Dissecting Spectral Granger Causality through Partial Information Decomposition

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 validation on benchmark simulations demonstrates that the measures of unique, redundant, and synergistic GC reflect the underlying causal mechanisms and are computationally reliable. The application to arterial pressure, respiration, cerebral blood velocity and heart period variability reveals striking differences in the response to postural stress of patients prone to neurally-mediated syncope compared to healthy controls. 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.