Relation to Granger-Schreiber temporal causality and tMIIC benchmarking against PC and PCMCI+.
a, The signature of Granger-Schreiber temporal causality is a vanishing Transfer Entropy, i.e. TY→X= I(Xt; Xt′<t∣ Xt′<t) = 0 (Methods). In the time-unfolded causal network framework, it implies i) the absence of (dashed) edge between Xt and any Yt′, with t′<t, and ii) if is adjacent to, the presence of temporal (2-variable + time) v-structures, Yt′ → Yt ← Xt′, for all Yt′adjacent to Yt′, with t′<t (Methods, Theorem 1). b, By contrast, the presence of a temporal (2-variable + time) v-structure, Yt′ → Yt ← Xt′ does not imply a vanishing Transfer Entropy, as long as there remains an edge between any Yt″<t and Xt. It implies that Granger-Schreiber temporal causality is in fact too restrictive and may overlook actual causal effects, which can be uncovered by graph-based causal discovery methods. Hence, tMIIC’s time-unfolded network framework, combining graph-based and information-based approaches, sheds light on the common foundations of the seemingly unrelated graph-based causality and Granger-Schreiber temporal causality, while clarifying their actual differences and limitations. c, Benchmarking of tMIIC on synthetic time series datasets generated from 15-node causal networks based on linear combinations of contributions, Supplementary Table 1 and Supplementary Figs. 1-3. d, Benchmarking with more complex 15-node time series datasets based on non-linear combinations of contributions, Supplementary Table 2 and Supplementary Fig. 4. Running times and scores (Precision, Recall, Fscore) are averaged over 10 datasets and compared to PC and PCMCI+ methods using different kernels (GPDC, KNN, ParCorr).