Bran Connectivity & Machine Learning

2nd Stramaglia talk

Dr Sebastiano Stramaglia
University of Bari, Italy
Redundant variables and Granger causality
Wed May 4, 2011. 5.30pm
An important notion in information theory is the redundancy in a group of variables, usually formalized as a generalization of the mutual information. The application of multivariate Granger causality, in presence of redundant variables, leads to under-estimation of causalities. The notions of redundancy and synergy can be developed in the frame of causality, and their evaluation can reveal the informational character of a system. Some approaches to group redundant time series in the frame of causality will be described.

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