FCCA:一种基于图结构信息和条件因果检验构建因果网络的新方法

Jiachen Liu, Junhui Gao
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摘要

配对格兰杰因果检验是一种检测图中两个节点之间因果连通性的检验方法,自1969年由经济学家格兰杰提出以来,已被广泛应用于各个领域。然而,两两格兰杰因果检验的缺点是产生假阳性的因果关系,这是通过第三个节点介导的两个节点之间的间接因果影响。1984年,Geweke提出了条件格兰杰因果关系模型,该模型能够消除假阳性因果连通性,准确识别高维数据集中两个节点之间的因果关系。用Matlab软件工具GCCA实现了条件因果关系的计算。对于给定的网络,GCCA找出所有的三角因果关系(X~Y, Y~Z, X~Z),并计算所有三个节点之间的因果关系。然而,没有必要在所有的三个节点组合中进行计算,因为任何给定的两个节点之间可能没有显著的因果联系。此外,条件格兰杰因果关系的完整计算可能很慢。在这里,我们提出了一个新的测试,称为快速因果连通性分析(FCCA)作为一个快速和近似的检验因果连通性。我们使用时间序列fMRI数据集比较了GCCA和FCCA的性能,结果表明FCCA具有可接受的精度和理论上更快的运行时间。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
FCCA: A New Method of Constructing Causality Network Based on Graph Structure Information and Conditional Causality Test
Pairwise granger causality test, which detects the causal connectivity between two nodes in a graph, has been widely used in various fields since it was proposed by economist Granger in 1969. However, pairwise granger causality test has the drawback of generating false positive causality, which is an indirect causal influence between two nodes mediated through a third node. In 1984, Geweke proposed the conditional Granger causality model, which enabled the model to eliminate false positive causal connectivity and accurately identify the causal relationships between two nodes in a high-dimensional dataset. The Matlab software tool GCCA realizes the calculation of conditional causality. For a given network, GCCA finds out all the triangular causal relationships (X~Y, Y~Z, X~Z) and calculates the causality among all three nodes. However, it is not necessary to calculate among all the three-node combinations as there may not be significant causal connectivity between any given two nodes. In additional, the full calculation of conditional granger causality could be slow. Here, we proposed a new test named Fast Causal Connectivity Analysis (FCCA) as a fast and approximative test for causal connectivity. We compared the performance of GCCA and FCCA using a time series fMRI dataset and showed that FCCA has acceptable accuracy and theoretically faster run time.
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