Redundant variables and Granger causality

L. Angelini, M. de Tommaso, D. Marinazzo, L. Nitti, M. Pellicoro, and S. Stramaglia
Phys. Rev. E 81, 037201 – Published 5 March 2010

Abstract

We discuss the use of multivariate Granger causality in presence of redundant variables: the application of the standard analysis, in this case, leads to under estimation of causalities. Using the un-normalized version of the causality index, we quantitatively develop the notions of redundancy and synergy in the frame of causality and propose two approaches to group redundant variables: (i) for a given target, the remaining variables are grouped so as to maximize the total causality and (ii) the whole set of variables is partitioned to maximize the sum of the causalities between subsets. We show the application to a real neurological experiment, aiming to a deeper understanding of the physiological basis of abnormal neuronal oscillations in the migraine brain. The outcome by our approach reveals the change in the informational pattern due to repetitive transcranial magnetic stimulations.

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  • Received 28 September 2009

DOI:https://doi.org/10.1103/PhysRevE.81.037201

©2010 American Physical Society

Authors & Affiliations

L. Angelini1,2, M. de Tommaso3, D. Marinazzo4, L. Nitti1,5, M. Pellicoro1,2, and S. Stramaglia1,2

  • 1Istituto Nazionale di Fisica Nucleare, Sezione di Bari, Bari, Italy
  • 2Dipartimento di Fisica, University of Bari, Bari, Italy
  • 3Dipartimento di Scienze Neurologiche e Psichiatriche, University of Bari, Bari, Italy
  • 4Laboratoire de Neurophysique et Physiologie, CNRS UMR 8119, Université Paris Descartes, Paris, France
  • 5Dipartimento di Biochimica Medica, Biologia Medica e Fisica Medica, University of Bari, Bari, Italy

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Vol. 81, Iss. 3 — March 2010

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