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Synergy and redundancy in the Granger causal analysis of ...
Sebastiano Stramaglia, Jesus M. Cortes, Daniele Marinazzo · 2014-03-20 · via cs.IT updates on arXiv.org

We analyze by means of Granger causality the effect of synergy and redundancy in the inference (from time series data) of the information flow between subsystems of a complex network. Whilst we show that fully conditioned Granger causality is not affected by synergy, the pairwise analysis fails to put in evidence synergetic effects. In cases when the number of samples is low, thus making the fully conditioned approach unfeasible, we show that partially conditioned Granger causality is an effective approach if the set of conditioning variables is properly chosen. We consider here two different strategies (based either on informational content for the candidate driver or on selecting the variables with highest pairwise influences) for partially conditioned Granger causality and show that depending on the data structure either one or the other might be valid. On the other hand, we observe that fully conditioned approaches do not work well in presence of redundancy, thus suggesting the strategy of separating the pairwise links in two subsets: those corresponding to indirect connections of the fully conditioned Granger causality (which should thus be excluded) and links that can be ascribed to redundancy effects and, together with the results from the fully connected approach, provide a better description of the causality pattern in presence of redundancy. We finally apply these methods to two different real datasets. First, analyzing electrophysiological data from an epileptic brain, we show that synergetic effects are dominant just before seizure occurrences. Second, our analysis applied to gene expression time series from HeLa culture shows that the underlying regulatory networks are characterized by both redundancy and synergy.