Research map / Probabilistic and scientific modeling / Causal discovery
Uncertainty Assessment and False Discovery Rate Control in High-Dimensional Granger Causal Inference
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| use proposed FDR control instead of Benjamini-Hochberg | de-biased Lasso Granger · synthetic (150,200,1) random | power: .32 -> .91 | Helped |
| use proposed FDR control instead of Bonferroni | de-biased Lasso Granger · synthetic (150,200,1) random | power: .31 -> .91 | Helped |
| use proposed FDR control instead of Benjamini-Hochberg | de-biased Lasso Granger · synthetic (250,300,1) cluster | power: .34 -> .99 | Helped |
| use proposed FDR control instead of Benjamini-Hochberg | de-biased Lasso Granger · synthetic (250,300,1) random | power: .49 -> .92 | Helped |
| use proposed FDR control instead of Benjamini-Hochberg | de-biased Lasso Granger · synthetic (150,200,1) cluster | FDP: .008 -> .007 | No clear effect |
| de-bias the Lasso Granger estimate and add FDR control | Lasso Granger · synthetic, precision-recall | recall at equal precision | Helped |
| de-biased test instead of biased Lasso estimate for single non-zero parameter | Lasso Granger · synthetic (150,200,1) and (250,300,1) | power | Helped |
| increase sample size and dimension from (150,200,1) to (250,300,1) | de-biased estimator · synthetic random | L2 error: 0.35 -> 0.48 | Hurt |
| increase sample size and dimension from (150,200,1) to (250,300,1) | de-biased estimator · synthetic random | L1 error: 3.89 -> 6.67 | Hurt |
| cluster instead of random transition matrix | de-biased estimator · synthetic (150,200,1) | L2 error: 0.35 -> 0.34 | No clear effect |
| use proposed FDR control instead of Bonferroni/B-H on climate data | de-biased Lasso Granger · climatology CO2 vs temperature, 81 grid points | grid points detected: 10 -> 13 | Helped |
| lag order p=2 instead of 1 | de-biased test · synthetic (250,300) | type I error: .050 -> .046 | No clear effect |
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