scholarly journals Causal coupling inference from multivariate time series based on ordinal partition transition networks

Author(s):  
Narayan Puthanmadam Subramaniyam ◽  
Reik V. Donner ◽  
Davide Caron ◽  
Gabriella Panuccio ◽  
Jari Hyttinen

AbstractIdentifying causal relationships is a challenging yet crucial problem in many fields of science like epidemiology, climatology, ecology, genomics, economics and neuroscience, to mention only a few. Recent studies have demonstrated that ordinal partition transition networks (OPTNs) allow inferring the coupling direction between two dynamical systems. In this work, we generalize this concept to the study of the interactions among multiple dynamical systems and we propose a new method to detect causality in multivariate observational data. By applying this method to numerical simulations of coupled linear stochastic processes as well as two examples of interacting nonlinear dynamical systems (coupled Lorenz systems and a network of neural mass models), we demonstrate that our approach can reliably identify the direction of interactions and the associated coupling delays. Finally, we study real-world observational microelectrode array electrophysiology data from rodent brain slices to identify the causal coupling structures underlying epileptiform activity. Our results, both from simulations and real-world data, suggest that OPTNs can provide a complementary and robust approach to infer causal effect networks from multivariate observational data.

2021 ◽  
Vol 4 ◽  
Author(s):  
Bradley Butcher ◽  
Vincent S. Huang ◽  
Christopher Robinson ◽  
Jeremy Reffin ◽  
Sema K. Sgaier ◽  
...  

Developing data-driven solutions that address real-world problems requires understanding of these problems’ causes and how their interaction affects the outcome–often with only observational data. Causal Bayesian Networks (BN) have been proposed as a powerful method for discovering and representing the causal relationships from observational data as a Directed Acyclic Graph (DAG). BNs could be especially useful for research in global health in Lower and Middle Income Countries, where there is an increasing abundance of observational data that could be harnessed for policy making, program evaluation, and intervention design. However, BNs have not been widely adopted by global health professionals, and in real-world applications, confidence in the results of BNs generally remains inadequate. This is partially due to the inability to validate against some ground truth, as the true DAG is not available. This is especially problematic if a learned DAG conflicts with pre-existing domain doctrine. Here we conceptualize and demonstrate an idea of a “Causal Datasheet” that could approximate and document BN performance expectations for a given dataset, aiming to provide confidence and sample size requirements to practitioners. To generate results for such a Causal Datasheet, a tool was developed which can generate synthetic Bayesian networks and their associated synthetic datasets to mimic real-world datasets. The results given by well-known structure learning algorithms and a novel implementation of the OrderMCMC method using the Quotient Normalized Maximum Likelihood score were recorded. These results were used to populate the Causal Datasheet, and recommendations could be made dependent on whether expected performance met user-defined thresholds. We present our experience in the creation of Causal Datasheets to aid analysis decisions at different stages of the research process. First, one was deployed to help determine the appropriate sample size of a planned study of sexual and reproductive health in Madhya Pradesh, India. Second, a datasheet was created to estimate the performance of an existing maternal health survey we conducted in Uttar Pradesh, India. Third, we validated generated performance estimates and investigated current limitations on the well-known ALARM dataset. Our experience demonstrates the utility of the Causal Datasheet, which can help global health practitioners gain more confidence when applying BNs.


2021 ◽  
Vol 6 (Suppl 2) ◽  
pp. e003540
Author(s):  
Caitlin Dodd ◽  
Nick Andrews ◽  
Helen Petousis-Harris ◽  
Miriam Sturkenboom ◽  
Saad B Omer ◽  
...  

While vaccines are rigorously tested for safety and efficacy in clinical trials, these trials do not include enough subjects to detect rare adverse events, and they generally exclude special populations such as pregnant women. It is therefore necessary to conduct postmarketing vaccine safety assessments using observational data sources. The study of rare events has been enabled in through large linked databases and distributed data networks, in combination with development of case-centred methods. Distributed data networks necessitate common protocols, definitions, data models and analytics and the processes of developing and employing these tools are rapidly evolving. Assessment of vaccine safety in pregnancy is complicated by physiological changes, the challenges of mother-child linkage and the need for long-term infant follow-up. Potential sources of bias including differential access to and utilisation of antenatal care, immortal time bias, seasonal timing of pregnancy and unmeasured determinants of pregnancy outcomes have yet to be fully explored. Available tools for assessment of evidence generated in postmarketing studies may downgrade evidence from observational data and prioritise evidence from randomised controlled trials. However, real-world evidence based on real-world data is increasingly being used for safety assessments, and new tools for evaluating real-world evidence have been developed. The future of vaccine safety surveillance, particularly for rare events and in special populations, comprises the use of big data in single countries as well as in collaborative networks. This move towards the use of real-world data requires continued development of methodologies to generate and assess real world evidence.


Author(s):  
Akane Iseki ◽  
Yusuke Mukuta ◽  
Yoshitaka Ushiku ◽  
Tatsuya Harada

Many real-world systems involve interacting time series. The ability to detect causal dependencies between system components from observed time series of their outputs is essential for understanding system behavior. The quantification of causal influences between time series is based on the definition of some causality measure. Partial Canonical Correlation Analysis (Partial CCA) and its extensions are examples of methods used for robustly estimating the causal relationships between two multidimensional time series even when the time series are short. These methods assume that the input data are complete and have no missing values. However, real-world data often contain missing values. It is therefore crucial to estimate the causality measure robustly even when the input time series is incomplete. Treating this problem as a semi-supervised learning problem, we propose a novel semi-supervised extension of probabilistic Partial CCA called semi-Bayesian Partial CCA. Our method exploits the information in samples with missing values to prevent the overfitting of parameter estimation even when there are few complete samples. Experiments based on synthesized and real data demonstrate the ability of the proposed method to estimate causal relationships more correctly than existing methods when the data contain missing values, the dimensionality is large, and the number of samples is small.


2010 ◽  
Vol 1 (1) ◽  
pp. 78-84 ◽  
Author(s):  
Mamta Rani ◽  
Sanjeev Kumar Prasad

Mandelbrot, in 1975, coined the term fractal and included Cantor set as a classical example of fractals. The Cantor set has wide applications in real world problems from strange attractors of nonlinear dynamical systems to the distribution of galaxies in the universe (Schroder, 1990). In this article, we obtain superior Cantor sets and present them graphically by superior devil’s staircases. Further, based on their method of generation, we put them into two categories.


2015 ◽  
Vol 3 (2) ◽  
pp. 177-187 ◽  
Author(s):  
Susan Gruber

AbstractResearch by the Observational Medical Outcomes Partnership (OMOP) has focused on developing and evaluating strategies to exploit observational electronic data to improve post-market prescription drug surveillance. A data simulator known as OSIM2 developed by the OMOP statistical methods group has been used as a testbed for evaluating and comparing different estimation procedures for detecting adverse drug-related events from data similar to that found in electronic insurance claims data. The simulation scheme produces a longitudinal dataset with millions of observations designed to closely match marginal distributions of important covariates in a known dataset. In this paper we provide a non-parametric structural equation model for the data generating process and construct the associated directed acyclic graph (DAG) depicting the causal structure. These representations reveal key differences between simulated and real-world data, including a departure from longitudinal causal relationships, absence of (presumed) sources of bias and time ordering of covariates that conflicts with reality. The DAG also reveals the presence of unmeasured baseline confounding of the causal effect of a drug on a subsequent medical condition. Conclusions naively drawn from this simulation study could mislead an investigator trying to gain insight into estimator performance on real data. Applying causal inference tools allows us to draw more informed conclusions and suggests modifications to the simulation scheme that would more closely align simulated and real-world data.


2016 ◽  
Vol 22 ◽  
pp. 219
Author(s):  
Roberto Salvatori ◽  
Olga Gambetti ◽  
Whitney Woodmansee ◽  
David Cox ◽  
Beloo Mirakhur ◽  
...  

VASA ◽  
2019 ◽  
Vol 48 (2) ◽  
pp. 134-147 ◽  
Author(s):  
Mirko Hirschl ◽  
Michael Kundi

Abstract. Background: In randomized controlled trials (RCTs) direct acting oral anticoagulants (DOACs) showed a superior risk-benefit profile in comparison to vitamin K antagonists (VKAs) for patients with nonvalvular atrial fibrillation. Patients enrolled in such studies do not necessarily reflect the whole target population treated in real-world practice. Materials and methods: By a systematic literature search, 88 studies including 3,351,628 patients providing over 2.9 million patient-years of follow-up were identified. Hazard ratios and event-rates for the main efficacy and safety outcomes were extracted and the results for DOACs and VKAs combined by network meta-analysis. In addition, meta-regression was performed to identify factors responsible for heterogeneity across studies. Results: For stroke and systemic embolism as well as for major bleeding and intracranial bleeding real-world studies gave virtually the same result as RCTs with higher efficacy and lower major bleeding risk (for dabigatran and apixaban) and lower risk of intracranial bleeding (all DOACs) compared to VKAs. Results for gastrointestinal bleeding were consistently better for DOACs and hazard ratios of myocardial infarction were significantly lower in real-world for dabigatran and apixaban compared to RCTs. By a ranking analysis we found that apixaban is the safest anticoagulant drug, while rivaroxaban closely followed by dabigatran are the most efficacious. Risk of bias and heterogeneity was assessed and had little impact on the overall results. Analysis of effect modification could guide the clinical decision as no single DOAC was superior/inferior to the others under all conditions. Conclusions: DOACs were at least as efficacious as VKAs. In terms of safety endpoints, DOACs performed better under real-world conditions than in RCTs. The current real-world data showed that differences in efficacy and safety, despite generally low event rates, exist between DOACs. Knowledge about these differences in performance can contribute to a more personalized medicine.


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