2021
DOI: 10.1101/2021.05.01.442232
|View full text |Cite
Preprint
|
Sign up to set email alerts
|

Linear causal filtering: definition and theory

Abstract: This work provides a framework based on multivariate autoregressive modeling for linear causal filtering in the sense of Granger. In its bivariate form, the linear causal filter defined here takes as input signals A and B, and it filters out the causal effect of B on A, thus yielding two new signals only containing the Granger-causal effect of A on B. In its general multivariate form for more than two signals, the effect of all indirect causal connections between A and B, mediated by all other signals, are acc… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
4

Citation Types

0
4
0

Year Published

2022
2022
2024
2024

Publication Types

Select...
2
1

Relationship

0
3

Authors

Journals

citations
Cited by 3 publications
(4 citation statements)
references
References 24 publications
0
4
0
Order By: Relevance
“…The limitations and outlook are: (1) ξ-π can be extended with the brain connectivity, the electrophysiology source imaging [67], and the dynamic spectra decomposition [21]. (2) Note that the main goal of this paper was to propose the nonparametric model ξ-π and demonstrate its superiority in decomposition and fitting.…”
Section: Discussionmentioning
confidence: 99%
“…The limitations and outlook are: (1) ξ-π can be extended with the brain connectivity, the electrophysiology source imaging [67], and the dynamic spectra decomposition [21]. (2) Note that the main goal of this paper was to propose the nonparametric model ξ-π and demonstrate its superiority in decomposition and fitting.…”
Section: Discussionmentioning
confidence: 99%
“…The limitations and outlook are: (1) ξ-π can be extended with the brain connectivity, the electrophysiology source imaging [67], and the dynamic spectra decomposition [21]. (2) As FOOOF is the most recent, popular, and typical parametric model, it was taken as the main competitor to compare with ξ-π.…”
Section: Discussionmentioning
confidence: 99%
“…The limitations and outlook are: (1) ξ-π can be extended to decomposition with electrophysiology source imaging [50] and to dynamic spectra decomposition by working with the time-varying spectra estimation [11]. (2) As FOOOF is recent, popular, and can be viewed as the most typical parametric model, we consider FOOOF as the main competitor.…”
Section: Discussionmentioning
confidence: 99%
“…A detection of causal interactions in human epilepsy networks requires much more elaborate approaches (see for example Refs. [125,126]). The key point is that we do not aim at detecting a coupling or even estimating a coupling strength.…”
Section: Discussionmentioning
confidence: 99%