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Large-scale nonlinear Granger causality for inferring directed dependence from short multivariate time-series data.

ABSTRACT: A key challenge to gaining insight into complex systems is inferring nonlinear causal directional relations from observational time-series data. Specifically, estimating causal relationships between interacting components in large systems with only short recordings over few temporal observations remains an important, yet unresolved problem. Here, we introduce large-scale nonlinear Granger causality (lsNGC) which facilitates conditional Granger causality between two multivariate time series conditioned on a large number of confounding time series with a small number of observations. By modeling interactions with nonlinear state-space transformations from limited observational data, lsNGC identifies casual relations with no explicit a priori assumptions on functional interdependence between component time series in a computationally efficient manner. Additionally, our method provides a mathematical formulation revealing statistical significance of inferred causal relations. We extensively study the ability of lsNGC in inferring directed relations from two-node to thirty-four node chaotic time-series systems. Our results suggest that lsNGC captures meaningful interactions from limited observational data, where it performs favorably when compared to traditionally used methods. Finally, we demonstrate the applicability of lsNGC to estimating causality in large, real-world systems by inferring directional nonlinear, causal relationships among a large number of relatively short time series acquired from functional Magnetic Resonance Imaging (fMRI) data of the human brain.

SUBMITTER: Wismuller A

PROVIDER: S-EPMC8035412 | biostudies-literature |

REPOSITORIES: biostudies-literature

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Project description:The detection of causal effects among simultaneous observations provides knowledge about the underlying network, and is a topic of interests in many scientific areas. Over the years different causality measures have been developed, each with their own advantages and disadvantages. However, an extensive evaluation study is missing. In this work we consider some of the best-known causality measures i.e., cross-correlation, (conditional) Granger causality index (CGCI), partial directed coherence (PDC), directed transfer function (DTF), and partial mutual information on mixed embedding (PMIME). To correct for noise-related spurious connections, each measure (except PMIME) is tested for statistical significance based on surrogate data. The performance of the causality metrics is evaluated on a set of simulation models with distinct characteristics, to assess how well they work in- as well as outside of their "comfort zone." PDC and DTF perform best on systems with frequency-specific connections, while PMIME is the only one able to detect non-linear interactions. The varying performance depending on the system characteristics warrants the use of multiple measures and comparing their results to avoid errors. Furthermore, lags between coupled variables are inherent to real-world systems and could hold essential information on the network dynamics. They are however often not taken into account and we lack proper tools to estimate them. We propose three new methods for lag estimation in multivariate time series, based on autoregressive modelling and information theory. One of the autoregressive methods and the one based on information theory were able to reliably identify the correct lag value in different simulated systems. However, only the latter was able to maintain its performance in the case of non-linear interactions. As a clinical application, the same methods are also applied on an intracranial recording of an epileptic seizure. The combined knowledge from the causality measures and insights from the simulations, on how these measures perform under different circumstances and when to use which one, allow us to recreate a plausible network of the seizure propagation that supports previous observations of desynchronisation and synchronisation during seizure progression. The lag estimation results show absence of a relationship between connectivity strength and estimated lag values, which contradicts the line of thinking in connectivity shaped by the neuron doctrine.

Project description:BackgroundIt is a crucial task of brain science researches to explore functional connective maps of Biological Neural Networks (BNN). The maps help to deeply study the dominant relationship between the structures of the BNNs and their network functions.ResultsIn this study, the ideas of linear Granger causality modeling and causality identification are extended to those of nonlinear Granger causality modeling and network structure identification. We employed Radial Basis Functions to fit the nonlinear multivariate dynamical responses of BNNs with neuronal pulse firing. By introducing the contributions from presynaptic neurons and detecting whether the predictions for postsynaptic neurons' pulse firing signals are improved or not, we can reveal the information flows distribution of BNNs. Thus, the functional connections from presynaptic neurons can be identified from the obtained network information flows. To verify the effectiveness of the proposed method, the Nonlinear Granger Causality Identification Method (NGCIM) is applied to the network structure discovery processes of Spiking Neural Networks (SNN). SNN is a simulation model based on an Integrate-and-Fire mechanism. By network simulations, the multi-channel neuronal pulse sequence data of the SNNs can be used to reversely identify the synaptic connections and strengths of the SNNs.ConclusionsThe identification results show: for 2-6 nodes small-scale neural networks, 20 nodes medium-scale neural networks, and 100 nodes large-scale neural networks, the identification accuracy of NGCIM with the Gaussian kernel function was 100%, 99.64%, 98.64%, 98.37%, 98.31%, 84.87% and 80.56%, respectively. The identification accuracies were significantly higher than those of a traditional Linear Granger Causality Identification Method with the same network sizes. Thus, with an accumulation of the data obtained by the existing measurement methods, such as Electroencephalography, functional Magnetic Resonance Imaging, and Multi-Electrode Array, the NGCIM can be a promising network modeling method to infer the functional connective maps of BNNs.

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Large-scale nonlinear Granger causality for inferring directed dependence from short multivariate time-series data.

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