Here we present a scalable method to compute the structure of causal links over large scale dynamical systems that achieves high efficiency in discovering actual functional connections. The method is based on the Granger causality analysis of multivariate linear models, solved by means of a sparse regression approach, and can deal with autoregressive models of more than 10,000 variables.
Guillermo A. Cecchi, Rahul Garg, A. Ravishankar Ra