Revisiting causality using stochastics: 1. theory
File(s)CausalityTheory_v3.pdf (498.57 KB)
Accepted version
Author(s)
Koutsoyiannis, Demetris
Onof, Christian
Christofides, Antonis
Kundzewicz, Zbigniew W
Type
Journal Article
Abstract
Causality is a central concept in science, in philosophy and in life. However, reviewing various approaches to it over the entire knowledge tree, from philosophy to science and to scientific and technological applications, we locate several problems, which prevent these approaches from defining sufficient conditions for the existence of causal links. We thus choose to determine necessary conditions that are operationally useful in identifying or falsifying causality claims. Our proposed approach is based on stochastics, in which events are replaced by processes. Starting from the idea of stochastic causal systems, we extend it to the more general concept of hen-or-egg causality, which includes as special cases the classic causal, and the potentially causal and anti-causal systems. Theoretical considerations allow the development of an effective algorithm, applicable to large-scale open systems, which are neither controllable nor repeatable. The derivation and details of the algorithm are described in this paper, while in a companion paper we illustrate and showcase the proposed framework with a number of case studies, some of which are controlled synthetic examples and others real-world ones arising from interesting scientific problems.
Date Issued
2022-05-25
Date Acceptance
2022-04-22
Citation
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2022, 478 (2261)
ISSN
1364-5021
Publisher
The Royal Society
Journal / Book Title
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Volume
478
Issue
2261
Copyright Statement
© 2022 The Author(s)
Published by the Royal Society. All rights reserved.
Published by the Royal Society. All rights reserved.
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000803587400002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
Science & Technology
Multidisciplinary Sciences
Science & Technology - Other Topics
causality
causal systems
stochastics
impulse response function
system identification
MODELS
Publication Status
Published
Article Number
ARTN 20210835