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Journal Article

Granger causality revisited

MPS-Authors

Bastos,  André M.
Ernst Strüngmann Institute (ESI) for Neuroscience in Cooperation with Max Planck Society, Max Planck Society;
Fries Lab, Ernst Strüngmann Institute (ESI) for Neuroscience in Cooperation with Max Planck Society, Max Planck Society;

Richter,  Craig
Ernst Strüngmann Institute (ESI) for Neuroscience in Cooperation with Max Planck Society, Max Planck Society;
Fries Lab, Ernst Strüngmann Institute (ESI) for Neuroscience in Cooperation with Max Planck Society, Max Planck Society;

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Citation

Friston, K. J., Bastos, A. M., Oswal, A., van Wijk, B., Richter, C., & Litvak, V. (2014). Granger causality revisited. Neuroimage, 101, 796-808. doi:10.1016/j.neuroimage.2014.06.062.


Cite as: https://hdl.handle.net/11858/00-001M-0000-0024-E342-3
Abstract
This technical paper offers a critical re-evaluation of (spectral) Granger causality measures in the analysis of biological timeseries. Using realistic (neural mass) models of coupled neuronal dynamics, we evaluate the robustness of parametric and nonparametric Granger causality. Starting from a broad class of generative (state-space) models of neuronal dynamics, we show how their Volterra kernels prescribe the second-order statistics of their response to random fluctuations; characterised in terms of cross-spectral density, cross-covariance, autoregressive coefficients and directed transfer functions. These quantities in turn specify Granger causality - providing a direct (analytic) link between the parameters of a generative model and the expected Granger causality. We use this link to show that Granger causality measures based upon autoregressive models can become unreliable when the underlying dynamics is dominated by slow (unstable) modes - as quantified by the principal Lyapunov exponent. However, nonparametric measures based on causal spectral factors are robust to dynamical instability. We then demonstrate how both parametric and nonparametric spectral causality measures can become unreliable in the presence of measurement noise. Finally, we show that this problem can be finessed by deriving spectral causality measures from Volterra kernels, estimated using dynamic causal modelling.