Robust inference of causality in high-dimensional dynamical processes from the Information Imbalance of distance ranks

• Published in: Proceedings of the National Academy of Sciences - PNAS Vol. 121; no. 19; p. e2317256121
• Main Authors: Del Tatto, Vittorio, Fortunato, Gianfranco, Bueti, Domenica, Laio, Alessandro
• Format: Journal Article
• Language: English
• Published: United States National Academy of Sciences 07.05.2024
• Subjects: Connectors; Couplings; Distance; Dynamical systems; EEG; Statistical analysis; Statistical tests; time series analysis; dynamical systems; causality

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a statistical test capable of inferring the relative information conte...