Dissecting Spectral Granger Causality through Partial Information Decomposition

TL;DR

This paper introduces Partial Decomposition of Granger Causality (PDGC), a novel method that dissects multivariate causal interactions into unique, redundant, and synergistic components using partial information decomposition, enhancing understanding of complex physiological networks.

Contribution

The work presents a new spectral GC framework that incorporates partial information decomposition to analyze high-order causal interactions in multivariate time series.

Findings

Revealed new modes of physiological interaction related to autonomic dysfunction.

Demonstrated the effectiveness of spectral PDGC in physiological networks.

Identified distinctive patterns of sympathetic control in cardiovascular and cerebrovascular oscillations.

Abstract

Granger causality (GC), a popular statistical method for the inference of directional influences between time series measured from a complex network, is sensitive to high-order (non-pairwise) interactions which fundamentally shape the collective network dynamics. This work introduces Partial Decomposition of Granger Causality (PDGC), a tool eliciting redundant and synergistic causal interactions in the pattern of information flow between the subsystems of physiological networks. The tool exploits the framework of partial information decomposition to dissect the multivariate GC from a set of driver random processes to a target process into unique effects carried exclusively by each driver, redundant effects carried identically by more drivers, and synergistic effects carried jointly by some drivers but not by any of them individually. Computation is based on multivariate state-space models expanded in the frequency domain to assess PDGC both in specific bands of physiological interest and in the time domain after whole-band integration. The spectral PDGC was tested in physiological networks probed by measuring the variability series of arterial pressure, heart period, respiration and cerebral blood velocity in patients prone to neurally-mediated syncope compared to healthy controls. This application revealed unprecedented modes of physiological interaction, related to the sympathetic control of low-frequency cardiovascular and cerebrovascular oscillations, characterizing distinctive patterns of autonomic dysfunction. The extraction of high-order causality patterns from the spectral GC favors dissecting the mechanisms of causal influence underlying multivariate interactions among oscillatory processes in many data-driven applications of network science.