Identifying regions important for spreading and mediating perturbations is crucial to assess the susceptibilities of spatio-temporal complex systems such as the Earth's climate to volcanic eruptions, extreme events or geoengineering. Here a data-driven approach is introduced based on a dimension reduction, causal reconstruction, and novel network measures based on causal effect theory that go beyond standard complex network tools by distinguishing direct from indirect pathways. Applied to a data set of atmospheric dynamics, the method identifies several strongly uplifting regions acting as major gateways of perturbations spreading in the atmosphere. Additionally, the method provides a stricter statistical approach to pathways of atmospheric teleconnections, yielding insights into the Pacific–Indian Ocean interaction relevant for monsoonal dynamics. Also for neuroscience or power grids, the novel causal interaction perspective provides a complementary approach to simulations or experiments for understanding the functioning of complex spatio-temporal systems with potential applications in increasing their resilience to shocks or extreme events.
We discuss some problems encountered in inference of directionality of coupling, or, in the case of two interacting systems, in inference of causality from bivariate time series. We identify factors and influences that can lead to either decreased test sensitivity or false detections and propose ways to cope with them in order to perform tests with high sensitivity and a low rate of false positive results.
Functional connectivity (FC) analysis is a prominent approach to analyzing fMRI data, especially acquired under the resting state condition. The commonly used linear correlation FC measure bears an implicit assumption of Gaussianity of the dependence structure. If only the marginals, but not all the bivariate distributions are Gaussian, linear correlation consistently underestimates the strength of the dependence. To assess the suitability of linear correlation and the general potential of nonlinear FC measures, we present a framework for testing and estimating the deviation from Gaussianity by means of comparing mutual information in the data and its Gaussianized counterpart. We apply this method to 24 sessions of human resting state fMRI. For each session, matrix of connectivities between 90 anatomical parcel time series is computed using mutual information and compared to results from its multivariate Gaussian surrogate that conserves the correlations but cancels any nonlinearity. While the group-level tests confirmed non-Gaussianity in the FC, the quantitative assessment revealed that the portion of mutual information neglected by linear correlation is relatively minor—on average only about 5% of the mutual information already captured by the linear correlation. The marginality of the non-Gaussianity was confirmed in comparisons using clustering of the parcels—the disagreement between clustering obtained from mutual information and linear correlation was attributable to random error. We conclude that for this type of data, practical relevance of nonlinear methods trying to improve over linear correlation might be limited by the fact that the data are indeed almost Gaussian.
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