Exact recovery of Granger causality graphs with unconditional pairwise tests
Why this work is in the frame
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Bibliographic record
Abstract
Abstract We study Granger Causality in the context of wide-sense stationary time series. The focus of the analysis is to understand how the underlying topological structure of the causality graph affects graph recovery by means of the pairwise testing heuristic. Our main theoretical result establishes a sufficient condition (in particular, the graph must satisfy a polytree assumption we refer to as strong causality ) under which the graph can be recovered by means of unconditional and binary pairwise causality testing. Examples from the gene regulatory network literature are provided which establish that graphs which are strongly causal, or very nearly so, can be expected to arise in practice. We implement finite sample heuristics derived from our theory, and use simulation to compare our pairwise testing heuristic against LASSO-based methods. These simulations show that, for graphs which are strongly causal (or small perturbations thereof) the pairwise testing heuristic is able to more accurately recover the underlying graph. We show that the algorithm is scalable to graphs with thousands of nodes, and that, as long as structural assumptions are met, exhibits similar high-dimensional scaling properties as the LASSO. That is, performance degrades slowly while the system size increases and the number of available samples is held fixed. Finally, a proof-of-concept application example shows, by attempting to classify alcoholic individuals using only Granger causality graphs inferred from EEG measurements, that the inferred Granger causality graph topology carries identifiable features.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.002 |
| Science and technology studies | 0.000 | 0.001 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it