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Bayesian inference of causal relations between dynamical systems

Author

Listed:
  • Benkő, Zsigmond
  • Zlatniczki, Ádám
  • Stippinger, Marcell
  • Fabó, Dániel
  • Sólyom, András
  • Erőss, Loránd
  • Telcs, András
  • Somogyvári, Zoltán

Abstract

From ancient philosophers to modern economists, biologists, and other researchers, there has been a continuous effort to unveil causal relations. The most formidable challenge lies in deducing the nature of the causal relationship: whether it is unidirectional, bidirectional, or merely apparent — implied by an unobserved common cause.

Suggested Citation

  • Benkő, Zsigmond & Zlatniczki, Ádám & Stippinger, Marcell & Fabó, Dániel & Sólyom, András & Erőss, Loránd & Telcs, András & Somogyvári, Zoltán, 2024. "Bayesian inference of causal relations between dynamical systems," Chaos, Solitons & Fractals, Elsevier, vol. 185(C).
    • Handle: RePEc:eee:chsofr:v:185:y:2024:i:c:s0960077924006945
    DOI: 10.1016/j.chaos.2024.115142
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    References listed on IDEAS

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    1. Stippinger, Marcell & Varga, Bálint & Benkő, Zsigmond & Fabó, Dániel & Erőss, Loránd & Somogyvári, Zoltán & Telcs, András, 2023. "CCDH: Complexity based Causal Discovery of Hidden common cause in time series," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
    2. Jenish, Nazgul & Prucha, Ingmar R., 2009. "Central limit theorems and uniform laws of large numbers for arrays of random fields," Journal of Econometrics, Elsevier, vol. 150(1), pages 86-98, May.
    3. P. Campadelli & E. Casiraghi & C. Ceruti & A. Rozza, 2015. "Intrinsic Dimension Estimation: Relevant Techniques and a Benchmark Framework," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-21, October.
    4. Bradley, Richard C., 1981. "Central limit theorems under weak dependence," Journal of Multivariate Analysis, Elsevier, vol. 11(1), pages 1-16, March.
    5. Satohiro Tajima & Toru Yanagawa & Naotaka Fujii & Taro Toyoizumi, 2015. "Untangling Brain-Wide Dynamics in Consciousness by Cross-Embedding," PLOS Computational Biology, Public Library of Science, vol. 11(11), pages 1-28, November.
    6. Marcell Stippinger & Attila Bencze & Ádám Zlatniczki & Zoltán Somogyvári & András Telcs, 2023. "Causal Discovery of Stochastic Dynamical Systems: A Markov Chain Approach," Mathematics, MDPI, vol. 11(4), pages 1-21, February.
    7. Shao, Yongzhao & Zhou, Ming, 2010. "A characterization of multivariate normality through univariate projections," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2637-2640, November.
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