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Neural Comput. 2012 Jul;24(7):1722-39. doi: 10.1162/NECO_a_00291. Epub 2012 Mar 19.

Identification of directed influence: Granger causality, Kullback-Leibler divergence, and complexity.

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National ICT Australia, Canberra Research Laboratory, College of Engineering and Computer Science, Australian National University, Canberra 2601, Australia.


Detecting and characterizing causal interdependencies and couplings between different activated brain areas from functional neuroimage time series measurements of their activity constitutes a significant step toward understanding the process of brain functions. In this letter, we make the simple point that all current statistics used to make inferences about directed influences in functional neuroimage time series are variants of the same underlying quantity. This includes directed transfer entropy, transinformation, Kullback-Leibler formulations, conditional mutual information, and Granger causality. Crucially, in the case of autoregressive modeling, the underlying quantity is the likelihood ratio that compares models with and without directed influences from the past when modeling the influence of one time series on another. This framework is also used to derive the relation between these measures of directed influence and the complexity or the order of directed influence. These results provide a framework for unifying the Kullback-Leibler divergence, Granger causality, and the complexity of directed influence.

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