It is a challenging research endeavor to infer causal relationships in multivariate observational time-series. Such data may be represented by graphs, where nodes represent time-series, and edges directed causal influence scores between them. If the number of nodes exceeds the number of temporal observations, conventional methods, such as standard Granger causality, are of limited value, because estimating free parameters of time-series predictors lead to underdetermined problems. A typical example for this situation is functional Magnetic Resonance Imaging (fMRI), where the number of nodal observations is large, usually ranging from $10^2$ to $10^5$ time-series, while the number of temporal observations is low, usually less than $10^3$. Hence, innovative approaches are required to address the challenges arising from such data sets. Recently, we have proposed the large-scale Extended Granger Causality (lsXGC) algorithm, which is based on augmenting a dimensionality-reduced representation of the system's state-space by supplementing data from the conditional source time-series taken from the original input space. Here, we apply lsXGC on synthetic fMRI data with known ground truth and compare its performance to state-of-the-art methods by leveraging the benefits of information-theoretic approaches. Our results suggest that the proposed lsXGC method significantly outperforms existing methods, both in diagnostic accuracy with Area Under the Receiver Operating Characteristic (AUROC = $0.849$ vs.~$[0.727, 0.762]$ for competing methods, $p<\!10^{-8}$), and computation time ($3.4$ sec vs.~[$9.7$, $4.8 \times 10^3$] sec for competing methods) benchmarks, demonstrating the potential of lsXGC for analyzing large-scale networks in neuroimaging studies of the human brain.
翻译:这是一个具有挑战性的研究努力,可以推断多变观察时间序列中的因果关系。这些数据可以用图表来表示,节点代表时间序列,而边缘则代表因果影响分数。如果节点的数量超过时间观察的数量,则常规方法,如标准Granger因果关系值,价值有限,因为估计时间序列预测值的自由参数会导致不确定的问题。这种情形的一个典型例子是功能性磁共振反应成像(fMRI),节点观测的数量很大,通常从10美2美元到10美5美元的时间序列,而时间序列则较低。因此,如果节点的数量超过时间观察的数量,通常少于10美3美元。因此,需要采用创新的方法来应对这类数据集带来的挑战。最近,我们提出了大规模扩大Granger Causality(lsXGC)算法,其基础是增强以美元为单位的深度,降值为10美分的脑-空间,通过补充从原始输入空间中提取的固定来源时间序列的数据,通常为10美 美元 美元 美元 。在这里,我们应用ISS 的计算方法来大幅评估目前运行方法。