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  1. Rooted in dynamic systems theory, convergent cross mapping (CCM) has attracted increased attention recently due to its capability in detecting linear and nonlinear causal coupling in both random and deterministic settings. One limitation with CCM is that it uses both past and future values to predict the current value, which is inconsistent with the widely accepted definition of causality, where it is assumed that the future values of one process cannot influence the past of another. To overcome this obstacle, in our previous research, we introduced the concept of causalized convergent cross mapping (cCCM), where future values are no longer used to predict the current value. In this paper, we focus on the implementation of cCCM in causality analysis. More specifically, we demonstrate the effectiveness of cCCM in identifying both linear and nonlinear causal coupling in various settings through a large number of examples, including Gaussian random variables with additive noise, sinusoidal waveforms, autoregressive models, stochastic processes with a dominant spectral component embedded in noise, deterministic chaotic maps, and systems with memory, as well as experimental fMRI data. In particular, we analyze the impact of shadow manifold construction on the performance of cCCM and provide detailed guidelines on how to configure the key parameters of cCCM in different applications. Overall, our analysis indicates that cCCM is a promising and easy-to-implement tool for causality analysis in a wide spectrum of applications.

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    Free, publicly-accessible full text available July 1, 2025
  2. Abbott, Derek (Ed.)

    Convergent cross-mapping (CCM) has attracted increased attention recently due to its capability to detect causality in nonseparable systems under deterministic settings, which may not be covered by the traditional Granger causality. From an information-theoretic perspective, causality is often characterized as the directed information (DI) flowing from one side to the other. As information is essentially nondeterministic, a natural question is: does CCM measure DI flow? Here, we first causalize CCM so that it aligns with the presumption in causality analysis—the future values of one process cannot influence the past of the other, and then establish and validate the approximate equivalence of causalized CCM (cCCM) and DI under Gaussian variables through both theoretical derivations and fMRI-based brain network causality analysis. Our simulation result indicates that, in general, cCCM tends to be more robust than DI in causality detection. The underlying argument is that DI relies heavily on probability estimation, which is sensitive to data size as well as digitization procedures; cCCM, on the other hand, gets around this problem through geometric cross-mapping between the manifolds involved. Overall, our analysis demonstrates that cross-mapping provides an alternative way to evaluate DI and is potentially an effective technique for identifying both linear and nonlinear causal coupling in brain neural networks and other settings, either random or deterministic, or both.

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    Free, publicly-accessible full text available December 21, 2024
  3. Free, publicly-accessible full text available October 1, 2024
  4. Abstract Atmospheric gaseous elemental mercury (GEM) concentrations in the Arctic exhibit a clear summertime maximum, while the origin of this peak is still a matter of debate in the community. Based on summertime observations during the Multidisciplinary drifting Observatory for the Study of Arctic Climate (MOSAiC) expedition and a modeling approach, we further investigate the sources of atmospheric Hg in the central Arctic. Simulations with a generalized additive model (GAM) show that long-range transport of anthropogenic and terrestrial Hg from lower latitudes is a minor contribution (~2%), and more than 50% of the explained GEM variability is caused by oceanic evasion. A potential source contribution function (PSCF) analysis further shows that oceanic evasion is not significant throughout the ice-covered central Arctic Ocean but mainly occurs in the Marginal Ice Zone (MIZ) due to the specific environmental conditions in that region. Our results suggest that this regional process could be the leading contributor to the observed summertime GEM maximum. In the context of rapid Arctic warming and the observed increase in width of the MIZ, oceanic Hg evasion may become more significant and strengthen the role of the central Arctic Ocean as a summertime source of atmospheric Hg. 
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    Free, publicly-accessible full text available December 1, 2024