Publicaties
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Causality in the sciences Vrije Universiteit Brussel
There is a need for integrated thinking about causality, probability and mechanisms in scientific methodology. Causality and probability are long-established central concepts in the sciences, with a corresponding philosophical literature examining their problems. On the other hand, the philosophical literature examining mechanisms is not long-established, and there is no clear idea of how mechanisms relate to causality and probability. But we ...
Evaluation of directed causality measures and lag estimations in multivariate time-series Universiteit Gent
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 ...
Measuring and Testing Granger Causality over the Spectrum: An application to European Production Expectation Surveys Vrije Universiteit Brussel
Decomposing Granger causality over the spectrum allows to disentangle potentially
di®erent Granger causality relationships over di®erent frequencies. This may yield new
and complementary insights compared to traditional versions of Granger causality. In
this paper, we compare two existing approaches in the frequency domain, proposed
originally by Pierce (1979) and Geweke (1982), and introduce a new testing procedure
for ...
di®erent Granger causality relationships over di®erent frequencies. This may yield new
and complementary insights compared to traditional versions of Granger causality. In
this paper, we compare two existing approaches in the frequency domain, proposed
originally by Pierce (1979) and Geweke (1982), and introduce a new testing procedure
for ...
Extending the spectral decomposition of Granger causality to include instantaneous influences : application to the control mechanisms of heart rate variability Universiteit Gent
Assessing Granger causality (GC) intended as the influence, in terms of reduction of variance of surprise, that a driver variable exerts on a given target, requires a suitable treatment of ‘instantaneous’ effects, i.e. influences due to interactions whose time scale is much faster than the time resolution of the measurements, due to unobserved confounders or insufficient sampling rate that cannot be increased because the mechanism of generation ...
Causality and Causal Modelling in the Social Sciences. Measuring Variations Vrije Universiteit Brussel
The anti-causal prophecies of last century have been disproved. Causality is neither a 'relic of a bygone' nor 'another fetish of modern science'; it still occupies a large part of the current debate in philosophy and the sciences.
This investigation into causal modelling presents the rationale of causality, i.e. the notion that guides causal reasoning in causal modelling. It is argued that causal models are regimented by a rationale of ...
This investigation into causal modelling presents the rationale of causality, i.e. the notion that guides causal reasoning in causal modelling. It is argued that causal models are regimented by a rationale of ...
Quantum causality constraints on kappa-Minkowski space-time Universiteit Hasselt
The kappa-Minkoswki space-time provides a (quantum) noncommutative deformation of the usual Minkowski space-time. However, a notion of causality is difficult to be defined in such a space with noncommutative time. In this paper, we define a notion of causality on a (1 + 1)-dimensional kappa-Minkoswki space-time using the more general framework of Lorentzian noncommutative geometry. We show that this notion allows specific causal relations, but ...
On the interpretability and computational reliability of frequency-domain Granger causality Universiteit Gent
This Correspondence article is a comment which directly relates to the paper “A study of problems encountered in Granger causality analysis from a neuroscience perspective” (Stokes and Purdon, 2017). We agree that interpretation issues of Granger causality (GC) in neuroscience exist, partially due to the historically unfortunate use of the name “causality”, as described in previous literature. On the other hand, we think that Stokes and Purdon ...
Multiscale Granger causality analysis by à trous wavelet transform Universiteit Gent
Since interactions in neural systems occur across multiple temporal scales, it is likely that information flow will exhibit a multiscale structure, thus requiring a multiscale generalization of classical temporal precedence causality analysis like Granger's approach. However, the computation of multiscale measures of information dynamics is complicated by theoretical and practical issues such as filtering and undersampling: to overcome these ...
Caution against examining the role of reverse causality in Mendelian Randomization Universiteit Gent
Recently, Mendelian Randomization (MR) has gained in popularity as a concept to assess the causal relationship between phenotypes in genetic association studies. An extension of standard MR methodology, the MR Steiger approach, has recently been developed to infer the causal direction between two phenotypes in prospective studies. Through simulation studies, we examined and quantified the ability of the MR Steiger approach to determine the ...