Robust Model-Free Identification of the Causal Networks Underlying Complex Nonlinear Systems
Guanxue Yang1, Shimin Lei1, Guanxiao Yang2
1School of Electrical and Information Engineering, Jiangsu University, Zhenjiang 212013, China.
Entropy (Basel, Switzerland)
|January 8, 2025
Summary
We introduce a novel model-free framework using Polynomial Conditional Granger Causality (PCGC) and sparse PCGC (SPCGC) to infer direct causal relationships in complex systems from observational data.
Area of Science:
- Network science
- Causal inference
- Dynamical systems
Background:
- Inferring causal networks from observational data is crucial across many scientific fields.
- Existing methods often require specific model assumptions or struggle with complex, nonlinear dynamics.
- Reconstructing accurate network structures, especially direct relationships, remains a significant challenge.
Purpose of the Study:
- To develop a universal and feasible model-free framework for uncovering direct causal relationships in networked systems.
- To introduce novel inference algorithms, Polynomial Conditional Granger Causality (PCGC) and sparse PCGC (SPCGC).
- To effectively distinguish direct interactions from indirect influences in nonlinear dynamical systems.
Main Methods:
- Developed a model-free framework that approximates system dynamics using polynomial functions.
- Introduced PCGC for nonlinear Granger causality analysis to identify direct interactions.
- Utilized Lasso optimization in SPCGC for dimension reduction prior to PCGC analysis.
- Integrated conditional variables to reconcile direct and indirect influences.
Main Results:
- Demonstrated the effectiveness of PCGC and SPCGC in inferring direct causal relationships from nonlinear dynamics.
- Verified the performance of the proposed methods on various classical dynamical systems.
- Showcased the framework's ability to handle complex systems without prior model knowledge.
Conclusions:
- The proposed model-free framework offers a promising approach for network reconstruction from observational data.
- PCGC and SPCGC provide effective tools for identifying direct causal links in systems with unknown models.
- This work offers guidance for data-driven modeling and causal discovery in complex dynamical systems.
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