Abstract

We analyze, by means of Granger causality (GC), the effect of synergy and redundancy in the inference (from time series data) of the information flow between subsystems of a complex network. While we show that fully conditioned GC (CGC) is not affected by synergy, the pairwise analysis fails to prove synergetic effects. In cases when the number of samples is low, thus making the fully conditioned approach unfeasible, we show that partially conditioned GC (PCGC) is an effective approach if the set of conditioning variables is properly chosen. Here we consider two different strategies (based either on informational content for the candidate driver or on selecting the variables with highest pairwise influences) for PCGC and show that, depending on the data structure, either one or the other might be equally valid. On the other hand, we observe that fully conditioned approaches do not work well in the presence of redundancy, thus suggesting the strategy of separating the pairwise links in two subsets: those corresponding to indirect connections of the CGC (which should thus be excluded) and links that can be ascribed to redundancy effects and, together with the results from the fully connected approach, provide a better description of the causality pattern in the presence of redundancy. Finally we apply these methods to two different real datasets. First, analyzing electrophysiological data from an epileptic brain, we show that synergetic effects are dominant just before seizure occurrences. Second, our analysis applied to gene expression time series from HeLa culture shows that the underlying regulatory networks are characterized by both redundancy and synergy.

Highlights

  • Living organisms can be modeled as an ensemble of complex physiological systems, each with its own regulatory mechanism and all continuously interacting between them [1]

  • The purpose of this paper is to provide evidence that in addition to the problem related to indirect influence, PWGC shows another relevant pitfall: it fails to detect synergetic effects in the information flow, in other words it does not account for the presence of subsets of variables that provide some information about the future of a given target only when all the variables are used in the regression model

  • Concerning synergy, we have shown that the search for synergetic contributions in the information flow is equivalent to the search for suppressors, i.e. variables that improve the predictive validity of another variable

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Summary

INSIGHTS INTO GRANGER CAUSALITY

Granger causality is a powerful and widespread data-driven approach to determine whether and how two time series exert direct dynamical influences on each other [39]. A convenient nonlinear generalization of GC has been implemented in [40], exploiting the kernel trick, which makes computation of dot products in high-dimensional feature spaces possible using simple functions (kernels) defined on pairs of input patterns. In [40] the idea is still to perform linear Granger causality, but in a space defined by the nonlinear features of the data This projection is conveniently and implicitly performed through kernel functions [42] and a statistical procedure is used to avoid over-fitting. We provide some typical examples to remark possible problems that pairwise and fully conditioned analysis may encounter

Indirect GC among measured variables
Redundancy due to a hidden source
Synergetic contributions
Redundancy due to synchronization
SYNERGETIC EFFECTS IN THE EPILEPTIC BRAIN
The matrix
Let us now consider the matrix m
Findings
CONCLUSIONS
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