Abstract

When evaluating causal influence from one time series to another in a multivariate data set it is necessary to take into account the conditioning effect of the other variables. In the presence of many variables and possibly of a reduced number of samples, full conditioning can lead to computational and numerical problems. In this paper, we address the problem of partial conditioning to a limited subset of variables, in the framework of information theory. The proposed approach is tested on simulated data sets and on an example of intracranial EEG recording from an epileptic subject. We show that, in many instances, conditioning on a small number of variables, chosen as the most informative ones for the driver node, leads to results very close to those obtained with a fully multivariate analysis and even better in the presence of a small number of samples. This is particularly relevant when the pattern of causalities is sparse.

Autore Pugliese

• Stramaglia Sebastiano

Tutti gli autori

• STRAMAGLIA S.

Titolo volume/Rivista

Non Disponibile

Anno di pubblicazione

2012

ISSN

1748-670X

ISBN

Non Disponibile

Numero di citazioni Wos

27

Ultimo Aggiornamento Citazioni

Non Disponibile

Numero di citazioni Scopus

37

Ultimo Aggiornamento Citazioni

Non Disponibile

Settori ERC

Non Disponibile

Codici ASJC

Non Disponibile