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We propose a method of analysis of dynamical networks based on a recent measure of Granger causality between time series, based on kernel methods. The generalization of kernel-Granger causality to the multivariate case, here presented, shares the following features with the bivariate measures: (i) the nonlinearity of the regression model can be controlled… (More)

- Nicola Ancona, Daniele Marinazzo, Sebastiano Stramaglia
- Physical review. E, Statistical, nonlinear, and…
- 2004

We consider an extension of Granger causality to nonlinear bivariate time series. In this frame, if the prediction error of the first time series is reduced by including measurements from the second time series, then the second time series is said to have a causal influence on the first one. Not all the nonlinear prediction schemes are suitable to evaluate… (More)

Important information on the structure of complex systems can be obtained by measuring to what extent the individual components exchange information among each other. The linear Granger approach, to detect cause-effect relationships between time series, has emerged in recent years as a leading statistical technique to accomplish this task. Here we… (More)

- S Stramaglia, Guo-Rong Wu, M Pellicoro, D Marinazzo
- Physical review. E, Statistical, nonlinear, and…
- 2012

We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion are associated to the informational circuits present in the system, with an informational character which can be… (More)

- L Angelini, D Marinazzo, M Pellicoro, S Stramaglia
- 2008

We show that modularity, a quantity introduced in the study of networked systems, can be generalized and used in the clustering problem as an indicator for the quality of the solution. The introduction of this measure arises very naturally in the case of clustering algorithms that are rooted in Statistical Mechanics and use the analogy with a physical… (More)

We discuss the use of multivariate Granger causality in presence of redundant variables: the application of the standard analysis, in this case, leads to under estimation of causalities. Using the un-normalized version of the causality index, we quantitatively develop the notions of redundancy and synergy in the frame of causality and propose two approaches… (More)

Recovering directed pathways of information transfer between brain areas is an important issue in neuroscience and helps to shed light on the brain function in several physiological and cognitive states. Granger causality (GC) analysis is a valuable tool to detect directed dynamical connectivity, and it is being increasingly used. Unfortunately, this… (More)

We describe the multiresolution wavelet analysis of blood pressure waves in vasovagal syncope-affected patients compared with those in healthy people, using Haar and Gaussian bases. A comparison between scale-dependent and scale-independent measures discriminating the two classes of subjects is made. What emerges is a sort of equivalence between these two… (More)

- L Angelini, M de Tommaso, M Guido, K Hu, P Ch Ivanov, D Marinazzo +5 others
- Physical review letters
- 2004

We investigate phase synchronization in EEG recordings from migraine patients. We use the analytic signal technique, based on the Hilbert transform, and find that migraine brains are characterized by enhanced alpha band phase synchronization in the presence of visual stimuli. Our findings show that migraine patients have an overactive regulatory mechanism… (More)

- Marina de Tommaso, Anna Ambrosini, Filippo Brighina, Gianluca Coppola, Armando Perrotta, Francesco Pierelli +5 others
- Nature reviews. Neurology
- 2014

Migraine is a cyclic disorder, in which functional and morphological brain changes fluctuate over time, culminating periodically in an attack. In the migrainous brain, temporal processing of external stimuli and sequential recruitment of neuronal networks are often dysfunctional. These changes reflect complex CNS dysfunction patterns. Assessment of… (More)