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Jakub Kořenek

Publications and source records attributed to Jakub Kořenek.

2 recordsLinked to original sources

Higher order definition of causality by optimally conditioned transfer entropy

The description of the dynamics of complex systems, in particular the capture of the interaction structure and causal relationships between elements of the system, is one of the central questions of interdisciplinary research. While the characterization of pairwise causal interactions is a relatively ripe field with established theoretical concepts and the current focus is on technical issues of their efficient estimation, it turns out that the standard concepts such as Granger causality or transfer entropy may not faithfully reflect possible synergies or interactions of higher orders, phenomena highly relevant for many real-world complex systems. In this paper, we propose a generalization and refinement of the information-theoretic approach to causal inference, enabling the description of truly multivariate, rather than multiple pairwise, causal interactions, and moving thus from causal networks to causal hypernetworks. In particular, while keeping the ability to control for mediating variables or common causes, in case of purely synergetic interactions such as the exclusive disjunction, it ascribes the causal role to the multivariate causal set but \emph{not} to individual inputs, distinguishing it thus from the case of e.g. two additive univariate causes. We demonstrate this concept by application to illustrative theoretical examples as well as a biophysically realistic simulation of biological neuronal dynamics recently reported to employ synergetic computations.

stat.ML↗

Causal network discovery by iterative conditioning: comparison of algorithms

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the framework of prediction improvement, it generally requires the computation of high-dimensional information functionals -- a situation invoking the curse of dimensionality with increasing network size. Recently, several methods have been proposed to alleviate this problem, based on iterative procedures for assessment of conditional (in)dependences. In the current work, we bring a comparison of several such prominent approaches. This is done both by theoretical comparison of the algorithms using a formulation in a common framework, and by numerical simulations including realistic complex coupling patterns. The theoretical analysis highlights the key similarities and differences between the algorithms, hinting on their comparative strengths and weaknesses. The method assumptions and specific properties such as false positive control and order dependence are discussed. Numerical simulations suggest that while the accuracy of most of the algorithms is almost indistinguishable, there are substantial differences in their computational demands, ranging theoretically from polynomial to exponential complexity, and leading to substantial differences in computation time in realistic scenarios depending on the density and size of networks. Based on analysis of the algorithms and numerical simulations, we propose a hybrid approach providing competitive accuracy with improved computational efficiency.

physics.data-an↗