A model-free causality measure based on multi-variate delay embedding
We propose a geometric model-free causality measure based on multivariate delay embedding that can efficiently detect linear and nonlinear causal interactions between time series with no prior information. We then exploit the proposed causal interaction measure in real MEG data analysis. The results are used to construct effective connectivity maps of brain activity to decode different categories of visual stimuli. Moreover, we discovered that the MEG-based effective connectivity maps as a response to structured images exhibit more geometric patterns, as disclosed by analyzing the evolution of toplogical structures of the underlying networks using persistent homology. Extensive simulation and experimental result have been carried out to substantiate the capabilities of the proposed approach.