91 citations · 91 across the 2 of their papers we have counts for
4 papers
On the interpretability and computational reliability of frequency-domain Granger causality
Luca Faes, Sebastiano Stramaglia, Daniele Marinazzo
This is a comment to the paper 'A study of problems encountered in Granger causality analysis from a neuroscience perspective'. We agree that interpretation issues of Granger Causa…
Multiscale Granger causality analysis by à trous wavelet transform
Sebastiano Stramaglia, Iege Bassez, Luca Faes +1
Since interactions in neural systems occur across multiple temporal scales, it is likely that information flow will exhibit a multiscale structure, thus requiring a multiscale gene…
Multiscale Information Decomposition: Exact Computation for Multivariate Gaussian Processes
Luca Faes, Daniele Marinazzo, Sebastiano Stramaglia
Exploiting the theory of state space models, we derive the exact expressions of the information transfer, as well as redundant and synergistic transfer, for coupled Gaussian proces…
Multiscale Analysis of Information Dynamics for Linear Multivariate Processes
Luca Faes, Alessandro Montalto, Sebastiano Stramaglia +2
In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a rang…