Abstract
In this paper, we propose a novel and simple method for discovery of Granger causality from noisy time series using Gaussian processes. More specifically, we adopt the concept of Granger causality, but instead of using autoregressive models for establishing it, we work with Gaussian processes. We show that information about the Granger causality is encoded in the hyper-parameters of the used Gaussian processes. The proposed approach is first validated on simulated data, and then used for understanding the interaction between fetal heart rate and uterine activity in the last two hours before delivery and of interest in obstetrics. Our results indicate that uterine activity affects fetal heart rate, which agrees with recent clinical studies.