Theory I: Prediction

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Causal Models for Dynamical Systems (2020, neutral): “Diﬀerent causal methodology and several extensions of SCMs have been proposed [Wiener, 1956, Granger, 1969, Schreiber, 2000, White and Lu, 2010, Hyttinen et al., 2013, Peters et al., 2013, Pﬁster et al., 2018b], mostly considering discrete time models such as vector autoregressive models…”
Inferring causation from time series in Earth system sciences (2019, methodology): “The original idea, based on work by Wiener 34 , is to test whether omitting the past of a time series X in a time series model including Y ’ s own and other covariates ’ past increases the prediction error of the next time step of Y (Fig.”
Neural interactions in the human frontal cortex dissociate reward and punishment learning (2024, methodology): “Transfer Entropy analysis: To quantify the degree of communication between neural signals, the most successful model-free methods rely on the Wiener-Granger principle (Wiener, 1956; Granger, 1969).”