title: Analysis of sampling artifacts on the Granger causality analysis for topology extraction of neuronal dynamics.
abstract: Granger causality (GC) is a powerful method for causal inference for time series. In general, the GC value is computed using discrete time series sampled from continuous-time processes with a certain sampling interval length τ, i.e., the GC value is a function of τ. Using the GC analysis for the topology extraction of the simplest integrate-and-fire neuronal network of two neurons, we discuss behaviors of the GC value as a function of τ, which exhibits (i) oscillations, often vanishing at certain finite sampling interval lengths, (ii) the GC vanishes linearly as one uses finer and finer sampling. We show that these sampling effects can occur in both linear and non-linear dynamics: the GC value may vanish in the presence of true causal influence or become non-zero in the absence of causal influence. Without properly taking this issue into account, GC analysis may produce unreliable conclusions about causal influence when applied to empirical data. These sampling artifacts on the GC value greatly complicate the reliability of causal inference using the GC analysis, in general, and the validity of topology reconstruction for networks, in particular. We use idealized linear models to illustrate possible mechanisms underlying these phenomena and to gain insight into the general spectral structures that give rise to these sampling effects. Finally, we present an approach to circumvent these sampling artifacts to obtain reliable GC values.
authors.affiliation: Department of Mathematics, MOE-LSC, and Institute of Natural Sciences, Shanghai Jiao Tong University Shanghai, China.
authors.forename: Douglas
authors.initials: D
authors.lastname: Zhou
authors.affiliation: Department of Mathematics, MOE-LSC, and Institute of Natural Sciences, Shanghai Jiao Tong University Shanghai, China.
authors.forename: Yaoyu
authors.initials: Y
authors.lastname: Zhang
authors.affiliation: Department of Mathematics, MOE-LSC, and Institute of Natural Sciences, Shanghai Jiao Tong University Shanghai, China.
authors.forename: Yanyang
authors.initials: Y
authors.lastname: Xiao
authors.affiliation: Department of Mathematics, MOE-LSC, and Institute of Natural Sciences, Shanghai Jiao Tong University Shanghai, China ; Courant Institute of Mathematical Sciences and Center for Neural Science, New York University New York, NY, USA ; NYUAD Institute, New York University Abu Dhabi Abu Dhabi, UAE.
authors.forename: David
authors.initials: D
authors.lastname: Cai
keywords: Granger causality; causal inference; neuronal dynamics; reliability; sampling rate; topology extraction