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https://arxiv.org/abs/1603.03336 Scalable Linear Causal Inference for Irregularly Sampled Time Series with Long Range Dependencies

Linear causal analysis is central to a wide range of important application spanning finance, the physical sciences, and engineering. Much of the existing literature in linear causal analysis operates in the time domain. Unfortunately, the direct application of time domain linear causal analysis to many real-world time series presents three critical challenges: irregular temporal sampling, long range dependencies, and scale. Moreover, real-world data is often collected at irregular time intervals across vast arrays of decentralized sensors and with long range dependencies which make naive time domain correlation estimators spurious. In this paper we present a frequency domain based estimation framework which naturally handles irregularly sampled data and long range dependencies while enabled memory and communication efficient distributed processing of time series data. By operating in the frequency domain we eliminate the need to interpolate and help mitigate the effects of long range dependencies. We implement and evaluate our new work-flow in the distributed setting using Apache Spark and demonstrate on both Monte Carlo simulations and high-frequency financial trading that we can accurately recover causal structure at scale.

http://www.mdpi.com/1099-4300/19/5/188/htm When the Map Is Better Than the Territory

Recent research applying information theory to causal analysis has shown that the causal structure of some systems can actually come into focus and be more informative at a macroscale. That is, a macroscale description of a system (a map) can be more informative than a fully detailed microscale description of the system (the territory). This has been called “causal emergence.”

https://www.wired.com/story/new-math-untangles-the-mysterious-nature-of-causality-consciousness/

https://arxiv.org/abs/1212.2275 Recognising Top-Down Causation

One of the basic assumptions implicit in the way physics is usually done is that all causation flows in a bottom up fashion, from micro to macro scales. However this is wrong in many cases in biology, and in particular in the way the brain functions. Here I make the case that it is also wrong in the case of digital computers - the paradigm of mechanistic algorithmic causation - and in many cases in physics, ranging from the origin of the arrow of time to the process of state vector preparation. I consider some examples from classical physics, as well as the case of digital computers, and then explain why this is possible without contradicting the causal powers of the underlying microphysics. Understanding the emergence of genuine complexity out of the underlying physics depends on recognising this kind of causation.

https://arxiv.org/pdf/1605.02570v3.pdf Topological Causality in Dynamical Systems