Estimating causal dependencies in networks of nonlinear stochastic dynamical systems

Phys Rev E Stat Nonlin Soft Matter Phys. 2009 Nov;80(5 Pt 1):051128. doi: 10.1103/PhysRevE.80.051128. Epub 2009 Nov 30.

Abstract

The inference of causal interaction structures in multivariate systems enables a deeper understanding of the investigated network. Analyzing nonlinear systems using partial directed coherence requires high model orders of the underlying vector-autoregressive process. We present a method to overcome the drawbacks caused by the high model orders. We calculate the corresponding statistics and provide a significance level. The performance is illustrated by means of model systems and in an application to neurological data.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Algorithms*
  • Computer Simulation
  • Models, Biological*
  • Models, Chemical*
  • Models, Statistical*
  • Nonlinear Dynamics*
  • Stochastic Processes*