estimation after adjusting for the parent nodes of exposure was nearest to the true causal effect. However, conditioning on different confounding equivalence sets had the same bias-reducing potential under IPW-based-MSM. Compared with logistic regression, the IPW-based-MSM could obtain unbiased causal effect estimation when the adjusted confounders satisfied G-admissibility and the optimal strategy was to adjust for the parent nodes of outcome, which

Causal Inference in Retrospective Studies.

ERIC Educational Resources Information Center

Holland, Paul W.; Rubin, Donald B.

1988-01-01

The problem of drawing causal inferences from retrospective case-controlled studies is considered. A model for causal inference in prospective studies is applied to retrospective studies. Limitations of case-controlled studies are formulated concerning relevant parameters that can be estimated in such studies. A coffee-drinking/myocardial…

Hot money and China's stock market volatility: Further evidence using the GARCH-MIDAS model

NASA Astrophysics Data System (ADS)

Wei, Yu; Yu, Qianwen; Liu, Jing; Cao, Yang

2018-02-01

This paper investigates the influence of hot money on the return and volatility of the Chinese stock market using a nonlinear Granger causality test and a new GARCH-class model based on mixed data sampling regression (GARCH-MIDAS). The empirical results suggest that no linear or nonlinear causality exists between the growth rate of hot money and the Chinese stock market return, implying that the Chinese stock market is not driven by hot money and vice versa. However, hot money has a significant positive impact on the long-term volatility of the Chinese stock market. Furthermore, the dependence between the long-term volatility caused by hot money and the total volatility of the Chinese stock market is time-variant, indicating that huge volatilities in the stock market are not always triggered by international speculation capital flow and that Chinese authorities should further focus on more systemic reforms in the trading rules and on effectively regulating the stock market.

Modelling possible causality in the associations between unemployment, cannabis use, and alcohol misuse.

PubMed

Boden, Joseph M; Lee, Jungeun Olivia; Horwood, L John; Grest, Carolina Villamil; McLeod, Geraldine F H

2017-02-01

There has been considerable interest in the extent to which substance use and unemployment may be related, particularly the causal pathways that may be involved in these associations. It has been argued that these associations may reflect social causation, in which unemployment influences substance use, or that they may reflect social selection, in which substance use increases the risk of becoming and remaining unemployed. The present study sought to test these competing explanations. Data from the Christchurch Health and Development Study, featuring a longitudinal birth cohort, were used to model the associations between unemployment and both cannabis and alcohol. Data on patterns of unemployment, involvement with cannabis, and symptoms of alcohol use disorder were examined from ages 18-35 years. The associations between unemployment and both cannabis dependence and alcohol use disorder (AUD) were modelled using conditional fixed-effects regression models, augmented by time-dynamic covariate factors. The analyses showed evidence of possible reciprocal causal processes in the association between unemployment and cannabis dependence, in which unemployment of at least three months' duration significantly (p < 0.0001) increased the risk of cannabis dependence, and cannabis dependence significantly (p < 0.0001) increased the risk of being unemployed. Similar evidence was found for the associations between unemployment and AUD, although these associations were smaller in magnitude. The present findings support both social causation and social selection arguments, by indicating that unemployment plays a causal role in substance misuse, and that it is also likely that a reverse causal process whereby substance misuse increases the risk of unemployment. Copyright © 2017 Elsevier Ltd. All rights reserved.

Ecological Interventionist Causal Models in Psychosis: Targeting Psychological Mechanisms in Daily Life

PubMed Central

Reininghaus, Ulrich; Depp, Colin A.; Myin-Germeys, Inez

2016-01-01

Integrated models of psychotic disorders have posited a number of putative psychological mechanisms that may contribute to the development of psychotic symptoms, but it is only recently that a modest amount of experience sampling research has provided evidence on their role in daily life, outside the research laboratory. A number of methodological challenges remain in evaluating specificity of potential causal links between a given psychological mechanism and psychosis outcomes in a systematic fashion, capitalizing on longitudinal data to investigate temporal ordering. In this article, we argue for testing ecological interventionist causal models that draw on real world and real-time delivered, ecological momentary interventions for generating evidence on several causal criteria (association, time order, and direction/sole plausibility) under real-world conditions, while maximizing generalizability to social contexts and experiences in heterogeneous populations. Specifically, this approach tests whether ecological momentary interventions can (1) modify a putative mechanism and (2) produce changes in the mechanism that lead to sustainable changes in intended psychosis outcomes in individuals’ daily lives. Future research using this approach will provide translational evidence on the active ingredients of mobile health and in-person interventions that promote sustained effectiveness of ecological momentary interventions and, thereby, contribute to ongoing efforts that seek to enhance effectiveness of psychological interventions under real-world conditions. PMID:26707864

Neural pathways in processing of sexual arousal: a dynamic causal modeling study.

PubMed

Seok, J-W; Park, M-S; Sohn, J-H

2016-09-01

Three decades of research have investigated brain processing of visual sexual stimuli with neuroimaging methods. These researchers have found that sexual arousal stimuli elicit activity in a broad neural network of cortical and subcortical brain areas that are known to be associated with cognitive, emotional, motivational and physiological components. However, it is not completely understood how these neural systems integrate and modulated incoming information. Therefore, we identify cerebral areas whose activations were correlated with sexual arousal using event-related functional magnetic resonance imaging and used the dynamic causal modeling method for searching the effective connectivity about the sexual arousal processing network. Thirteen heterosexual males were scanned while they passively viewed alternating short trials of erotic and neutral pictures on a monitor. We created a subset of seven models based on our results and previous studies and selected a dominant connectivity model. Consequently, we suggest a dynamic causal model of the brain processes mediating the cognitive, emotional, motivational and physiological factors of human male sexual arousal. These findings are significant implications for the neuropsychology of male sexuality.

Causal imprinting in causal structure learning.

PubMed

Taylor, Eric G; Ahn, Woo-Kyoung

2012-11-01

Suppose one observes a correlation between two events, B and C, and infers that B causes C. Later one discovers that event A explains away the correlation between B and C. Normatively, one should now dismiss or weaken the belief that B causes C. Nonetheless, participants in the current study who observed a positive contingency between B and C followed by evidence that B and C were independent given A, persisted in believing that B causes C. The authors term this difficulty in revising initially learned causal structures "causal imprinting." Throughout four experiments, causal imprinting was obtained using multiple dependent measures and control conditions. A Bayesian analysis showed that causal imprinting may be normative under some conditions, but causal imprinting also occurred in the current study when it was clearly non-normative. It is suggested that causal imprinting occurs due to the influence of prior knowledge on how reasoners interpret later evidence. Consistent with this view, when participants first viewed the evidence showing that B and C are independent given A, later evidence with only B and C did not lead to the belief that B causes C. Copyright © 2012 Elsevier Inc. All rights reserved.

Causal Imprinting in Causal Structure Learning

PubMed Central

Taylor, Eric G.; Ahn, Woo-kyoung

2012-01-01

Suppose one observes a correlation between two events, B and C, and infers that B causes C. Later one discovers that event A explains away the correlation between B and C. Normatively, one should now dismiss or weaken the belief that B causes C. Nonetheless, participants in the current study who observed a positive contingency between B and C followed by evidence that B and C were independent given A, persisted in believing that B causes C. The authors term this difficulty in revising initially learned causal structures “causal imprinting.” Throughout four experiments, causal imprinting was obtained using multiple dependent measures and control conditions. A Bayesian analysis showed that causal imprinting may be normative under some conditions, but causal imprinting also occurred in the current study when it was clearly non-normative. It is suggested that causal imprinting occurs due to the influence of prior knowledge on how reasoners interpret later evidence. Consistent with this view, when participants first viewed the evidence showing that B and C are independent given A, later evidence with only B and C did not lead to the belief that B causes C. PMID:22859019

Links between causal effects and causal association for surrogacy evaluation in a gaussian setting.

PubMed

Conlon, Anna; Taylor, Jeremy; Li, Yun; Diaz-Ordaz, Karla; Elliott, Michael

2017-11-30

Two paradigms for the evaluation of surrogate markers in randomized clinical trials have been proposed: the causal effects paradigm and the causal association paradigm. Each of these paradigms rely on assumptions that must be made to proceed with estimation and to validate a candidate surrogate marker (S) for the true outcome of interest (T). We consider the setting in which S and T are Gaussian and are generated from structural models that include an unobserved confounder. Under the assumed structural models, we relate the quantities used to evaluate surrogacy within both the causal effects and causal association frameworks. We review some of the common assumptions made to aid in estimating these quantities and show that assumptions made within one framework can imply strong assumptions within the alternative framework. We demonstrate that there is a similarity, but not exact correspondence between the quantities used to evaluate surrogacy within each framework, and show that the conditions for identifiability of the surrogacy parameters are different from the conditions, which lead to a correspondence of these quantities. Copyright © 2017 John Wiley & Sons, Ltd.

Multifactorial causal model of brain (dis)organization and therapeutic intervention: Application to Alzheimer's disease.

PubMed

Iturria-Medina, Yasser; Carbonell, Félix M; Sotero, Roberto C; Chouinard-Decorte, Francois; Evans, Alan C

2017-05-15

Generative models focused on multifactorial causal mechanisms in brain disorders are scarce and generally based on limited data. Despite the biological importance of the multiple interacting processes, their effects remain poorly characterized from an integrative analytic perspective. Here, we propose a spatiotemporal multifactorial causal model (MCM) of brain (dis)organization and therapeutic intervention that accounts for local causal interactions, effects propagation via physical brain networks, cognitive alterations, and identification of optimum therapeutic interventions. In this article, we focus on describing the model and applying it at the population-based level for studying late onset Alzheimer's disease (LOAD). By interrelating six different neuroimaging modalities and cognitive measurements, this model accurately predicts spatiotemporal alterations in brain amyloid-β (Aβ) burden, glucose metabolism, vascular flow, resting state functional activity, structural properties, and cognitive integrity. The results suggest that a vascular dysregulation may be the most-likely initial pathologic event leading to LOAD. Nevertheless, they also suggest that LOAD it is not caused by a unique dominant biological factor (e.g. vascular or Aβ) but by the complex interplay among multiple relevant direct interactions. Furthermore, using theoretical control analysis of the identified population-based multifactorial causal network, we show the crucial advantage of using combinatorial over single-target treatments, explain why one-target Aβ based therapies might fail to improve clinical outcomes, and propose an efficiency ranking of possible LOAD interventions. Although still requiring further validation at the individual level, this work presents the first analytic framework for dynamic multifactorial brain (dis)organization that may explain both the pathologic evolution of progressive neurological disorders and operationalize the influence of multiple interventional

Learning about causes from people and about people as causes: probabilistic models and social causal reasoning.

PubMed

Buchsbaum, Daphna; Seiver, Elizabeth; Bridgers, Sophie; Gopnik, Alison

2012-01-01

A major challenge children face is uncovering the causal structure of the world around them. Previous research on children's causal inference has demonstrated their ability to learn about causal relationships in the physical environment using probabilistic evidence. However, children must also learn about causal relationships in the social environment, including discovering the causes of other people's behavior, and understanding the causal relationships between others' goal-directed actions and the outcomes of those actions. In this chapter, we argue that social reasoning and causal reasoning are deeply linked, both in the real world and in children's minds. Children use both types of information together and in fact reason about both physical and social causation in fundamentally similar ways. We suggest that children jointly construct and update causal theories about their social and physical environment and that this process is best captured by probabilistic models of cognition. We first present studies showing that adults are able to jointly infer causal structure and human action structure from videos of unsegmented human motion. Next, we describe how children use social information to make inferences about physical causes. We show that the pedagogical nature of a demonstrator influences children's choices of which actions to imitate from within a causal sequence and that this social information interacts with statistical causal evidence. We then discuss how children combine evidence from an informant's testimony and expressed confidence with evidence from their own causal observations to infer the efficacy of different potential causes. We also discuss how children use these same causal observations to make inferences about the knowledge state of the social informant. Finally, we suggest that psychological causation and attribution are part of the same causal system as physical causation. We present evidence that just as children use covariation between

Confirmatory Analytic Tests of Three Causal Models Relating Job Perceptions to Job Satisfaction.

DTIC Science & Technology

1984-12-01

Perceptions ~Job SatisfactionD I~i- Confirmatory Analysi s Precognitive Postcognitive L ft A e S T R A f T I ( C O n" " n ," , V fV f f vv r e # d o i t c e...in the causal order, and job perceptions and job satisfaction are reciprocally related; (b) a precognitive -recursive model in which job perceptions...occur after job satisfaction in the causal order and are effects but not causes of job satisfaction; and (c) a precognitive DD FOR 1473 EDITION 01O NOV

Interactions of information transfer along separable causal paths

NASA Astrophysics Data System (ADS)

Jiang, Peishi; Kumar, Praveen

2018-04-01

Complex systems arise as a result of interdependences between multiple variables, whose causal interactions can be visualized in a time-series graph. Transfer entropy and information partitioning approaches have been used to characterize such dependences. However, these approaches capture net information transfer occurring through a multitude of pathways involved in the interaction and as a result mask our ability to discern the causal interaction within a subgraph of interest through specific pathways. We build on recent developments of momentary information transfer along causal paths proposed by Runge [Phys. Rev. E 92, 062829 (2015), 10.1103/PhysRevE.92.062829] to develop a framework for quantifying information partitioning along separable causal paths. Momentary information transfer along causal paths captures the amount of information transfer between any two variables lagged at two specific points in time. Our approach expands this concept to characterize the causal interaction in terms of synergistic, unique, and redundant information transfer through separable causal paths. Through a graphical model, we analyze the impact of the separable and nonseparable causal paths and the causality structure embedded in the graph as well as the noise effect on information partitioning by using synthetic data generated from two coupled logistic equation models. Our approach can provide a valuable reference for an autonomous information partitioning along separable causal paths which form a causal subgraph influencing a target.

An integrated specification for the nexus of water pollution and economic growth in China: Panel cointegration, long-run causality and environmental Kuznets curve.

PubMed

Zhang, Chen; Wang, Yuan; Song, Xiaowei; Kubota, Jumpei; He, Yanmin; Tojo, Junji; Zhu, Xiaodong

2017-12-31

This paper concentrates on a Chinese context and makes efforts to develop an integrated process to explicitly elucidate the relationship between economic growth and water pollution discharge-chemical oxygen demand (COD) discharge and ammonia nitrogen (NH 3 -N), using two unbalanced panel data sets covering the period separately from 1990 to 2014, and 2001 to 2014. In our present study, the panel unit root tests, cointegration tests, and Granger causality tests allowing for cross-sectional dependence, nonstationary, and heterogeneity are conducted to examine the causal effects of economic growth on COD/NH 3 -N discharge. Further, we simultaneously apply semi-parametric fixed effects estimation and parametric fixed effects estimation to investigate environmental Kuznets curve relationship for COD/NH 3 -N discharge. Our empirical results show a long-term bidirectional causality between economic growth and COD/NH 3 -N discharge in China. Within the Stochastic Impacts by Regression on Population, Affluence and Technology framework, we find evidence in support of an inverted U-shaped curved link between economic growth and COD/NH 3 -N discharge. To the best of our knowledge, there have not been any efforts made in investigating the nexus of economic growth and water pollution in such an integrated manner. Therefore, this study takes a fresh look on this topic. Copyright © 2017 Elsevier B.V. All rights reserved.

Spatiotemporal causal modeling for the management of Dengue Fever

NASA Astrophysics Data System (ADS)

Yu, Hwa-Lung; Huang, Tailin; Lee, Chieh-Han

2015-04-01

Increasing climatic extremes have caused growing concerns about the health effects and disease outbreaks. The association between climate variation and the occurrence of epidemic diseases play an important role on a country's public health systems. Part of the impacts are direct casualties associated with the increasing frequency and intensity of typhoons, the proliferation of disease vectors and the short-term increase of clinic visits on gastro-intestinal discomforts, diarrhea, dermatosis, or psychological trauma. Other impacts come indirectly from the influence of disasters on the ecological and socio-economic systems, including the changes of air/water quality, living environment and employment condition. Previous risk assessment studies on dengue fever focus mostly on climatic and non-climatic factors and their association with vectors' reproducing pattern. The public-health implication may appear simple. Considering the seasonal changes and regional differences, however, the causality of the impacts is full of uncertainties. Without further investigation, the underlying dengue fever risk dynamics may not be assessed accurately. The objective of this study is to develop an epistemic framework for assessing dynamic dengue fever risk across space and time. The proposed framework integrates cross-departmental data, including public-health databases, precipitation data over time and various socio-economic data. We explore public-health issues induced by typhoon through literature review and spatiotemporal analytic techniques on public health databases. From those data, we identify relevant variables and possible causal relationships, and their spatiotemporal patterns derived from our proposed spatiotemporal techniques. Eventually, we create a spatiotemporal causal network and a framework for modeling dynamic dengue fever risk.

Causal Modeling of Secondary Science Students' Intentions to Enroll in Physics.

ERIC Educational Resources Information Center

Crawley, Frank E.; Black, Carolyn B.

1992-01-01

Reports a study using the causal modeling method to verify underlying causes of student interest in enrolling in physics as predicted by the theory of planned behavior. Families were identified as major referents in the social support system for physics enrollment. Course and extracurricular conflicts and fear of failure were primary beliefs…

The Development of Causal Structure without a Language Model

ERIC Educational Resources Information Center

Rissman, Lilia; Goldin-Meadow, Susan

2017-01-01

Across a diverse range of languages, children proceed through similar stages in their production of causal language: their initial verbs lack internal causal structure, followed by a period during which they produce causative overgeneralizations, indicating knowledge of a productive causative rule. We asked in this study whether a child not…

Causal Set Phenomenology

NASA Astrophysics Data System (ADS)

Philpott, Lydia

2010-09-01

Central to the development of any new theory is the investigation of the observable consequences of the theory. In the search for quantum gravity, research in phenomenology has been dominated by models violating Lorentz invariance (LI) -- despite there being, at present, no evidence that LI is violated. Causal set theory is a LI candidate theory of QG that seeks not to quantise gravity as such, but rather to develop a new understanding of the universe from which both GR and QM could arise separately. The key hypothesis is that spacetime is a discrete partial order: a set of events where the partial ordering is the physical causal ordering between the events. This thesis investigates Lorentz invariant QG phenomenology motivated by the causal set approach. Massive particles propagating in a discrete spacetime will experience diffusion in both position and momentum in proper time. This thesis considers this idea in more depth, providing a rigorous derivation of the diffusion equation in terms of observable cosmic time. The diffusion behaviour does not depend on any particular underlying particle model. Simulations of three different models are conducted, revealing behaviour that matches the diffusion equation despite limitations on the size of causal set simulated. The effect of spacetime discreteness on the behaviour of massless particles is also investigated. Diffusion equations in both affine time and cosmic time are derived, and it is found that massless particles undergo diffusion and drift in energy. Constraints are placed on the magnitudes of the drift and diffusion parameters by considering the blackbody nature of the CMB. Spacetime discreteness also has a potentially observable effect on photon polarisation. For linearly polarised photons, underlying discreteness is found to cause a rotation in polarisation angle and a suppression in overall polarisation.

A General Approach to Causal Mediation Analysis

ERIC Educational Resources Information Center

Imai, Kosuke; Keele, Luke; Tingley, Dustin

2010-01-01

Traditionally in the social sciences, causal mediation analysis has been formulated, understood, and implemented within the framework of linear structural equation models. We argue and demonstrate that this is problematic for 3 reasons: the lack of a general definition of causal mediation effects independent of a particular statistical model, the…

Cause and Event: Supporting Causal Claims through Logistic Models

ERIC Educational Resources Information Center

O'Connell, Ann A.; Gray, DeLeon L.

2011-01-01

Efforts to identify and support credible causal claims have received intense interest in the research community, particularly over the past few decades. In this paper, we focus on the use of statistical procedures designed to support causal claims for a treatment or intervention when the response variable of interest is dichotomous. We identify…

Empirical evaluation of the conceptual model underpinning a regional aquatic long-term monitoring program using causal modelling

USGS Publications Warehouse

Irvine, Kathryn M.; Miller, Scott; Al-Chokhachy, Robert K.; Archer, Erik; Roper, Brett B.; Kershner, Jeffrey L.

2015-01-01

Conceptual models are an integral facet of long-term monitoring programs. Proposed linkages between drivers, stressors, and ecological indicators are identified within the conceptual model of most mandated programs. We empirically evaluate a conceptual model developed for a regional aquatic and riparian monitoring program using causal models (i.e., Bayesian path analysis). We assess whether data gathered for regional status and trend estimation can also provide insights on why a stream may deviate from reference conditions. We target the hypothesized causal pathways for how anthropogenic drivers of road density, percent grazing, and percent forest within a catchment affect instream biological condition. We found instream temperature and fine sediments in arid sites and only fine sediments in mesic sites accounted for a significant portion of the maximum possible variation explainable in biological condition among managed sites. However, the biological significance of the direct effects of anthropogenic drivers on instream temperature and fine sediments were minimal or not detected. Consequently, there was weak to no biological support for causal pathways related to anthropogenic drivers’ impact on biological condition. With weak biological and statistical effect sizes, ignoring environmental contextual variables and covariates that explain natural heterogeneity would have resulted in no evidence of human impacts on biological integrity in some instances. For programs targeting the effects of anthropogenic activities, it is imperative to identify both land use practices and mechanisms that have led to degraded conditions (i.e., moving beyond simple status and trend estimation). Our empirical evaluation of the conceptual model underpinning the long-term monitoring program provided an opportunity for learning and, consequently, we discuss survey design elements that require modification to achieve question driven monitoring, a necessary step in the practice of

Advancing understanding of affect labeling with dynamic causal modeling

PubMed Central

Torrisi, Salvatore J.; Lieberman, Matthew D.; Bookheimer, Susan Y.; Altshuler, Lori L.

2013-01-01

Mechanistic understandings of forms of incidental emotion regulation have implications for basic and translational research in the affective sciences. In this study we applied Dynamic Causal Modeling (DCM) for fMRI to a common paradigm of labeling facial affect to elucidate prefrontal to subcortical influences. Four brain regions were used to model affect labeling, including right ventrolateral prefrontal cortex (vlPFC), amygdala and Broca’s area. 64 models were compared, for each of 45 healthy subjects. Family level inference split the model space to a likely driving input and Bayesian Model Selection within the winning family of 32 models revealed a strong pattern of endogenous network connectivity. Modulatory effects of labeling were most prominently observed following Bayesian Model Averaging, with the dampening influence on amygdala originating from Broca’s area but much more strongly from right vlPFC. These results solidify and extend previous correlation and regression-based estimations of negative corticolimbic coupling. PMID:23774393

Causal biological network database: a comprehensive platform of causal biological network models focused on the pulmonary and vascular systems

PubMed Central

Boué, Stéphanie; Talikka, Marja; Westra, Jurjen Willem; Hayes, William; Di Fabio, Anselmo; Park, Jennifer; Schlage, Walter K.; Sewer, Alain; Fields, Brett; Ansari, Sam; Martin, Florian; Veljkovic, Emilija; Kenney, Renee; Peitsch, Manuel C.; Hoeng, Julia

2015-01-01

With the wealth of publications and data available, powerful and transparent computational approaches are required to represent measured data and scientific knowledge in a computable and searchable format. We developed a set of biological network models, scripted in the Biological Expression Language, that reflect causal signaling pathways across a wide range of biological processes, including cell fate, cell stress, cell proliferation, inflammation, tissue repair and angiogenesis in the pulmonary and cardiovascular context. This comprehensive collection of networks is now freely available to the scientific community in a centralized web-based repository, the Causal Biological Network database, which is composed of over 120 manually curated and well annotated biological network models and can be accessed at http://causalbionet.com. The website accesses a MongoDB, which stores all versions of the networks as JSON objects and allows users to search for genes, proteins, biological processes, small molecules and keywords in the network descriptions to retrieve biological networks of interest. The content of the networks can be visualized and browsed. Nodes and edges can be filtered and all supporting evidence for the edges can be browsed and is linked to the original articles in PubMed. Moreover, networks may be downloaded for further visualization and evaluation. Database URL: http://causalbionet.com PMID:25887162

A Causal Inference Model Explains Perception of the McGurk Effect and Other Incongruent Audiovisual Speech.

PubMed

Magnotti, John F; Beauchamp, Michael S

2017-02-01

Audiovisual speech integration combines information from auditory speech (talker's voice) and visual speech (talker's mouth movements) to improve perceptual accuracy. However, if the auditory and visual speech emanate from different talkers, integration decreases accuracy. Therefore, a key step in audiovisual speech perception is deciding whether auditory and visual speech have the same source, a process known as causal inference. A well-known illusion, the McGurk Effect, consists of incongruent audiovisual syllables, such as auditory "ba" + visual "ga" (AbaVga), that are integrated to produce a fused percept ("da"). This illusion raises two fundamental questions: first, given the incongruence between the auditory and visual syllables in the McGurk stimulus, why are they integrated; and second, why does the McGurk effect not occur for other, very similar syllables (e.g., AgaVba). We describe a simplified model of causal inference in multisensory speech perception (CIMS) that predicts the perception of arbitrary combinations of auditory and visual speech. We applied this model to behavioral data collected from 60 subjects perceiving both McGurk and non-McGurk incongruent speech stimuli. The CIMS model successfully predicted both the audiovisual integration observed for McGurk stimuli and the lack of integration observed for non-McGurk stimuli. An identical model without causal inference failed to accurately predict perception for either form of incongruent speech. The CIMS model uses causal inference to provide a computational framework for studying how the brain performs one of its most important tasks, integrating auditory and visual speech cues to allow us to communicate with others.

Counterfactuals and Causal Models: Introduction to the Special Issue

ERIC Educational Resources Information Center

Sloman, Steven A.

2013-01-01

Judea Pearl won the 2010 Rumelhart Prize in computational cognitive science due to his seminal contributions to the development of Bayes nets and causal Bayes nets, frameworks that are central to multiple domains of the computational study of mind. At the heart of the causal Bayes nets formalism is the notion of a counterfactual, a representation…

The relationship between pollutant emissions, renewable energy, nuclear energy and GDP: empirical evidence from 18 developed and developing countries

NASA Astrophysics Data System (ADS)

Ben Mbarek, Mounir; Saidi, Kais; Amamri, Mounira

2018-07-01

This document investigates the causal relationship between nuclear energy (NE), pollutant emissions (CO2 emissions), gross domestic product (GDP) and renewable energy (RE) using dynamic panel data models for a global panel consisting of 18 countries (developed and developing) covering the 1990-2013 period. Our results indicate that there is a co-integration between variables. The unit root test suggests that all the variables are stationary in first differences. The paper further examines the link using the Granger causality analysis of vector error correction model, which indicates a unidirectional relationship running from GDP per capita to pollutant emissions for the developed and developing countries. However, there is a unidirectional causality from GDP per capita to RE in the short and long run. This finding confirms the conservation hypothesis. Similarly, there is no causality between NE and GDP per capita.

A Comparison of Agent-Based Models and the Parametric G-Formula for Causal Inference.

PubMed

Murray, Eleanor J; Robins, James M; Seage, George R; Freedberg, Kenneth A; Hernán, Miguel A

2017-07-15

Decision-making requires choosing from treatments on the basis of correctly estimated outcome distributions under each treatment. In the absence of randomized trials, 2 possible approaches are the parametric g-formula and agent-based models (ABMs). The g-formula has been used exclusively to estimate effects in the population from which data were collected, whereas ABMs are commonly used to estimate effects in multiple populations, necessitating stronger assumptions. Here, we describe potential biases that arise when ABM assumptions do not hold. To do so, we estimated 12-month mortality risk in simulated populations differing in prevalence of an unknown common cause of mortality and a time-varying confounder. The ABM and g-formula correctly estimated mortality and causal effects when all inputs were from the target population. However, whenever any inputs came from another population, the ABM gave biased estimates of mortality-and often of causal effects even when the true effect was null. In the absence of unmeasured confounding and model misspecification, both methods produce valid causal inferences for a given population when all inputs are from that population. However, ABMs may result in bias when extrapolated to populations that differ on the distribution of unmeasured outcome determinants, even when the causal network linking variables is identical. © The Author(s) 2017. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Causal Superlearning Arising from Interactions Among Cues

PubMed Central

Urushihara, Kouji; Miller, Ralph R.

2017-01-01

Superconditioning refers to supernormal responding to a conditioned stimulus (CS) that sometimes occurs in classical conditioning when the CS is paired with an unconditioned stimulus (US) in the presence of a conditioned inhibitor for that US. In the present research, we conducted four experiments to investigate causal superlearning, a phenomenon in human causal learning analogous to superconditioning. Experiment 1 demonstrated superlearning relative to appropriate control conditions. Experiment 2 showed that superlearning wanes when the number of cues used in an experiment is relatively large. Experiment 3 determined that even when relatively many cues are used, superlearning can be observed provided testing is conducted immediately after training, which is problematic for explanations by most contemporary learning theories. Experiment 4 found that ratings of a superlearning cue are weaker than those to the training excitor which gives basis to the conditioned inhibitor-like causal preventor used during causal superlearning training. This is inconsistent with the prediction by propositional reasoning accounts of causal cue competition, but is readily explained by associative learning models. In sum, the current experiments revealed some weaknesses of both the associative and propositional reasoning models with respect to causal superlearning. PMID:28383940

From patterns to causal understanding: Structural equation modeling (SEM) in soil ecology

USGS Publications Warehouse

Eisenhauer, Nico; Powell, Jeff R; Grace, James B.; Bowker, Matthew A.

2015-01-01

In this perspectives paper we highlight a heretofore underused statistical method in soil ecological research, structural equation modeling (SEM). SEM is commonly used in the general ecological literature to develop causal understanding from observational data, but has been more slowly adopted by soil ecologists. We provide some basic information on the many advantages and possibilities associated with using SEM and provide some examples of how SEM can be used by soil ecologists to shift focus from describing patterns to developing causal understanding and inspiring new types of experimental tests. SEM is a promising tool to aid the growth of soil ecology as a discipline, particularly by supporting research that is increasingly hypothesis-driven and interdisciplinary, thus shining light into the black box of interactions belowground.

A Bayesian Theory of Sequential Causal Learning and Abstract Transfer.

PubMed

Lu, Hongjing; Rojas, Randall R; Beckers, Tom; Yuille, Alan L

2016-03-01

Two key research issues in the field of causal learning are how people acquire causal knowledge when observing data that are presented sequentially, and the level of abstraction at which learning takes place. Does sequential causal learning solely involve the acquisition of specific cause-effect links, or do learners also acquire knowledge about abstract causal constraints? Recent empirical studies have revealed that experience with one set of causal cues can dramatically alter subsequent learning and performance with entirely different cues, suggesting that learning involves abstract transfer, and such transfer effects involve sequential presentation of distinct sets of causal cues. It has been demonstrated that pre-training (or even post-training) can modulate classic causal learning phenomena such as forward and backward blocking. To account for these effects, we propose a Bayesian theory of sequential causal learning. The theory assumes that humans are able to consider and use several alternative causal generative models, each instantiating a different causal integration rule. Model selection is used to decide which integration rule to use in a given learning environment in order to infer causal knowledge from sequential data. Detailed computer simulations demonstrate that humans rely on the abstract characteristics of outcome variables (e.g., binary vs. continuous) to select a causal integration rule, which in turn alters causal learning in a variety of blocking and overshadowing paradigms. When the nature of the outcome variable is ambiguous, humans select the model that yields the best fit with the recent environment, and then apply it to subsequent learning tasks. Based on sequential patterns of cue-outcome co-occurrence, the theory can account for a range of phenomena in sequential causal learning, including various blocking effects, primacy effects in some experimental conditions, and apparently abstract transfer of causal knowledge. Copyright © 2015

Toward a formalized account of attitudes: The Causal Attitude Network (CAN) model.

PubMed

Dalege, Jonas; Borsboom, Denny; van Harreveld, Frenk; van den Berg, Helma; Conner, Mark; van der Maas, Han L J

2016-01-01

This article introduces the Causal Attitude Network (CAN) model, which conceptualizes attitudes as networks consisting of evaluative reactions and interactions between these reactions. Relevant evaluative reactions include beliefs, feelings, and behaviors toward the attitude object. Interactions between these reactions arise through direct causal influences (e.g., the belief that snakes are dangerous causes fear of snakes) and mechanisms that support evaluative consistency between related contents of evaluative reactions (e.g., people tend to align their belief that snakes are useful with their belief that snakes help maintain ecological balance). In the CAN model, the structure of attitude networks conforms to a small-world structure: evaluative reactions that are similar to each other form tight clusters, which are connected by a sparser set of "shortcuts" between them. We argue that the CAN model provides a realistic formalized measurement model of attitudes and therefore fills a crucial gap in the attitude literature. Furthermore, the CAN model provides testable predictions for the structure of attitudes and how they develop, remain stable, and change over time. Attitude strength is conceptualized in terms of the connectivity of attitude networks and we show that this provides a parsimonious account of the differences between strong and weak attitudes. We discuss the CAN model in relation to possible extensions, implication for the assessment of attitudes, and possibilities for further study. (c) 2015 APA, all rights reserved).

Photoperiodic controls on ecosystem-level photosynthetic capacity

NASA Astrophysics Data System (ADS)

Stoy, P. C.; Trowbridge, A. M.; Bauerle, W.

2012-12-01

Most models of photosynthesis at the leaf or canopy level assume that temperature is the dominant control on the variability of photosynthetic parameters. Recent studies, however, have found that photoperiod is a better descriptor of the seasonal variability of photosynthetic function at the leaf and plant scale, and that spectral indices of leaf functionality are poor descriptors of this seasonality. We explored the variability of photosynthesic parameters at the ecosystem scale using over 100 site-years of air temperature and gross primary productivity (GPP) data from non-tropical forested sites in the Free/Fair Use LaThuille FLUXNET database (www.fluxdata.org), excluding sites that were classified as dry and/or with savanna vegetation, where we expected GPP to be driven by moisture availability. Both GPP and GPP normalized by daily photosynthetic photon flux density (GPPn) were considered, and photoperiod was calculated from eddy covariance tower coordinates. We performed a Granger causality analysis, a method based on the understanding that causes precede effects, on both the GPP and GPPn. Photoperiod Granger-caused GPP (GPPn) in 95% (87%) of all site-years. While temperature Granger-caused GPP in a mere 23% of site years, it Granger-caused GPPn 73% of the time. Both temperature values are significantly less than the percent of cases in which day length Granger-caused GPP (p<0.05, Student's t-test). An inverse analysis was performed for completeness, and it was found that GPP Granger-caused photoperiod (temperature) in 39% (78%) of all site years. Results demonstrate that incorporating simple photoperiod controls may be a logical step in improving ecosystem and global model output.

Causal Indicators Can Help to Interpret Factors

ERIC Educational Resources Information Center

Bentler, Peter M.

2016-01-01

The latent factor in a causal indicator model is no more than the latent factor of the factor part of the model. However, if the causal indicator variables are well-understood and help to improve the prediction of individuals' factor scores, they can help to interpret the meaning of the latent factor. Aguirre-Urreta, Rönkkö, and Marakas (2016)…

Bidirectional Causal Connectivity in the Cortico-Limbic-Cerebellar Circuit Related to Structural Alterations in First-Episode, Drug-Naive Somatization Disorder

PubMed Central

Li, Ranran; Liu, Feng; Su, Qinji; Zhang, Zhikun; Zhao, Jin; Wang, Ying; Wu, Renrong; Zhao, Jingping; Guo, Wenbin

2018-01-01

Background: Anatomical and functional deficits in the cortico-limbic-cerebellar circuit are involved in the neurobiology of somatization disorder (SD). The present study was performed to examine causal connectivity of the cortico-limbic-cerebellar circuit related to structural deficits in first-episode, drug-naive patients with SD at rest. Methods: A total of 25 first-episode, drug-naive patients with SD and 28 healthy controls underwent structural and resting-state functional magnetic resonance imaging. Voxel-based morphometry and Granger causality analysis (GCA) were used to analyze the data. Results: Results showed that patients with SD exhibited decreased gray matter volume (GMV) in the right cerebellum Crus I, and increased GMV in the left anterior cingulate cortex (ACC), right middle frontal gyrus (MFG), and left angular gyrus. Causal connectivity of the cortico-limbic-cerebellar circuit was partly affected by structural alterations in the patients. Patients with SD showed bidirectional cortico-limbic connectivity abnormalities and bidirectional cortico-cerebellar and limbic-cerebellar connectivity abnormalities. The mean GMV of the right MFG was negatively correlated with the scores of the somatization subscale of the symptom checklist-90 and persistent error response of the Wisconsin Card Sorting Test (WCST) in the patients. A negative correlation was observed between increased driving connectivity from the right MFG to the right fusiform gyrus/cerebellum IV, V and the scores of the Eysenck Personality Questionnaire extraversion subscale. The mean GMV of the left ACC was negatively correlated with the WCST number of errors and persistent error response. Negative correlation was found between the causal effect from the left ACC to the right middle temporal gyrus and the scores of WCST number of categories achieved. Conclusions: Our findings show the partial effects of structural alterations on the cortico-limbic-cerebellar circuit in first-episode, drug

An empirical study on information spillover effects between the Chinese copper futures market and spot market

NASA Astrophysics Data System (ADS)

Liu, Xiangli; Cheng, Siwei; Wang, Shouyang; Hong, Yongmiao; Li, Yi

2008-02-01

This study employs a parametric approach based on TGARCH and GARCH models to estimate the VaR of the copper futures market and spot market in China. Considering the short selling mechanism in the futures market, the paper introduces two new notions: upside VaR and extreme upside risk spillover. And downside VaR and upside VaR are examined by using the above approach. Also, we use Kupiec’s [P.H. Kupiec, Techniques for verifying the accuracy of risk measurement models, Journal of Derivatives 3 (1995) 73-84] backtest to test the power of our approaches. In addition, we investigate information spillover effects between the futures market and the spot market by employing a linear Granger causality test, and Granger causality tests in mean, volatility and risk respectively. Moreover, we also investigate the relationship between the futures market and the spot market by using a test based on a kernel function. Empirical results indicate that there exist significant two-way spillovers between the futures market and the spot market, and the spillovers from the futures market to the spot market are much more striking.

Causal biological network database: a comprehensive platform of causal biological network models focused on the pulmonary and vascular systems.

PubMed

Boué, Stéphanie; Talikka, Marja; Westra, Jurjen Willem; Hayes, William; Di Fabio, Anselmo; Park, Jennifer; Schlage, Walter K; Sewer, Alain; Fields, Brett; Ansari, Sam; Martin, Florian; Veljkovic, Emilija; Kenney, Renee; Peitsch, Manuel C; Hoeng, Julia

2015-01-01

With the wealth of publications and data available, powerful and transparent computational approaches are required to represent measured data and scientific knowledge in a computable and searchable format. We developed a set of biological network models, scripted in the Biological Expression Language, that reflect causal signaling pathways across a wide range of biological processes, including cell fate, cell stress, cell proliferation, inflammation, tissue repair and angiogenesis in the pulmonary and cardiovascular context. This comprehensive collection of networks is now freely available to the scientific community in a centralized web-based repository, the Causal Biological Network database, which is composed of over 120 manually curated and well annotated biological network models and can be accessed at http://causalbionet.com. The website accesses a MongoDB, which stores all versions of the networks as JSON objects and allows users to search for genes, proteins, biological processes, small molecules and keywords in the network descriptions to retrieve biological networks of interest. The content of the networks can be visualized and browsed. Nodes and edges can be filtered and all supporting evidence for the edges can be browsed and is linked to the original articles in PubMed. Moreover, networks may be downloaded for further visualization and evaluation. Database URL: http://causalbionet.com © The Author(s) 2015. Published by Oxford University Press.

How to Be Causal: Time, Spacetime and Spectra

ERIC Educational Resources Information Center

Kinsler, Paul

2011-01-01

I explain a simple definition of causality in widespread use, and indicate how it links to the Kramers-Kronig relations. The specification of causality in terms of temporal differential equations then shows us the way to write down dynamical models so that their causal nature "in the sense used here" should be obvious to all. To extend existing…

The relationship between inflation and inflation uncertainty. Empirical evidence for the newest EU countries.

PubMed

Viorica, Daniela; Jemna, Danut; Pintilescu, Carmen; Asandului, Mircea

2014-01-01

The objective of this paper is to verify the hypotheses presented in the literature on the causal relationship between inflation and its uncertainty, for the newest EU countries. To ensure the robustness of the results, in the study four models for inflation uncertainty are estimated in parallel: ARCH (1), GARCH (1,1), EGARCH (1,1,1) and PARCH (1,1,1). The Granger method is used to test the causality between two variables. The working hypothesis is that groups of countries with a similar political and economic background in 1990 and are likely to be characterized by the same causal relationship between inflation and inflation uncertainty. Empirical results partially confirm this hypothesis. C22, E31, E37.

A Note on the Usefulness of the Behavioural Rasch Selection Model for Causal Inference in the Social Sciences

NASA Astrophysics Data System (ADS)

Rabbitt, Matthew P.

2016-11-01

Social scientists are often interested in examining causal relationships where the outcome of interest is represented by an intangible concept, such as an individual's well-being or ability. Estimating causal relationships in this scenario is particularly challenging because the social scientist must rely on measurement models to measure individual's properties or attributes and then address issues related to survey data, such as omitted variables. In this paper, the usefulness of the recently proposed behavioural Rasch selection model is explored using a series of Monte Carlo experiments. The behavioural Rasch selection model is particularly useful for these types of applications because it is capable of estimating the causal effect of a binary treatment effect on an outcome that is represented by an intangible concept using cross-sectional data. Other methodology typically relies of summary measures from measurement models that require additional assumptions, some of which make these approaches less efficient. Recommendations for application of the behavioural Rasch selection model are made based on results from the Monte Carlo experiments.

A developmental approach to learning causal models for cyber security

NASA Astrophysics Data System (ADS)

Mugan, Jonathan

2013-05-01

To keep pace with our adversaries, we must expand the scope of machine learning and reasoning to address the breadth of possible attacks. One approach is to employ an algorithm to learn a set of causal models that describes the entire cyber network and each host end node. Such a learning algorithm would run continuously on the system and monitor activity in real time. With a set of causal models, the algorithm could anticipate novel attacks, take actions to thwart them, and predict the second-order effects flood of information, and the algorithm would have to determine which streams of that flood were relevant in which situations. This paper will present the results of efforts toward the application of a developmental learning algorithm to the problem of cyber security. The algorithm is modeled on the principles of human developmental learning and is designed to allow an agent to learn about the computer system in which it resides through active exploration. Children are flexible learners who acquire knowledge by actively exploring their environment and making predictions about what they will find,1, 2 and our algorithm is inspired by the work of the developmental psychologist Jean Piaget.3 Piaget described how children construct knowledge in stages and learn new concepts on top of those they already know. Developmental learning allows our algorithm to focus on subsets of the environment that are most helpful for learning given its current knowledge. In experiments, the algorithm was able to learn the conditions for file exfiltration and use that knowledge to protect sensitive files.

Quantum computation with indefinite causal structures

NASA Astrophysics Data System (ADS)

Araújo, Mateus; Guérin, Philippe Allard; Baumeler, ńmin

2017-11-01

One way to study the physical plausibility of closed timelike curves (CTCs) is to examine their computational power. This has been done for Deutschian CTCs (D-CTCs) and postselection CTCs (P-CTCs), with the result that they allow for the efficient solution of problems in PSPACE and PP, respectively. Since these are extremely powerful complexity classes, which are not expected to be solvable in reality, this can be taken as evidence that these models for CTCs are pathological. This problem is closely related to the nonlinearity of this models, which also allows, for example, cloning quantum states, in the case of D-CTCs, or distinguishing nonorthogonal quantum states, in the case of P-CTCs. In contrast, the process matrix formalism allows one to model indefinite causal structures in a linear way, getting rid of these effects and raising the possibility that its computational power is rather tame. In this paper, we show that process matrices correspond to a linear particular case of P-CTCs, and therefore that its computational power is upperbounded by that of PP. We show, furthermore, a family of processes that can violate causal inequalities but nevertheless can be simulated by a causally ordered quantum circuit with only a constant overhead, showing that indefinite causality is not necessarily hard to simulate.

Causal tapestries for psychology and physics.

PubMed

Sulis, William H

2012-04-01

Archetypal dynamics is a formal approach to the modeling of information flow in complex systems used to study emergence. It is grounded in the Fundamental Triad of realisation (system), interpretation (archetype) and representation (formal model). Tapestries play a fundamental role in the framework of archetypal dynamics as a formal representational system. They represent information flow by means of multi layered, recursive, interlinked graphical structures that express both geometry (form or sign) and logic (semantics). This paper presents a detailed mathematical description of a specific tapestry model, the causal tapestry, selected for use in describing behaving systems such as appear in psychology and physics from the standpoint of Process Theory. Causal tapestries express an explicit Lorentz invariant transient now generated by means of a reality game. Observables are represented by tapestry informons while subjective or hidden components (for example intellectual and emotional processes) are incorporated into the reality game that determines the tapestry dynamics. As a specific example, we formulate a random graphical dynamical system using causal tapestries.

Laterality of Temporoparietal Causal Connectivity during the Prestimulus Period Correlates with Phonological Decoding Task Performance in Dyslexic and Typical Readers

PubMed Central

Liederman, Jacqueline; McGraw Fisher, Janet; Wu, Meng-Hung

2012-01-01

We examined how effective connectivity into and out of the left and right temporoparietal areas (TPAs) to/from other key cortical areas affected phonological decoding in 7 dyslexic readers (DRs) and 10 typical readers (TRs) who were young adults. Granger causality was used to compute the effective connectivity of the preparatory network 500 ms prior to presentation of nonwords that required phonological decoding. Neuromagnetic activity was analyzed within the low, medium, and high beta and gamma subbands. A mixed-model analysis determined whether connectivity to or from the left and right TPAs differed across connectivity direction (in vs. out), brain areas (right and left inferior frontal and ventral occipital–temporal and the contralateral TPA), reading group (DR vs. TR), and/or task performance. Within the low beta subband, better performance was associated with increased influence of the left TPA on other brain areas across both reading groups and poorer performance was associated with increased influence of the right TPA on other brain areas for DRs only. DRs were also found to have an increase in high gamma connectivity between the left TPA and other brain areas. This study suggests that hierarchal network structure rather than connectivity per se is important in determining phonological decoding performance. PMID:21980019

Causal premise semantics.

PubMed

Kaufmann, Stefan

2013-08-01

The rise of causality and the attendant graph-theoretic modeling tools in the study of counterfactual reasoning has had resounding effects in many areas of cognitive science, but it has thus far not permeated the mainstream in linguistic theory to a comparable degree. In this study I show that a version of the predominant framework for the formal semantic analysis of conditionals, Kratzer-style premise semantics, allows for a straightforward implementation of the crucial ideas and insights of Pearl-style causal networks. I spell out the details of such an implementation, focusing especially on the notions of intervention on a network and backtracking interpretations of counterfactuals. Copyright © 2013 Cognitive Science Society, Inc.

Altered Effective Connectivity among Core Neurocognitive Networks in Idiopathic Generalized Epilepsy: An fMRI Evidence

PubMed Central

Wei, Huilin; An, Jie; Shen, Hui; Zeng, Ling-Li; Qiu, Shijun; Hu, Dewen

2016-01-01

Idiopathic generalized epilepsy (IGE) patients with generalized tonic-clonic seizures (GTCS) suffer long-term cognitive impairments, and present a higher incidence of psychosocial and psychiatric disturbances than healthy people. It is possible that the cognitive dysfunctions and higher psychopathological risk in IGE-GTCS derive from disturbed causal relationship among core neurocognitive brain networks. To test this hypothesis, we examined the effective connectivity across the salience network (SN), default mode network (DMN), and central executive network (CEN) using resting-state functional magnetic resonance imaging (fMRI) data collected from 27 IGE-GTCS patients and 29 healthy controls. In the study, a combination framework of time domain and frequency domain multivariate Granger causality analysis was firstly proposed, and proved to be valid and accurate by simulation experiments. Using this method, we then observed significant differences in the effective connectivity graphs between the patient and control groups. Specifically, between-group statistical analysis revealed that relative to the healthy controls, the patients established significantly enhanced Granger causal influence from the dorsolateral prefrontal cortex to the dorsal anterior cingulate cortex, which is coherent both in the time and frequency domains analyses. Meanwhile, time domain analysis also revealed decreased Granger causal influence from the right fronto-insular cortex to the posterior cingulate cortex in the patients. These findings may provide new evidence for functional brain organization disruption underlying cognitive dysfunctions and psychopathological risk in IGE-GTCS. PMID:27656137

Pretense, Counterfactuals, and Bayesian Causal Models: Why What Is Not Real Really Matters

ERIC Educational Resources Information Center

Weisberg, Deena S.; Gopnik, Alison

2013-01-01

Young children spend a large portion of their time pretending about non-real situations. Why? We answer this question by using the framework of Bayesian causal models to argue that pretending and counterfactual reasoning engage the same component cognitive abilities: disengaging with current reality, making inferences about an alternative…

Collinearity and Causal Diagrams: A Lesson on the Importance of Model Specification.

PubMed

Schisterman, Enrique F; Perkins, Neil J; Mumford, Sunni L; Ahrens, Katherine A; Mitchell, Emily M

2017-01-01

Correlated data are ubiquitous in epidemiologic research, particularly in nutritional and environmental epidemiology where mixtures of factors are often studied. Our objectives are to demonstrate how highly correlated data arise in epidemiologic research and provide guidance, using a directed acyclic graph approach, on how to proceed analytically when faced with highly correlated data. We identified three fundamental structural scenarios in which high correlation between a given variable and the exposure can arise: intermediates, confounders, and colliders. For each of these scenarios, we evaluated the consequences of increasing correlation between the given variable and the exposure on the bias and variance for the total effect of the exposure on the outcome using unadjusted and adjusted models. We derived closed-form solutions for continuous outcomes using linear regression and empirically present our findings for binary outcomes using logistic regression. For models properly specified, total effect estimates remained unbiased even when there was almost perfect correlation between the exposure and a given intermediate, confounder, or collider. In general, as the correlation increased, the variance of the parameter estimate for the exposure in the adjusted models increased, while in the unadjusted models, the variance increased to a lesser extent or decreased. Our findings highlight the importance of considering the causal framework under study when specifying regression models. Strategies that do not take into consideration the causal structure may lead to biased effect estimation for the original question of interest, even under high correlation.

Translating context to causality in cardiovascular disparities research.

PubMed

Benn, Emma K T; Goldfeld, Keith S

2016-04-01

Moving from a descriptive focus to a comprehensive analysis grounded in causal inference can be particularly daunting for disparities researchers. However, even a simple model supported by the theoretical underpinnings of causality gives researchers a better chance to make correct inferences about possible interventions that can benefit our most vulnerable populations. This commentary provides a brief description of how race/ethnicity and context relate to questions of causality, and uses a hypothetical scenario to explore how different researchers might analyze the data to estimate causal effects of interest. Perhaps although not entirely removed of bias, these causal estimates will move us a step closer to understanding how to intervene. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

Sex and Self-Control Theory: The Measures and Causal Model May Be Different

ERIC Educational Resources Information Center

Higgins, George E.; Tewksbury, Richard

2006-01-01

This study examines the distribution differences across sexes in key measures of self-control theory and differences in a causal model. Using cross-sectional data from juveniles ("n" = 1,500), the study shows mean-level differences in many of the self-control, risky behavior, and delinquency measures. Structural equation modeling…

Non-Gaussian Methods for Causal Structure Learning.

PubMed

Shimizu, Shohei

2018-05-22

Causal structure learning is one of the most exciting new topics in the fields of machine learning and statistics. In many empirical sciences including prevention science, the causal mechanisms underlying various phenomena need to be studied. Nevertheless, in many cases, classical methods for causal structure learning are not capable of estimating the causal structure of variables. This is because it explicitly or implicitly assumes Gaussianity of data and typically utilizes only the covariance structure. In many applications, however, non-Gaussian data are often obtained, which means that more information may be contained in the data distribution than the covariance matrix is capable of containing. Thus, many new methods have recently been proposed for using the non-Gaussian structure of data and inferring the causal structure of variables. This paper introduces prevention scientists to such causal structure learning methods, particularly those based on the linear, non-Gaussian, acyclic model known as LiNGAM. These non-Gaussian data analysis tools can fully estimate the underlying causal structures of variables under assumptions even in the presence of unobserved common causes. This feature is in contrast to other approaches. A simulated example is also provided.

Causal beliefs about depression in different cultural groups—what do cognitive psychological theories of causal learning and reasoning predict?

PubMed Central

Hagmayer, York; Engelmann, Neele

2014-01-01

Cognitive psychological research focuses on causal learning and reasoning while cognitive anthropological and social science research tend to focus on systems of beliefs. Our aim was to explore how these two types of research can inform each other. Cognitive psychological theories (causal model theory and causal Bayes nets) were used to derive predictions for systems of causal beliefs. These predictions were then applied to lay theories of depression as a specific test case. A systematic literature review on causal beliefs about depression was conducted, including original, quantitative research. Thirty-six studies investigating 13 non-Western and 32 Western cultural groups were analyzed by classifying assumed causes and preferred forms of treatment into common categories. Relations between beliefs and treatment preferences were assessed. Substantial agreement between cultural groups was found with respect to the impact of observable causes. Stress was generally rated as most important. Less agreement resulted for hidden, especially supernatural causes. Causal beliefs were clearly related to treatment preferences in Western groups, while evidence was mostly lacking for non-Western groups. Overall predictions were supported, but there were considerable methodological limitations. Pointers to future research, which may combine studies on causal beliefs with experimental paradigms on causal reasoning, are given. PMID:25505432

The cradle of causal reasoning: newborns' preference for physical causality.

PubMed

Mascalzoni, Elena; Regolin, Lucia; Vallortigara, Giorgio; Simion, Francesca

2013-05-01

Perception of mechanical (i.e. physical) causality, in terms of a cause-effect relationship between two motion events, appears to be a powerful mechanism in our daily experience. In spite of a growing interest in the earliest causal representations, the role of experience in the origin of this sensitivity is still a matter of dispute. Here, we asked the question about the innate origin of causal perception, never tested before at birth. Three experiments were carried out to investigate sensitivity at birth to some visual spatiotemporal cues present in a launching event. Newborn babies, only a few hours old, showed that they significantly preferred a physical causality event (i.e. Michotte's Launching effect) when matched to a delay event (i.e. a delayed launching; Experiment 1) or to a non-causal event completely identical to the causal one except for the order of the displacements of the two objects involved which was swapped temporally (Experiment 3). This preference for the launching event, moreover, also depended on the continuity of the trajectory between the objects involved in the event (Experiment 2). These results support the hypothesis that the human system possesses an early available, possibly innate basic mechanism to compute causality, such a mechanism being sensitive to the additive effect of certain well-defined spatiotemporal cues present in the causal event independently of any prior visual experience. © 2013 Blackwell Publishing Ltd.

Bayesian networks improve causal environmental ...

EPA Pesticide Factsheets

Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on value

Directed Interaction Between Monkey Premotor and Posterior Parietal Cortex During Motor-Goal Retrieval from Working Memory

PubMed Central

Martínez-Vázquez, Pablo; Gail, Alexander

2018-01-01

Abstract Goal-directed behavior requires cognitive control of action, putatively by means of frontal-lobe impact on posterior brain areas. We investigated frontoparietal directed interaction (DI) in monkeys during memory-guided rule-based reaches, to test if DI supports motor-goal selection or working memory (WM) processes. We computed DI between the parietal reach region (PRR) and dorsal premotor cortex (PMd) with a Granger-causality measure of intracortical local field potentials (LFP). LFP mostly in the beta (12–32 Hz) and low-frequency (f≤10Hz) ranges contributed to DI. During movement withholding, beta-band activity in PRR had a Granger-causal effect on PMd independent of WM content. Complementary, low-frequency PMd activity had a transient Granger-causing effect on PRR specifically during WM retrieval of spatial motor goals, while no DI was associated with preliminary motor-goal selection. Our results support the idea that premotor and posterior parietal cortices interact functionally to achieve cognitive control during goal-directed behavior, in particular, that frontal-to-parietal interaction occurs during retrieval of motor-goal information from spatial WM. PMID:29481586

Directed Interaction Between Monkey Premotor and Posterior Parietal Cortex During Motor-Goal Retrieval from Working Memory.

PubMed

Martínez-Vázquez, Pablo; Gail, Alexander

2018-05-01

Goal-directed behavior requires cognitive control of action, putatively by means of frontal-lobe impact on posterior brain areas. We investigated frontoparietal directed interaction (DI) in monkeys during memory-guided rule-based reaches, to test if DI supports motor-goal selection or working memory (WM) processes. We computed DI between the parietal reach region (PRR) and dorsal premotor cortex (PMd) with a Granger-causality measure of intracortical local field potentials (LFP). LFP mostly in the beta (12-32 Hz) and low-frequency (f≤10Hz) ranges contributed to DI. During movement withholding, beta-band activity in PRR had a Granger-causal effect on PMd independent of WM content. Complementary, low-frequency PMd activity had a transient Granger-causing effect on PRR specifically during WM retrieval of spatial motor goals, while no DI was associated with preliminary motor-goal selection. Our results support the idea that premotor and posterior parietal cortices interact functionally to achieve cognitive control during goal-directed behavior, in particular, that frontal-to-parietal interaction occurs during retrieval of motor-goal information from spatial WM.

Omission of Causal Indicators: Consequences and Implications for Measurement

ERIC Educational Resources Information Center

Aguirre-Urreta, Miguel I.; Rönkkö, Mikko; Marakas, George M.

2016-01-01

One of the central assumptions of the causal-indicator literature is that all causal indicators must be included in the research model and that the exclusion of one or more relevant causal indicators would have severe negative consequences by altering the meaning of the latent variable. In this research we show that the omission of a relevant…

Short-term dynamics of causal information transfer in thalamocortical networks during natural inputs and microstimulation for somatosensory neuroprosthesis

PubMed Central

Semework, Mulugeta; DiStasio, Marcello

2014-01-01

Recording the activity of large populations of neurons requires new methods to analyze and use the large volumes of time series data thus created. Fast and clear methods for finding functional connectivity are an important step toward the goal of understanding neural processing. This problem presents itself readily in somatosensory neuroprosthesis (SSNP) research, which uses microstimulation (MiSt) to activate neural tissue to mimic natural stimuli, and has the capacity to potentiate, depotentiate, or even destroy functional connections. As the aim of SSNP engineering is artificially creating neural responses that resemble those observed during natural inputs, a central goal is describing the influence of MiSt on activity structure among groups of neurons, and how this structure may be altered to affect perception or behavior. In this paper, we demonstrate the concept of Granger causality, combined with maximum likelihood methods, applied to neural signals recorded before, during, and after natural and electrical stimulation. We show how these analyses can be used to evaluate the changing interactions in the thalamocortical somatosensory system in response to repeated perturbation. Using LFPs recorded from the ventral posterolateral thalamus (VPL) and somatosensory cortex (S1) in anesthetized rats, we estimated pair-wise functional interactions between functional microdomains. The preliminary results demonstrate input-dependent modulations in the direction and strength of information flow during and after application of MiSt. Cortico-cortical interactions during cortical MiSt and baseline conditions showed the largest causal influence differences, while there was no statistically significant difference between pre- and post-stimulation baseline causal activities. These functional connectivity changes agree with physiologically accepted communication patterns through the network, and their particular parameters have implications for both rehabilitation and brain�

The Causal Foundations of Structural Equation Modeling

DTIC Science & Technology

2012-02-16

and Baumrind (1993).” This, together with the steady influx of statisticians into the field, has left SEM re- searchers in a quandary about the...considerations. Journal of Personality and Social Psychology 51 1173–1182. Baumrind , D. (1993). Specious causal attributions in social sciences: The

Identity, causality, and pronoun ambiguity.

PubMed

Sagi, Eyal; Rips, Lance J

2014-10-01

This article looks at the way people determine the antecedent of a pronoun in sentence pairs, such as: Albert invited Ron to dinner. He spent hours cleaning the house. The experiment reported here is motivated by the idea that such judgments depend on reasoning about identity (e.g., the identity of the he who cleaned the house). Because the identity of an individual over time depends on the causal-historical path connecting the stages of the individual, the correct antecedent will also depend on causal connections. The experiment varied how likely it is that the event of the first sentence (e.g., the invitation) would cause the event of the second (the house cleaning) for each of the two individuals (the likelihood that if Albert invited Ron to dinner, this would cause Albert to clean the house, versus cause Ron to clean the house). Decisions about the antecedent followed causal likelihood. A mathematical model of causal identity accounted for most of the key aspects of the data from the individual sentence pairs. Copyright © 2014 Cognitive Science Society, Inc.

A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates

PubMed Central

Chen, Yanhua; Mantegna, Rosario N.; Zuev, Konstantin M.

2018-01-01

In this study, we assess the dynamic evolution of short-term correlation, long-term cointegration and Error Correction Model (hereafter referred to as ECM)-based long-term Granger causality between each pair of US, UK, and Eurozone stock markets from 1980 to 2015 using the rolling-window technique. A comparative analysis of pairwise dynamic integration and causality of stock markets, measured in common and domestic currency terms, is conducted to evaluate comprehensively how exchange rate fluctuations affect the time-varying integration among the S&P 500, FTSE 100 and EURO STOXX 50 indices. The results obtained show that the dynamic correlation, cointegration and ECM-based long-run Granger causality vary significantly over the whole sample period. The degree of dynamic correlation and cointegration between pairs of stock markets rises in periods of high volatility and uncertainty, especially under the influence of economic, financial and political shocks. Meanwhile, we observe the weaker and decreasing correlation and cointegration among the three developed stock markets during the recovery periods. Interestingly, the most persistent and significant cointegration among the three developed stock markets exists during the 2007–09 global financial crisis. Finally, the exchange rate fluctuations, also influence the dynamic integration and causality between all pairs of stock indices, with that influence increasing under the local currency terms. Our results suggest that the potential for diversifying risk by investing in the US, UK and Eurozone stock markets is limited during the periods of economic, financial and political shocks. PMID:29529092

A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates.

PubMed

Chen, Yanhua; Mantegna, Rosario N; Pantelous, Athanasios A; Zuev, Konstantin M

2018-01-01

In this study, we assess the dynamic evolution of short-term correlation, long-term cointegration and Error Correction Model (hereafter referred to as ECM)-based long-term Granger causality between each pair of US, UK, and Eurozone stock markets from 1980 to 2015 using the rolling-window technique. A comparative analysis of pairwise dynamic integration and causality of stock markets, measured in common and domestic currency terms, is conducted to evaluate comprehensively how exchange rate fluctuations affect the time-varying integration among the S&P 500, FTSE 100 and EURO STOXX 50 indices. The results obtained show that the dynamic correlation, cointegration and ECM-based long-run Granger causality vary significantly over the whole sample period. The degree of dynamic correlation and cointegration between pairs of stock markets rises in periods of high volatility and uncertainty, especially under the influence of economic, financial and political shocks. Meanwhile, we observe the weaker and decreasing correlation and cointegration among the three developed stock markets during the recovery periods. Interestingly, the most persistent and significant cointegration among the three developed stock markets exists during the 2007-09 global financial crisis. Finally, the exchange rate fluctuations, also influence the dynamic integration and causality between all pairs of stock indices, with that influence increasing under the local currency terms. Our results suggest that the potential for diversifying risk by investing in the US, UK and Eurozone stock markets is limited during the periods of economic, financial and political shocks.

Determining the relative importance of climatic drivers on spring phenology in grassland ecosystems of semi-arid areas.

PubMed

Zhu, Likai; Meng, Jijun

2015-02-01

Understanding climate controls on spring phenology in grassland ecosystems is critically important in predicting the impacts of future climate change on grassland productivity and carbon storage. The third-generation Global Inventory Monitoring and Modeling System (GIMMS3g) normalized difference vegetation index (NDVI) data were applied to derive the start of the growing season (SOS) from 1982-2010 in grassland ecosystems of Ordos, a typical semi-arid area in China. Then, the conditional Granger causality method was utilized to quantify the directed functional connectivity between key climatic drivers and the SOS. The results show that the asymmetric Gaussian (AG) function is better in reducing noise of NDVI time series than the double logistic (DL) function within our study area. The southeastern Ordos has earlier occurrence and lower variability of the SOS, whereas the northwestern Ordos has later occurrence and higher variability of the SOS. The research also reveals that spring precipitation has stronger causal connectivity with the SOS than other climatic factors over different grassland ecosystem types. There is no statistically significant trend across the study area, while the similar pattern is observed for spring precipitation. Our study highlights the link of spring phenology with different grassland types, and the use of coupling remote sensing and econometric tools. With the dramatic increase in global change research, Granger causality method augurs well for further development and application of time-series modeling of complex social-ecological systems at the intersection of remote sensing and landscape changes.

How multiple causes combine: independence constraints on causal inference.

PubMed

Liljeholm, Mimi

2015-01-01

According to the causal power view, two core constraints-that causes occur independently (i.e., no confounding) and influence their effects independently-serve as boundary conditions for causal induction. This study investigated how violations of these constraints modulate uncertainty about the existence and strength of a causal relationship. Participants were presented with pairs of candidate causes that were either confounded or not, and that either interacted or exerted their influences independently. Consistent with the causal power view, uncertainty about the existence and strength of causal relationships was greater when causes were confounded or interacted than when unconfounded and acting independently. An elemental Bayesian causal model captured differences in uncertainty due to confounding but not those due to an interaction. Implications of distinct sources of uncertainty for the selection of contingency information and causal generalization are discussed.

Causal learning and inference as a rational process: the new synthesis.

PubMed

Holyoak, Keith J; Cheng, Patricia W

2011-01-01

Over the past decade, an active line of research within the field of human causal learning and inference has converged on a general representational framework: causal models integrated with bayesian probabilistic inference. We describe this new synthesis, which views causal learning and inference as a fundamentally rational process, and review a sample of the empirical findings that support the causal framework over associative alternatives. Causal events, like all events in the distal world as opposed to our proximal perceptual input, are inherently unobservable. A central assumption of the causal approach is that humans (and potentially nonhuman animals) have been designed in such a way as to infer the most invariant causal relations for achieving their goals based on observed events. In contrast, the associative approach assumes that learners only acquire associations among important observed events, omitting the representation of the distal relations. By incorporating bayesian inference over distributions of causal strength and causal structures, along with noisy-logical (i.e., causal) functions for integrating the influences of multiple causes on a single effect, human judgments about causal strength and structure can be predicted accurately for relatively simple causal structures. Dynamic models of learning based on the causal framework can explain patterns of acquisition observed with serial presentation of contingency data and are consistent with available neuroimaging data. The approach has been extended to a diverse range of inductive tasks, including category-based and analogical inferences.

Causal relations and feature similarity in children's inductive reasoning.

PubMed

Hayes, Brett K; Thompson, Susan P

2007-08-01

Four experiments examined the development of property induction on the basis of causal relations. In the first 2 studies, 5-year-olds, 8-year-olds, and adults were presented with triads in which a target instance was equally similar to 2 inductive bases but shared a causal antecedent feature with 1 of them. All 3 age groups used causal relations as a basis for property induction, although the proportion of causal inferences increased with age. Subsequent experiments pitted causal relations against featural similarity in induction. It was found that adults and 8-year-olds, but not 5-year-olds, preferred shared causal relations over strong featural similarity as a basis for induction. The implications for models of inductive reasoning and development are discussed.

Multiscale modeling of brain dynamics: from single neurons and networks to mathematical tools.

PubMed

Siettos, Constantinos; Starke, Jens

2016-09-01

The extreme complexity of the brain naturally requires mathematical modeling approaches on a large variety of scales; the spectrum ranges from single neuron dynamics over the behavior of groups of neurons to neuronal network activity. Thus, the connection between the microscopic scale (single neuron activity) to macroscopic behavior (emergent behavior of the collective dynamics) and vice versa is a key to understand the brain in its complexity. In this work, we attempt a review of a wide range of approaches, ranging from the modeling of single neuron dynamics to machine learning. The models include biophysical as well as data-driven phenomenological models. The discussed models include Hodgkin-Huxley, FitzHugh-Nagumo, coupled oscillators (Kuramoto oscillators, Rössler oscillators, and the Hindmarsh-Rose neuron), Integrate and Fire, networks of neurons, and neural field equations. In addition to the mathematical models, important mathematical methods in multiscale modeling and reconstruction of the causal connectivity are sketched. The methods include linear and nonlinear tools from statistics, data analysis, and time series analysis up to differential equations, dynamical systems, and bifurcation theory, including Granger causal connectivity analysis, phase synchronization connectivity analysis, principal component analysis (PCA), independent component analysis (ICA), and manifold learning algorithms such as ISOMAP, and diffusion maps and equation-free techniques. WIREs Syst Biol Med 2016, 8:438-458. doi: 10.1002/wsbm.1348 For further resources related to this article, please visit the WIREs website. © 2016 Wiley Periodicals, Inc.

Causality, mediation and time: a dynamic viewpoint

PubMed Central

Aalen, Odd O; Røysland, Kjetil; Gran, Jon Michael; Ledergerber, Bruno

2012-01-01

Summary. Time dynamics are often ignored in causal modelling. Clearly, causality must operate in time and we show how this corresponds to a mechanistic, or system, understanding of causality. The established counterfactual definitions of direct and indirect effects depend on an ability to manipulate the mediator which may not hold in practice, and we argue that a mechanistic view may be better. Graphical representations based on local independence graphs and dynamic path analysis are used to facilitate communication as well as providing an overview of the dynamic relations ‘at a glance’. The relationship between causality as understood in a mechanistic and in an interventionist sense is discussed. An example using data from the Swiss HIV Cohort Study is presented. PMID:23193356

Causal Analysis to Enhance Creative Problem-Solving: Performance and Effects on Mental Models

ERIC Educational Resources Information Center

Hester, Kimberly S.; Robledo, Issac C.; Barrett, Jamie D.; Peterson, David R.; Hougen, Dean P.; Day, Eric A.; Mumford, Michael D.

2012-01-01

In recent years, it has become apparent that knowledge is a critical component of creative thought. One form of knowledge that might be particularly important to creative thought relies on the mental models people employ to understand novel, ill-defined problems. In this study, undergraduates were given training in the use of causal relationships…

Campbell's and Rubin's Perspectives on Causal Inference

ERIC Educational Resources Information Center

West, Stephen G.; Thoemmes, Felix

2010-01-01

Donald Campbell's approach to causal inference (D. T. Campbell, 1957; W. R. Shadish, T. D. Cook, & D. T. Campbell, 2002) is widely used in psychology and education, whereas Donald Rubin's causal model (P. W. Holland, 1986; D. B. Rubin, 1974, 2005) is widely used in economics, statistics, medicine, and public health. Campbell's approach focuses on…

The Relationship between Inflation and Inflation Uncertainty. Empirical Evidence for the Newest EU Countries

PubMed Central

Viorica, Daniela; Jemna, Danut; Pintilescu, Carmen; Asandului, Mircea

2014-01-01

The objective of this paper is to verify the hypotheses presented in the literature on the causal relationship between inflation and its uncertainty, for the newest EU countries. To ensure the robustness of the results, in the study four models for inflation uncertainty are estimated in parallel: ARCH (1), GARCH (1,1), EGARCH (1,1,1) and PARCH (1,1,1). The Granger method is used to test the causality between two variables. The working hypothesis is that groups of countries with a similar political and economic background in 1990 and are likely to be characterized by the same causal relationship between inflation and inflation uncertainty. Empirical results partially confirm this hypothesis. Jel Classification C22, E31, E37. PMID:24633073

The relationship of family characteristics and bipolar disorder using causal-pie models.

PubMed

Chen, Y-C; Kao, C-F; Lu, M-K; Yang, Y-K; Liao, S-C; Jang, F-L; Chen, W J; Lu, R-B; Kuo, P-H

2014-01-01

Many family characteristics were reported to increase the risk of bipolar disorder (BPD). The development of BPD may be mediated through different pathways, involving diverse risk factor profiles. We evaluated the associations of family characteristics to build influential causal-pie models to estimate their contributions on the risk of developing BPD at the population level. We recruited 329 clinically diagnosed BPD patients and 202 healthy controls to collect information in parental psychopathology, parent-child relationship, and conflict within family. Other than logistic regression models, we applied causal-pie models to identify pathways involved with different family factors for BPD. The risk of BPD was significantly increased with parental depression, neurosis, anxiety, paternal substance use problems, and poor relationship with parents. Having a depressed mother further predicted early onset of BPD. Additionally, a greater risk for BPD was observed with higher numbers of paternal/maternal psychopathologies. Three significant risk profiles were identified for BPD, including paternal substance use problems (73.0%), maternal depression (17.6%), and through poor relationship with parents and conflict within the family (6.3%). Our findings demonstrate that different aspects of family characteristics elicit negative impacts on bipolar illness, which can be utilized to target specific factors to design and employ efficient intervention programs. Copyright © 2013 Elsevier Masson SAS. All rights reserved.

Statistical Analysis of the Impacts of Regional Transportation on the Air Quality in Beijing

NASA Astrophysics Data System (ADS)

Huang, Zhongwen; Zhang, Huiling; Tong, Lei; Xiao, Hang

2016-04-01

From October to December 2015, Beijing-Tianjin-Hebei (BTH) region had experienced several severe haze events. In order to assess the effects of the regional transportation on the air quality in Beijing, the air monitoring data (PM2.5, SO2, NO2 and CO) from that period published by Chinese National Environmental Monitoring Center (CNEMC) was collected and analyzed with various statistical models. The cities within BTH area were clustered into three groups according to the geographical conditions, while the air pollutant concentrations of cities within a group sharing similar variation trends. The Granger causality test results indicate that significant causal relationships exist between the air pollutant data of Beijing and its surrounding cities (Baoding, Chengde, Tianjin and Zhangjiakou) for the reference period. Then, linear regression models were constructed to capture the interdependency among the multiple time series. It shows that the observed air pollutant concentrations in Beijing were well consistent with the model-fitted results. More importantly, further analysis suggests that the air pollutants in Beijing were strongly affected by regional transportation, as the local sources only contributed 17.88%, 27.12%, 14.63% and 31.36% of PM2.5, SO2, NO2 and CO concentrations, respectively. And the major foreign source for Beijing was from Southwest (Baoding) direction, account for more than 42% of all these air pollutants. Thus, by combining various statistical models, it may not only be able to quickly predict the air qualities of any cities on a regional scale, but also to evaluate the local and regional source contributions for a particular city. Key words: regional transportation, air pollution, Granger causality test, statistical models

Programs as Causal Models: Speculations on Mental Programs and Mental Representation

ERIC Educational Resources Information Center

Chater, Nick; Oaksford, Mike

2013-01-01

Judea Pearl has argued that counterfactuals and causality are central to intelligence, whether natural or artificial, and has helped create a rich mathematical and computational framework for formally analyzing causality. Here, we draw out connections between these notions and various current issues in cognitive science, including the nature of…

Does energy consumption contribute to environmental pollutants? Evidence from SAARC countries.

PubMed

Akhmat, Ghulam; Zaman, Khalid; Shukui, Tan; Irfan, Danish; Khan, Muhammad Mushtaq

2014-05-01

The objective of the study is to examine the causal relationship between energy consumption and environmental pollutants in selected South Asian Association for Regional Cooperation (SAARC) countries, namely, Bangladesh, India, Nepal, Pakistan, and Srilanka, over the period of 1975-2011. The results indicate that energy consumption acts as an important driver to increase environmental pollutants in SAARC countries. Granger causality runs from energy consumption to environmental pollutants, but not vice versa, except carbon dioxide (CO2) emissions in Nepal where there exists a bidirectional causality between CO2 and energy consumption. Methane emissions in Bangladesh, Pakistan, and Srilanka and extreme temperature in India and Srilanka do not Granger cause energy consumption via both routes, which holds neutrality hypothesis. Variance decomposition analysis shows that among all the environmental indicators, CO2 in Bangladesh and Nepal exerts the largest contribution to changes in electric power consumption. Average precipitation in India, methane emissions in Pakistan, and extreme temperature in Srilanka exert the largest contribution.

Calculating and Understanding: Formal Models and Causal Explanations in Science, Common Reasoning and Physics Teaching

NASA Astrophysics Data System (ADS)

Besson, Ugo

2010-03-01

This paper presents an analysis of the different types of reasoning and physical explanation used in science, common thought, and physics teaching. It then reflects on the learning difficulties connected with these various approaches, and suggests some possible didactic strategies. Although causal reasoning occurs very frequently in common thought and daily life, it has long been the subject of debate and criticism among philosophers and scientists. In this paper, I begin by providing a description of some general tendencies of common reasoning that have been identified by didactic research. Thereafter, I briefly discuss the role of causality in science, as well as some different types of explanation employed in the field of physics. I then present some results of a study examining the causal reasoning used by students in solid and fluid mechanics. The differences found between the types of reasoning typical of common thought and those usually proposed during instruction can create learning difficulties and impede student motivation. Many students do not seem satisfied by the mere application of formal laws and functional relations. Instead, they express the need for a causal explanation, a mechanism that allows them to understand how a state of affairs has come about. I discuss few didactic strategies aimed at overcoming these problems, and describe, in general terms, two examples of mechanics teaching sequences which were developed and tested in different contexts. The paper ends with a reflection on the possible role to be played in physics learning by intuitive and imaginative thought, and the use of simple explanatory models based on physical analogies and causal mechanisms.

A Dynamic Causal Modeling Analysis of the Effective Connectivities Underlying Top-Down Letter Processing

ERIC Educational Resources Information Center

Liu, Jiangang; Li, Jun; Rieth, Cory A.; Huber, David E.; Tian, Jie; Lee, Kang

2011-01-01

The present study employed dynamic causal modeling to investigate the effective functional connectivity between regions of the neural network involved in top-down letter processing. We used an illusory letter detection paradigm in which participants detected letters while viewing pure noise images. When participants detected letters, the response…

The Causal Effects of Father Absence

PubMed Central

McLanahan, Sara; Tach, Laura; Schneider, Daniel

2014-01-01

The literature on father absence is frequently criticized for its use of cross-sectional data and methods that fail to take account of possible omitted variable bias and reverse causality. We review studies that have responded to this critique by employing a variety of innovative research designs to identify the causal effect of father absence, including studies using lagged dependent variable models, growth curve models, individual fixed effects models, sibling fixed effects models, natural experiments, and propensity score matching models. Our assessment is that studies using more rigorous designs continue to find negative effects of father absence on offspring well-being, although the magnitude of these effects is smaller than what is found using traditional cross-sectional designs. The evidence is strongest and most consistent for outcomes such as high school graduation, children’s social-emotional adjustment, and adult mental health. PMID:24489431

Three Cs in Measurement Models: Causal Indicators, Composite Indicators, and Covariates

ERIC Educational Resources Information Center

Bollen, Kenneth A.; Bauldry, Shawn

2011-01-01

In the last 2 decades attention to causal (and formative) indicators has grown. Accompanying this growth has been the belief that one can classify indicators into 2 categories: effect (reflective) indicators and causal (formative) indicators. We argue that the dichotomous view is too simple. Instead, there are effect indicators and 3 types of…

Causal Inferences with Group Based Trajectory Models

ERIC Educational Resources Information Center

Haviland, Amelia M.; Nagin, Daniel S.

2005-01-01

A central theme of research on human development and psychopathology is whether a therapeutic intervention or a turning-point event, such as a family break-up, alters the trajectory of the behavior under study. This paper lays out and applies a method for using observational longitudinal data to make more confident causal inferences about the…

CAUSAL INFERENCE WITH A GRAPHICAL HIERARCHY OF INTERVENTIONS

PubMed Central

Shpitser, Ilya; Tchetgen, Eric Tchetgen

2017-01-01

Identifying causal parameters from observational data is fraught with subtleties due to the issues of selection bias and confounding. In addition, more complex questions of interest, such as effects of treatment on the treated and mediated effects may not always be identified even in data where treatment assignment is known and under investigator control, or may be identified under one causal model but not another. Increasingly complex effects of interest, coupled with a diversity of causal models in use resulted in a fragmented view of identification. This fragmentation makes it unnecessarily difficult to determine if a given parameter is identified (and in what model), and what assumptions must hold for this to be the case. This, in turn, complicates the development of estimation theory and sensitivity analysis procedures. In this paper, we give a unifying view of a large class of causal effects of interest, including novel effects not previously considered, in terms of a hierarchy of interventions, and show that identification theory for this large class reduces to an identification theory of random variables under interventions from this hierarchy. Moreover, we show that one type of intervention in the hierarchy is naturally associated with queries identified under the Finest Fully Randomized Causally Interpretable Structure Tree Graph (FFRCISTG) model of Robins (via the extended g-formula), and another is naturally associated with queries identified under the Non-Parametric Structural Equation Model with Independent Errors (NPSEM-IE) of Pearl, via a more general functional we call the edge g-formula. Our results motivate the study of estimation theory for the edge g-formula, since we show it arises both in mediation analysis, and in settings where treatment assignment has unobserved causes, such as models associated with Pearl’s front-door criterion. PMID:28919652

CAUSAL INFERENCE WITH A GRAPHICAL HIERARCHY OF INTERVENTIONS.

PubMed

Shpitser, Ilya; Tchetgen, Eric Tchetgen

2016-12-01

Identifying causal parameters from observational data is fraught with subtleties due to the issues of selection bias and confounding. In addition, more complex questions of interest, such as effects of treatment on the treated and mediated effects may not always be identified even in data where treatment assignment is known and under investigator control, or may be identified under one causal model but not another. Increasingly complex effects of interest, coupled with a diversity of causal models in use resulted in a fragmented view of identification. This fragmentation makes it unnecessarily difficult to determine if a given parameter is identified (and in what model), and what assumptions must hold for this to be the case. This, in turn, complicates the development of estimation theory and sensitivity analysis procedures. In this paper, we give a unifying view of a large class of causal effects of interest, including novel effects not previously considered, in terms of a hierarchy of interventions, and show that identification theory for this large class reduces to an identification theory of random variables under interventions from this hierarchy. Moreover, we show that one type of intervention in the hierarchy is naturally associated with queries identified under the Finest Fully Randomized Causally Interpretable Structure Tree Graph (FFRCISTG) model of Robins (via the extended g-formula), and another is naturally associated with queries identified under the Non-Parametric Structural Equation Model with Independent Errors (NPSEM-IE) of Pearl, via a more general functional we call the edge g-formula. Our results motivate the study of estimation theory for the edge g-formula, since we show it arises both in mediation analysis, and in settings where treatment assignment has unobserved causes, such as models associated with Pearl's front-door criterion.

Causal Premise Semantics

ERIC Educational Resources Information Center

Kaufmann, Stefan

2013-01-01

The rise of causality and the attendant graph-theoretic modeling tools in the study of counterfactual reasoning has had resounding effects in many areas of cognitive science, but it has thus far not permeated the mainstream in linguistic theory to a comparable degree. In this study I show that a version of the predominant framework for the formal…

Structure induction in diagnostic causal reasoning.

PubMed

Meder, Björn; Mayrhofer, Ralf; Waldmann, Michael R

2014-07-01

Our research examines the normative and descriptive adequacy of alternative computational models of diagnostic reasoning from single effects to single causes. Many theories of diagnostic reasoning are based on the normative assumption that inferences from an effect to its cause should reflect solely the empirically observed conditional probability of cause given effect. We argue against this assumption, as it neglects alternative causal structures that may have generated the sample data. Our structure induction model of diagnostic reasoning takes into account the uncertainty regarding the underlying causal structure. A key prediction of the model is that diagnostic judgments should not only reflect the empirical probability of cause given effect but should also depend on the reasoner's beliefs about the existence and strength of the link between cause and effect. We confirmed this prediction in 2 studies and showed that our theory better accounts for human judgments than alternative theories of diagnostic reasoning. Overall, our findings support the view that in diagnostic reasoning people go "beyond the information given" and use the available data to make inferences on the (unobserved) causal rather than on the (observed) data level. (c) 2014 APA, all rights reserved.

Relativistic causality

NASA Astrophysics Data System (ADS)

Valente, Giovanni; Owen Weatherall, James

2014-11-01

Relativity theory is often taken to include, or to imply, a prohibition on superluminal propagation of causal processes. Yet, what exactly the prohibition on superluminal propagation amounts to and how one should deal with its possible violation have remained open philosophical problems, both in the context of the metaphysics of causation and the foundations of physics. In particular, recent work in philosophy of physics has focused on the causal structure of spacetime in relativity theory and on how this causal structure manifests itself in our most fundamental theories of matter. These topics were the subject of a workshop on "Relativistic Causality in Quantum Field Theory and General Relativity" that we organized (along with John Earman) at the Center for Philosophy of Science in Pittsburgh on April 5-7, 2013. The present Special Issue comprises contributions by speakers in that workshop as well as several other experts exploring different aspects of relativistic causality. We are grateful to the journal for hosting this Special Issue, to the journal's managing editor, Femke Kuiling, for her help and support in putting the issue together, and to the authors and the referees for their excellent work.

Hindsight Bias Doesn't Always Come Easy: Causal Models, Cognitive Effort, and Creeping Determinism

ERIC Educational Resources Information Center

Nestler, Steffen; Blank, Hartmut; von Collani, Gernot

2008-01-01

Creeping determinism, a form of hindsight bias, refers to people's hindsight perceptions of events as being determined or inevitable. This article proposes, on the basis of a causal-model theory of creeping determinism, that the underlying processes are effortful, and hence creeping determinism should disappear when individuals lack the cognitive…

A causal model for longitudinal randomised trials with time-dependent non-compliance

PubMed Central

Becque, Taeko; White, Ian R; Haggard, Mark

2015-01-01

In the presence of non-compliance, conventional analysis by intention-to-treat provides an unbiased comparison of treatment policies but typically under-estimates treatment efficacy. With all-or-nothing compliance, efficacy may be specified as the complier-average causal effect (CACE), where compliers are those who receive intervention if and only if randomised to it. We extend the CACE approach to model longitudinal data with time-dependent non-compliance, focusing on the situation in which those randomised to control may receive treatment and allowing treatment effects to vary arbitrarily over time. Defining compliance type to be the time of surgical intervention if randomised to control, so that compliers are patients who would not have received treatment at all if they had been randomised to control, we construct a causal model for the multivariate outcome conditional on compliance type and randomised arm. This model is applied to the trial of alternative regimens for glue ear treatment evaluating surgical interventions in childhood ear disease, where outcomes are measured over five time points, and receipt of surgical intervention in the control arm may occur at any time. We fit the models using Markov chain Monte Carlo methods to obtain estimates of the CACE at successive times after receiving the intervention. In this trial, over a half of those randomised to control eventually receive intervention. We find that surgery is more beneficial than control at 6months, with a small but non-significant beneficial effect at 12months. © 2015 The Authors. Statistics in Medicine Published by JohnWiley & Sons Ltd. PMID:25778798

Causal modeling of secondary science students' intentions to enroll in physics

NASA Astrophysics Data System (ADS)

Crawley, Frank E.; Black, Carolyn B.

The purpose of this study was to explore the utility of the theory of planned behavior model developed by social psychologists for understanding and predicting the behavioral intentions of secondary science students regarding enrolling in physics. In particular, the study used a three-stage causal model to investigate the links from external variables to behavioral, normative, and control beliefs; from beliefs to attitudes, subjective norm, and perceived behavioral control; and from attitudes, subjective norm, and perceived behavioral control to behavioral intentions. The causal modeling method was employed to verify the underlying causes of secondary science students' interest in enrolling physics as predicted in the theory of planned behavior. Data were collected from secondary science students (N = 264) residing in a central Texas city who were enrolled in earth science (8th grade), biology (9th grade), physical science (10th grade), or chemistry (11th grade) courses. Cause-and-effect relationships were analyzed using path analysis to test the direct effects of model variables specified in the theory of planned behavior. Results of this study indicated that students' intention to enroll in a high school physics course was determined by their attitude toward enrollment and their degree of perceived behavioral control. Attitude, subjective norm, and perceived behavioral control were, in turn, formed as a result of specific beliefs that students held about enrolling in physics. Grade level and career goals were found to be instrumental in shaping students' attitude. Immediate family members were identified as major referents in the social support system for enrolling in physics. Course and extracurricular conflicts and the fear of failure were shown to be the primary beliefs obstructing students' perception of control over physics enrollment. Specific recommendations are offered to researchers and practitioners for strengthening secondary school students

Hindsight bias doesn't always come easy: causal models, cognitive effort, and creeping determinism.

PubMed

Nestler, Steffen; Blank, Hartmut; von Collani, Gernot

2008-09-01

Creeping determinism, a form of hindsight bias, refers to people's hindsight perceptions of events as being determined or inevitable. This article proposes, on the basis of a causal-model theory of creeping determinism, that the underlying processes are effortful, and hence creeping determinism should disappear when individuals lack the cognitive resources to make sense of an outcome. In Experiments 1 and 2, participants were asked to read a scenario while they were under either low or high processing load. Participants who had the cognitive resources to make sense of the outcome perceived it as more probable and necessary than did participants under high processing load or participants who did not receive outcome information. Experiment 3 was designed to separate 2 postulated subprocesses and showed that the attenuating effect of processing load on hindsight bias is not due to a disruption of the retrieval of potential causal antecedents but to a disruption of their evaluation. Together the 3 experiments show that the processes underlying creeping determinism are effortful, and they highlight the crucial role of causal reasoning in the perception of past events. (c) 2008 APA, all rights reserved.

Causality re-established.

PubMed

D'Ariano, Giacomo Mauro

2018-07-13

Causality has never gained the status of a 'law' or 'principle' in physics. Some recent literature has even popularized the false idea that causality is a notion that should be banned from theory. Such misconception relies on an alleged universality of the reversibility of the laws of physics, based either on the determinism of classical theory, or on the multiverse interpretation of quantum theory, in both cases motivated by mere interpretational requirements for realism of the theory. Here, I will show that a properly defined unambiguous notion of causality is a theorem of quantum theory, which is also a falsifiable proposition of the theory. Such a notion of causality appeared in the literature within the framework of operational probabilistic theories. It is a genuinely theoretical notion, corresponding to establishing a definite partial order among events, in the same way as we do by using the future causal cone on Minkowski space. The notion of causality is logically completely independent of the misidentified concept of 'determinism', and, being a consequence of quantum theory, is ubiquitous in physics. In addition, as classical theory can be regarded as a restriction of quantum theory, causality holds also in the classical case, although the determinism of the theory trivializes it. I then conclude by arguing that causality naturally establishes an arrow of time. This implies that the scenario of the 'block Universe' and the connected 'past hypothesis' are incompatible with causality, and thus with quantum theory: they are both doomed to remain mere interpretations and, as such, are not falsifiable, similar to the hypothesis of 'super-determinism'.This article is part of a discussion meeting issue 'Foundations of quantum mechanics and their impact on contemporary society'. © 2018 The Author(s).

A Causal Model for Joint Evaluation of Placebo and Treatment-Specific Effects in Clinical Trials

PubMed Central

Zhang, Zhiwei; Kotz, Richard M.; Wang, Chenguang; Ruan, Shiling; Ho, Martin

2014-01-01

Summary Evaluation of medical treatments is frequently complicated by the presence of substantial placebo effects, especially on relatively subjective endpoints, and the standard solution to this problem is a randomized, double-blinded, placebo-controlled clinical trial. However, effective blinding does not guarantee that all patients have the same belief or mentality about which treatment they have received (or treatmentality, for brevity), making it difficult to interpret the usual intent-to-treat effect as a causal effect. We discuss the causal relationships among treatment, treatmentality and the clinical outcome of interest, and propose a causal model for joint evaluation of placebo and treatment-specific effects. The model highlights the importance of measuring and incorporating patient treatmentality and suggests that each treatment group should be considered a separate observational study with a patient's treatmentality playing the role of an uncontrolled exposure. This perspective allows us to adapt existing methods for dealing with confounding to joint estimation of placebo and treatment-specific effects using measured treatmentality data, commonly known as blinding assessment data. We first apply this approach to the most common type of blinding assessment data, which is categorical, and illustrate the methods using an example from asthma. We then propose that blinding assessment data can be collected as a continuous variable, specifically when a patient's treatmentality is measured as a subjective probability, and describe analytic methods for that case. PMID:23432119

Functional MRI and Multivariate Autoregressive Models

PubMed Central

Rogers, Baxter P.; Katwal, Santosh B.; Morgan, Victoria L.; Asplund, Christopher L.; Gore, John C.

2010-01-01

Connectivity refers to the relationships that exist between different regions of the brain. In the context of functional magnetic resonance imaging (fMRI), it implies a quantifiable relationship between hemodynamic signals from different regions. One aspect of this relationship is the existence of small timing differences in the signals in different regions. Delays of 100 ms or less may be measured with fMRI, and these may reflect important aspects of the manner in which brain circuits respond as well as the overall functional organization of the brain. The multivariate autoregressive time series model has features to recommend it for measuring these delays, and is straightforward to apply to hemodynamic data. In this review, we describe the current usage of the multivariate autoregressive model for fMRI, discuss the issues that arise when it is applied to hemodynamic time series, and consider several extensions. Connectivity measures like Granger causality that are based on the autoregressive model do not always reflect true neuronal connectivity; however, we conclude that careful experimental design could make this methodology quite useful in extending the information obtainable using fMRI. PMID:20444566

Epidemiological causality.

PubMed

Morabia, Alfredo

2005-01-01

Epidemiological methods, which combine population thinking and group comparisons, can primarily identify causes of disease in populations. There is therefore a tension between our intuitive notion of a cause, which we want to be deterministic and invariant at the individual level, and the epidemiological notion of causes, which are invariant only at the population level. Epidemiologists have given heretofore a pragmatic solution to this tension. Causal inference in epidemiology consists in checking the logical coherence of a causality statement and determining whether what has been found grossly contradicts what we think we already know: how strong is the association? Is there a dose-response relationship? Does the cause precede the effect? Is the effect biologically plausible? Etc. This approach to causal inference can be traced back to the English philosophers David Hume and John Stuart Mill. On the other hand, the mode of establishing causality, devised by Jakob Henle and Robert Koch, which has been fruitful in bacteriology, requires that in every instance the effect invariably follows the cause (e.g., inoculation of Koch bacillus and tuberculosis). This is incompatible with epidemiological causality which has to deal with probabilistic effects (e.g., smoking and lung cancer), and is therefore invariant only for the population.

Carbon emissions-income relationships with structural breaks: the case of the Middle Eastern and North African countries.

PubMed

El Montasser, Ghassen; Ajmi, Ahdi Noomen; Nguyen, Duc Khuong

2018-01-01

This article revisits the carbon dioxide (CO 2 ) emissions-GDP causal relationships in the Middle Eastern and North African (MENA) countries by employing the Rossi (Economet Theor 21:962-990, 2005) instability-robust causality test. We show evidence of significant causality relationships for all considered countries within the instability context, whereas the standard Granger causality test fails to detect causal links in any direction, except for Egypt, Iran, and Morocco. An important policy implication resulting from this robust analysis is that the income is not affected by the cuts in the CO 2 emissions for only two MENA countries, the UAE and Syria.

Causal inference in biology networks with integrated belief propagation.

PubMed

Chang, Rui; Karr, Jonathan R; Schadt, Eric E

2015-01-01

Inferring causal relationships among molecular and higher order phenotypes is a critical step in elucidating the complexity of living systems. Here we propose a novel method for inferring causality that is no longer constrained by the conditional dependency arguments that limit the ability of statistical causal inference methods to resolve causal relationships within sets of graphical models that are Markov equivalent. Our method utilizes Bayesian belief propagation to infer the responses of perturbation events on molecular traits given a hypothesized graph structure. A distance measure between the inferred response distribution and the observed data is defined to assess the 'fitness' of the hypothesized causal relationships. To test our algorithm, we infer causal relationships within equivalence classes of gene networks in which the form of the functional interactions that are possible are assumed to be nonlinear, given synthetic microarray and RNA sequencing data. We also apply our method to infer causality in real metabolic network with v-structure and feedback loop. We show that our method can recapitulate the causal structure and recover the feedback loop only from steady-state data which conventional method cannot.

Quantification of causal couplings via dynamical effects: A unifying perspective

NASA Astrophysics Data System (ADS)

Smirnov, Dmitry A.

2014-12-01

Quantitative characterization of causal couplings from time series is crucial in studies of complex systems of different origin. Various statistical tools for that exist and new ones are still being developed with a tendency to creating a single, universal, model-free quantifier of coupling strength. However, a clear and generally applicable way of interpreting such universal characteristics is lacking. This work suggests a general conceptual framework for causal coupling quantification, which is based on state space models and extends the concepts of virtual interventions and dynamical causal effects. Namely, two basic kinds of interventions (state space and parametric) and effects (orbital or transient and stationary or limit) are introduced, giving four families of coupling characteristics. The framework provides a unifying view of apparently different well-established measures and allows us to introduce new characteristics, always with a definite "intervention-effect" interpretation. It is shown that diverse characteristics cannot be reduced to any single coupling strength quantifier and their interpretation is inevitably model based. The proposed set of dynamical causal effect measures quantifies different aspects of "how the coupling manifests itself in the dynamics," reformulating the very question about the "causal coupling strength."

[FROM STATISTICAL ASSOCIATIONS TO SCIENTIFIC CAUSALITY].

PubMed

Golan, Daniel; Linn, Shay

2015-06-01

The pathogenesis of most chronic diseases is complex and probably involves the interaction of multiple genetic and environmental risk factors. One way to learn about disease triggers is from statistically significant associations in epidemiological studies. However, associations do not necessarily prove causation. Associations can commonly result from bias, confounding and reverse causation. Several paradigms for causality inference have been developed. Henle-Koch postulates are mainly applied for infectious diseases. Austin Bradford Hill's criteria may serve as a practical tool to weigh the evidence regarding the probability that a single new risk factor for a given disease is indeed causal. These criteria are irrelevant for estimating the causal relationship between exposure to a risk factor and disease whenever biological causality has been previously established. Thus, it is highly probable that past exposure of an individual to definite carcinogens is related to his cancer, even without proving an association between this exposure and cancer in his group. For multifactorial diseases, Rothman's model of interacting sets of component causes can be applied.

What Can Causal Networks Tell Us about Metabolic Pathways?

PubMed Central

Blair, Rachael Hageman; Kliebenstein, Daniel J.; Churchill, Gary A.

2012-01-01

Graphical models describe the linear correlation structure of data and have been used to establish causal relationships among phenotypes in genetic mapping populations. Data are typically collected at a single point in time. Biological processes on the other hand are often non-linear and display time varying dynamics. The extent to which graphical models can recapitulate the architecture of an underlying biological processes is not well understood. We consider metabolic networks with known stoichiometry to address the fundamental question: “What can causal networks tell us about metabolic pathways?”. Using data from an Arabidopsis BaySha population and simulated data from dynamic models of pathway motifs, we assess our ability to reconstruct metabolic pathways using graphical models. Our results highlight the necessity of non-genetic residual biological variation for reliable inference. Recovery of the ordering within a pathway is possible, but should not be expected. Causal inference is sensitive to subtle patterns in the correlation structure that may be driven by a variety of factors, which may not emphasize the substrate-product relationship. We illustrate the effects of metabolic pathway architecture, epistasis and stochastic variation on correlation structure and graphical model-derived networks. We conclude that graphical models should be interpreted cautiously, especially if the implied causal relationships are to be used in the design of intervention strategies. PMID:22496633

Tracking slow modulations in synaptic gain using dynamic causal modelling: validation in epilepsy.

PubMed

Papadopoulou, Margarita; Leite, Marco; van Mierlo, Pieter; Vonck, Kristl; Lemieux, Louis; Friston, Karl; Marinazzo, Daniele

2015-02-15

In this work we propose a proof of principle that dynamic causal modelling can identify plausible mechanisms at the synaptic level underlying brain state changes over a timescale of seconds. As a benchmark example for validation we used intracranial electroencephalographic signals in a human subject. These data were used to infer the (effective connectivity) architecture of synaptic connections among neural populations assumed to generate seizure activity. Dynamic causal modelling allowed us to quantify empirical changes in spectral activity in terms of a trajectory in parameter space - identifying key synaptic parameters or connections that cause observed signals. Using recordings from three seizures in one patient, we considered a network of two sources (within and just outside the putative ictal zone). Bayesian model selection was used to identify the intrinsic (within-source) and extrinsic (between-source) connectivity. Having established the underlying architecture, we were able to track the evolution of key connectivity parameters (e.g., inhibitory connections to superficial pyramidal cells) and test specific hypotheses about the synaptic mechanisms involved in ictogenesis. Our key finding was that intrinsic synaptic changes were sufficient to explain seizure onset, where these changes showed dissociable time courses over several seconds. Crucially, these changes spoke to an increase in the sensitivity of principal cells to intrinsic inhibitory afferents and a transient loss of excitatory-inhibitory balance. Copyright © 2014. Published by Elsevier Inc.

THE CAUSAL ANALYSIS / DIAGNOSIS DECISION ...

EPA Pesticide Factsheets

CADDIS is an on-line decision support system that helps investigators in the regions, states and tribes find, access, organize, use and share information to produce causal evaluations in aquatic systems. It is based on the US EPA's Stressor Identification process which is a formal method for identifying causes of impairments in aquatic systems. CADDIS 2007 increases access to relevant information useful for causal analysis and provides methods and tools that practitioners can use to analyze their own data. The new Candidate Cause section provides overviews of commonly encountered causes of impairments to aquatic systems: metals, sediments, nutrients, flow alteration, temperature, ionic strength, and low dissolved oxygen. CADDIS includes new Conceptual Models that illustrate the relationships from sources to stressors to biological effects. An Interactive Conceptual Model for phosphorus links the diagram with supporting literature citations. The new Analyzing Data section helps practitioners analyze their data sets and interpret and use those results as evidence within the USEPA causal assessment process. Downloadable tools include a graphical user interface statistical package (CADStat), and programs for use with the freeware R statistical package, and a Microsoft Excel template. These tools can be used to quantify associations between causes and biological impairments using innovative methods such as species-sensitivity distributions, biological inferenc

A Causal Inference Analysis of the Effect of Wildland Fire ...

EPA Pesticide Factsheets

Wildfire smoke is a major contributor to ambient air pollution levels. In this talk, we develop a spatio-temporal model to estimate the contribution of fire smoke to overall air pollution in different regions of the country. We combine numerical model output with observational data within a causal inference framework. Our methods account for aggregation and potential bias of the numerical model simulation, and address uncertainty in the causal estimates. We apply the proposed method to estimation of ozone and fine particulate matter from wildland fires and the impact on health burden assessment. We develop a causal inference framework to assess contributions of fire to ambient PM in the presence of spatial interference.

Do causal concentration-response functions exist? A critical review of associational and causal relations between fine particulate matter and mortality.

PubMed

Cox, Louis Anthony Tony

2017-08-01

Concentration-response (C-R) functions relating concentrations of pollutants in ambient air to mortality risks or other adverse health effects provide the basis for many public health risk assessments, benefits estimates for clean air regulations, and recommendations for revisions to existing air quality standards. The assumption that C-R functions relating levels of exposure and levels of response estimated from historical data usefully predict how future changes in concentrations would change risks has seldom been carefully tested. This paper critically reviews literature on C-R functions for fine particulate matter (PM2.5) and mortality risks. We find that most of them describe historical associations rather than valid causal models for predicting effects of interventions that change concentrations. The few papers that explicitly attempt to model causality rely on unverified modeling assumptions, casting doubt on their predictions about effects of interventions. A large literature on modern causal inference algorithms for observational data has been little used in C-R modeling. Applying these methods to publicly available data from Boston and the South Coast Air Quality Management District around Los Angeles shows that C-R functions estimated for one do not hold for the other. Changes in month-specific PM2.5 concentrations from one year to the next do not help to predict corresponding changes in average elderly mortality rates in either location. Thus, the assumption that estimated C-R relations predict effects of pollution-reducing interventions may not be true. Better causal modeling methods are needed to better predict how reducing air pollution would affect public health.

Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies

ERIC Educational Resources Information Center

Bartolucci, Francesco; Pennoni, Fulvia; Vittadini, Giorgio

2016-01-01

We extend to the longitudinal setting a latent class approach that was recently introduced by Lanza, Coffman, and Xu to estimate the causal effect of a treatment. The proposed approach enables an evaluation of multiple treatment effects on subpopulations of individuals from a dynamic perspective, as it relies on a latent Markov (LM) model that is…

Formalizing Neurath's ship: Approximate algorithms for online causal learning.

PubMed

Bramley, Neil R; Dayan, Peter; Griffiths, Thomas L; Lagnado, David A

2017-04-01

Higher-level cognition depends on the ability to learn models of the world. We can characterize this at the computational level as a structure-learning problem with the goal of best identifying the prevailing causal relationships among a set of relata. However, the computational cost of performing exact Bayesian inference over causal models grows rapidly as the number of relata increases. This implies that the cognitive processes underlying causal learning must be substantially approximate. A powerful class of approximations that focuses on the sequential absorption of successive inputs is captured by the Neurath's ship metaphor in philosophy of science, where theory change is cast as a stochastic and gradual process shaped as much by people's limited willingness to abandon their current theory when considering alternatives as by the ground truth they hope to approach. Inspired by this metaphor and by algorithms for approximating Bayesian inference in machine learning, we propose an algorithmic-level model of causal structure learning under which learners represent only a single global hypothesis that they update locally as they gather evidence. We propose a related scheme for understanding how, under these limitations, learners choose informative interventions that manipulate the causal system to help elucidate its workings. We find support for our approach in the analysis of 3 experiments. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Identification of causal genes for complex traits

PubMed Central

Hormozdiari, Farhad; Kichaev, Gleb; Yang, Wen-Yun; Pasaniuc, Bogdan; Eskin, Eleazar

2015-01-01

Motivation: Although genome-wide association studies (GWAS) have identified thousands of variants associated with common diseases and complex traits, only a handful of these variants are validated to be causal. We consider ‘causal variants’ as variants which are responsible for the association signal at a locus. As opposed to association studies that benefit from linkage disequilibrium (LD), the main challenge in identifying causal variants at associated loci lies in distinguishing among the many closely correlated variants due to LD. This is particularly important for model organisms such as inbred mice, where LD extends much further than in human populations, resulting in large stretches of the genome with significantly associated variants. Furthermore, these model organisms are highly structured and require correction for population structure to remove potential spurious associations. Results: In this work, we propose CAVIAR-Gene (CAusal Variants Identification in Associated Regions), a novel method that is able to operate across large LD regions of the genome while also correcting for population structure. A key feature of our approach is that it provides as output a minimally sized set of genes that captures the genes which harbor causal variants with probability ρ. Through extensive simulations, we demonstrate that our method not only speeds up computation, but also have an average of 10% higher recall rate compared with the existing approaches. We validate our method using a real mouse high-density lipoprotein data (HDL) and show that CAVIAR-Gene is able to identify Apoa2 (a gene known to harbor causal variants for HDL), while reducing the number of genes that need to be tested for functionality by a factor of 2. Availability and implementation: Software is freely available for download at genetics.cs.ucla.edu/caviar. Contact: eeskin@cs.ucla.edu PMID:26072484

Identification of causal genes for complex traits.

PubMed

Hormozdiari, Farhad; Kichaev, Gleb; Yang, Wen-Yun; Pasaniuc, Bogdan; Eskin, Eleazar

2015-06-15

Although genome-wide association studies (GWAS) have identified thousands of variants associated with common diseases and complex traits, only a handful of these variants are validated to be causal. We consider 'causal variants' as variants which are responsible for the association signal at a locus. As opposed to association studies that benefit from linkage disequilibrium (LD), the main challenge in identifying causal variants at associated loci lies in distinguishing among the many closely correlated variants due to LD. This is particularly important for model organisms such as inbred mice, where LD extends much further than in human populations, resulting in large stretches of the genome with significantly associated variants. Furthermore, these model organisms are highly structured and require correction for population structure to remove potential spurious associations. In this work, we propose CAVIAR-Gene (CAusal Variants Identification in Associated Regions), a novel method that is able to operate across large LD regions of the genome while also correcting for population structure. A key feature of our approach is that it provides as output a minimally sized set of genes that captures the genes which harbor causal variants with probability ρ. Through extensive simulations, we demonstrate that our method not only speeds up computation, but also have an average of 10% higher recall rate compared with the existing approaches. We validate our method using a real mouse high-density lipoprotein data (HDL) and show that CAVIAR-Gene is able to identify Apoa2 (a gene known to harbor causal variants for HDL), while reducing the number of genes that need to be tested for functionality by a factor of 2. Software is freely available for download at genetics.cs.ucla.edu/caviar. © The Author 2015. Published by Oxford University Press.

The role of causal criteria in causal inferences: Bradford Hill's "aspects of association".

PubMed

Ward, Andrew C

2009-06-17

As noted by Wesley Salmon and many others, causal concepts are ubiquitous in every branch of theoretical science, in the practical disciplines and in everyday life. In the theoretical and practical sciences especially, people often base claims about causal relations on applications of statistical methods to data. However, the source and type of data place important constraints on the choice of statistical methods as well as on the warrant attributed to the causal claims based on the use of such methods. For example, much of the data used by people interested in making causal claims come from non-experimental, observational studies in which random allocations to treatment and control groups are not present. Thus, one of the most important problems in the social and health sciences concerns making justified causal inferences using non-experimental, observational data. In this paper, I examine one method of justifying such inferences that is especially widespread in epidemiology and the health sciences generally - the use of causal criteria. I argue that while the use of causal criteria is not appropriate for either deductive or inductive inferences, they do have an important role to play in inferences to the best explanation. As such, causal criteria, exemplified by what Bradford Hill referred to as "aspects of [statistical] associations", have an indispensible part to play in the goal of making justified causal claims.

The role of causal criteria in causal inferences: Bradford Hill's "aspects of association"

PubMed Central

Ward, Andrew C

2009-01-01

As noted by Wesley Salmon and many others, causal concepts are ubiquitous in every branch of theoretical science, in the practical disciplines and in everyday life. In the theoretical and practical sciences especially, people often base claims about causal relations on applications of statistical methods to data. However, the source and type of data place important constraints on the choice of statistical methods as well as on the warrant attributed to the causal claims based on the use of such methods. For example, much of the data used by people interested in making causal claims come from non-experimental, observational studies in which random allocations to treatment and control groups are not present. Thus, one of the most important problems in the social and health sciences concerns making justified causal inferences using non-experimental, observational data. In this paper, I examine one method of justifying such inferences that is especially widespread in epidemiology and the health sciences generally – the use of causal criteria. I argue that while the use of causal criteria is not appropriate for either deductive or inductive inferences, they do have an important role to play in inferences to the best explanation. As such, causal criteria, exemplified by what Bradford Hill referred to as "aspects of [statistical] associations", have an indispensible part to play in the goal of making justified causal claims. PMID:19534788

Dynamic Causal Modeling of Preclinical Autosomal-Dominant Alzheimer's Disease.

PubMed

Penny, Will; Iglesias-Fuster, Jorge; Quiroz, Yakeel T; Lopera, Francisco Javier; Bobes, Maria A

2018-03-16

Dynamic causal modeling (DCM) is a framework for making inferences about changes in brain connectivity using neuroimaging data. We fitted DCMs to high-density EEG data from subjects performing a semantic picture matching task. The subjects are carriers of the PSEN1 mutation, which leads to early onset Alzheimer's disease, but at the time of EEG acquisition in 1999, these subjects were cognitively unimpaired. We asked 1) what is the optimal model architecture for explaining the event-related potentials in this population, 2) which connections are different between this Presymptomatic Carrier (PreC) group and a Non-Carrier (NonC) group performing the same task, and 3) which network connections are predictive of subsequent Mini-Mental State Exam (MMSE) trajectories. We found 1) a model with hierarchical rather than lateral connections between hemispheres to be optimal, 2) that a pathway from right inferotemporal cortex (IT) to left medial temporal lobe (MTL) was preferentially activated by incongruent items for subjects in the PreC group but not the NonC group, and 3) that increased effective connectivity among left MTL, right IT, and right MTL was predictive of subsequent MMSE scores.

Influence of Resting Venous Blood Volume Fraction on Dynamic Causal Modeling and System Identifiability

PubMed Central

Hu, Zhenghui; Ni, Pengyu; Wan, Qun; Zhang, Yan; Shi, Pengcheng; Lin, Qiang

2016-01-01

Changes in BOLD signals are sensitive to the regional blood content associated with the vasculature, which is known as V0 in hemodynamic models. In previous studies involving dynamic causal modeling (DCM) which embodies the hemodynamic model to invert the functional magnetic resonance imaging signals into neuronal activity, V0 was arbitrarily set to a physiolog-ically plausible value to overcome the ill-posedness of the inverse problem. It is interesting to investigate how the V0 value influences DCM. In this study we addressed this issue by using both synthetic and real experiments. The results show that the ability of DCM analysis to reveal information about brain causality depends critically on the assumed V0 value used in the analysis procedure. The choice of V0 value not only directly affects the strength of system connections, but more importantly also affects the inferences about the network architecture. Our analyses speak to a possible refinement of how the hemody-namic process is parameterized (i.e., by making V0 a free parameter); however, the conditional dependencies induced by a more complex model may create more problems than they solve. Obtaining more realistic V0 information in DCM can improve the identifiability of the system and would provide more reliable inferences about the properties of brain connectivity. PMID:27389074

Influence of Resting Venous Blood Volume Fraction on Dynamic Causal Modeling and System Identifiability.

PubMed

Hu, Zhenghui; Ni, Pengyu; Wan, Qun; Zhang, Yan; Shi, Pengcheng; Lin, Qiang

2016-07-08

Changes in BOLD signals are sensitive to the regional blood content associated with the vasculature, which is known as V0 in hemodynamic models. In previous studies involving dynamic causal modeling (DCM) which embodies the hemodynamic model to invert the functional magnetic resonance imaging signals into neuronal activity, V0 was arbitrarily set to a physiolog-ically plausible value to overcome the ill-posedness of the inverse problem. It is interesting to investigate how the V0 value influences DCM. In this study we addressed this issue by using both synthetic and real experiments. The results show that the ability of DCM analysis to reveal information about brain causality depends critically on the assumed V0 value used in the analysis procedure. The choice of V0 value not only directly affects the strength of system connections, but more importantly also affects the inferences about the network architecture. Our analyses speak to a possible refinement of how the hemody-namic process is parameterized (i.e., by making V0 a free parameter); however, the conditional dependencies induced by a more complex model may create more problems than they solve. Obtaining more realistic V0 information in DCM can improve the identifiability of the system and would provide more reliable inferences about the properties of brain connectivity.

A Theory of Causal Learning in Children: Causal Maps and Bayes Nets

ERIC Educational Resources Information Center

Gopnik, Alison; Glymour, Clark; Sobel, David M.; Schulz, Laura E.; Kushnir, Tamar; Danks, David

2004-01-01

The authors outline a cognitive and computational account of causal learning in children. They propose that children use specialized cognitive systems that allow them to recover an accurate "causal map" of the world: an abstract, coherent, learned representation of the causal relations among events. This kind of knowledge can be perspicuously…

Conjectures on the relations of linking and causality in causally simple spacetimes

NASA Astrophysics Data System (ADS)

Chernov, Vladimir

2018-05-01

We formulate the generalization of the Legendrian Low conjecture of Natario and Tod (proved by Nemirovski and myself before) to the case of causally simple spacetimes. We prove a weakened version of the corresponding statement. In all known examples, a causally simple spacetime can be conformally embedded as an open subset into some globally hyperbolic and the space of light rays in is an open submanifold of the space of light rays in . If this is always the case, this provides an approach to solving the conjectures relating causality and linking in causally simple spacetimes.

A methodology to model causal relationships on offshore safety assessment focusing on human and organizational factors.

PubMed

Ren, J; Jenkinson, I; Wang, J; Xu, D L; Yang, J B

2008-01-01

Focusing on people and organizations, this paper aims to contribute to offshore safety assessment by proposing a methodology to model causal relationships. The methodology is proposed in a general sense that it will be capable of accommodating modeling of multiple risk factors considered in offshore operations and will have the ability to deal with different types of data that may come from different resources. Reason's "Swiss cheese" model is used to form a generic offshore safety assessment framework, and Bayesian Network (BN) is tailored to fit into the framework to construct a causal relationship model. The proposed framework uses a five-level-structure model to address latent failures within the causal sequence of events. The five levels include Root causes level, Trigger events level, Incidents level, Accidents level, and Consequences level. To analyze and model a specified offshore installation safety, a BN model was established following the guideline of the proposed five-level framework. A range of events was specified, and the related prior and conditional probabilities regarding the BN model were assigned based on the inherent characteristics of each event. This paper shows that Reason's "Swiss cheese" model and BN can be jointly used in offshore safety assessment. On the one hand, the five-level conceptual model is enhanced by BNs that are capable of providing graphical demonstration of inter-relationships as well as calculating numerical values of occurrence likelihood for each failure event. Bayesian inference mechanism also makes it possible to monitor how a safety situation changes when information flow travel forwards and backwards within the networks. On the other hand, BN modeling relies heavily on experts' personal experiences and is therefore highly domain specific. "Swiss cheese" model is such a theoretic framework that it is based on solid behavioral theory and therefore can be used to provide industry with a roadmap for BN modeling and

Causal Systems Categories: Differences in Novice and Expert Categorization of Causal Phenomena

ERIC Educational Resources Information Center

Rottman, Benjamin M.; Gentner, Dedre; Goldwater, Micah B.

2012-01-01

We investigated the understanding of causal systems categories--categories defined by common causal structure rather than by common domain content--among college students. We asked students who were either novices or experts in the physical sciences to sort descriptions of real-world phenomena that varied in their causal structure (e.g., negative…

Normalizing the causality between time series.

PubMed

Liang, X San

2015-08-01

Recently, a rigorous yet concise formula was derived to evaluate information flow, and hence the causality in a quantitative sense, between time series. To assess the importance of a resulting causality, it needs to be normalized. The normalization is achieved through distinguishing a Lyapunov exponent-like, one-dimensional phase-space stretching rate and a noise-to-signal ratio from the rate of information flow in the balance of the marginal entropy evolution of the flow recipient. It is verified with autoregressive models and applied to a real financial analysis problem. An unusually strong one-way causality is identified from IBM (International Business Machines Corporation) to GE (General Electric Company) in their early era, revealing to us an old story, which has almost faded into oblivion, about "Seven Dwarfs" competing with a giant for the mainframe computer market.

Normalizing the causality between time series

NASA Astrophysics Data System (ADS)

Liang, X. San

2015-08-01

Recently, a rigorous yet concise formula was derived to evaluate information flow, and hence the causality in a quantitative sense, between time series. To assess the importance of a resulting causality, it needs to be normalized. The normalization is achieved through distinguishing a Lyapunov exponent-like, one-dimensional phase-space stretching rate and a noise-to-signal ratio from the rate of information flow in the balance of the marginal entropy evolution of the flow recipient. It is verified with autoregressive models and applied to a real financial analysis problem. An unusually strong one-way causality is identified from IBM (International Business Machines Corporation) to GE (General Electric Company) in their early era, revealing to us an old story, which has almost faded into oblivion, about "Seven Dwarfs" competing with a giant for the mainframe computer market.

Naturalistic Model of Causal Reasoning: Developing an Experiential User Guide (EUG) to Understand Fusion Algorithms and Simulation Models

DTIC Science & Technology

2010-09-01

achieved; the causal reasoning involved in understanding diseases such as AIDS, yellow fever, and cholera , and the causal reasoning in understanding a...and malaria, we could start to implement prevention strategies. Once we determined that contaminated water led to cholera , we could impose...sanitation measures to prevent further outbreaks . However, when dealing with indeterminate, multi-causal situations, the picture is not so easy. We may

Causal Relations Drive Young Children's Induction, Naming, and Categorization

ERIC Educational Resources Information Center

Opfer, John E.; Bulloch, Megan J.

2007-01-01

A number of recent models and experiments have suggested that evidence of early category-based induction is an artifact of perceptual cues provided by experimenters. We tested these accounts against the prediction that different relations (causal versus non-causal) determine the types of perceptual similarity by which children generalize. Young…

Does Causal Action Facilitate Causal Perception in Infants Younger than 6 Months of Age?

ERIC Educational Resources Information Center

Rakison, David H.; Krogh, Lauren

2012-01-01

Previous research has established that infants are unable to perceive causality until 6 1/4 months of age. The current experiments examined whether infants' ability to engage in causal action could facilitate causal perception prior to this age. In Experiment 1, 4 1/2-month-olds were randomly assigned to engage in causal action experience via…

Analysing coupling architecture in the cortical EEG of a patient with unilateral cerebral palsy

NASA Astrophysics Data System (ADS)

Kornilov, Maksim V.; Baas, C. Marjolein; van Rijn, Clementina M.; Sysoev, Ilya V.

2016-04-01

The detection of coupling presence and direction between cortical areas from the EEG is a popular approach in neuroscience. Granger causality method is promising for this task, since it allows to operate with short time series and to detect nonlinear coupling or coupling between nonlinear systems. In this study EEG multichannel data from adolescent children, suffering from unilateral cerebral palsy were investigated. Signals, obtained in rest and during motor activity of affected and less affected hand, were analysed. The changes in inter-hemispheric and intra-hemispheric interactions were studied over time with an interval of two months. The obtained results of coupling were tested for significance using surrogate times series. In the present proceeding paper we report the data of one patient. The modified nonlinear Granger causality is indeed able to reveal couplings within the human brain.

The relationship between the growth in the health sector and inbound health tourism: the case of Turkey.

PubMed

Uçak, Harun

2016-01-01

One of the consequences of globalisation for Turkey, as well as in other emerging countries, has been an increasing trend in health tourism. Households have been considered choice the best option in terms of price and alternative possibilities while they have been solved their health problems. Previous studies have argued that the main drivers of the growth of inbound health tourism to developing countries are lower costs, shorter waiting periods, and better quality of care. This study aimed to test the effect of health and social service sector growth on the flow of inbound health tourism between 2004:Q1 and 2015:Q4 by employing Granger causality and Johansen cointegration approaches. Our findings suggested that there is a long-run Granger causality from domestic health and social work expenditures to health tourism income whereas this is non-existence in the opposite direction.

Causality as an emergent macroscopic phenomenon: The Lee-Wick O(N) model