We recently proposed a new measure, termed Phase Slope Index (PSI), It estimates the causal direction of interactions robustly with respect to instantaneous mixtures of independen...
In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal struc...
The causal notions embodied in the concept of Granger causality have been argued to belong to a different category than those of Judea Pearl’s Causal Model, and so far their re...
In this paper, we consider the role of "leads" of the first difference of integrated variables in the dynamic OLS estimation of cointegrating regression models. Specific...
A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in th...
Background: Time-course microarray experiments can produce useful data which can help in understanding the underlying dynamics of the system. Clustering is an important stage in m...
Since perceptual and motor processes in the brain are the result of interactions between neurons, layers and areas, a lot of attention has been directed towards the development of...
A recently proposed nonlinear extension of Granger causality is used to map the dynamics of a neural population onto a graph, whose community structure characterizes the collective...
Leonardo Angelini, Daniele Marinazzo, Mario Pellic...