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Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Data Analysis, Statistics and Probability · Physics 2025-11-27 Alec Kirkley

We theoretically investigate how information flows when two particles interact with each other. Understanding the physical mechanisms of directional information flow is crucial for advancing information thermodynamics and stochastic…

Statistical Mechanics · Physics 2026-03-12 Tenta Tani

We introduce an epistemic information measure between two data streams, that we term $influence$. Closely related to transfer entropy, the measure must be estimated by epistemic agents with finite memory resources via sampling accessible…

Given two time series, can one tell, in a rigorous and quantitative way, the cause and effect between them? Based on a recently rigorized physical notion namely information flow, we arrive at a concise formula and give this challenging…

Methodology · Statistics 2014-03-27 X. San Liang

Data scarcity is a tremendous challenge in causal effect estimation. In this paper, we propose to exploit additional data sources to facilitate estimating causal effects in the target population. Specifically, we leverage additional source…

Machine Learning · Computer Science 2021-06-01 Thanh Vinh Vo , Pengfei Wei , Trong Nghia Hoang , Tze-Yun Leong

Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the bulk information flow between two complex…

Neurons and Cognition · Quantitative Biology 2021-12-30 X. San Liang

One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

The intuition of causation is so fundamental that almost every research study in life sciences refers to this concept. However a widely accepted formal definition of causal influence between observables is still missing. In the framework of…

Other Statistics · Statistics 2017-04-26 Andrea Auconi , Andrea Giansanti , Edda Klipp

In this paper we develop the concept of information transfer between the Borel-measurable sets for a dynamical system described by a measurable space and a non-singular transformation. The concept is based on how Shannon entropy is…

Systems and Control · Electrical Eng. & Systems 2019-10-01 Subhrajit Sinha , Umesh Vaidya , Enoch Yeung

The ability to distinguish between correlation and causation of variables in molecular systems remains an interesting and open area of investigation. In this work, we probe causality in a molecular system using two independent computational…

Chemical Physics · Physics 2025-02-27 Vittorio Del Tatto , Debarshi Banerjee , Ali Hassanali , Alessandro Laio

Cells can be considered as systems that utilize changes in thermodynamic entropy as information. Therefore, they serve as useful models for investigating the relationships between entropy production and information transmission, i.e.,…

Molecular Networks · Quantitative Biology 2017-03-09 Tatsuaki Tsuruyama

We study conditional mutual information (cMI) between a pair of variables $X,Y$ given a third one $Z$ and derived quantities including transfer entropy (TE) and causation entropy (CE) in the dynamically relevant context where $X=T(Y,Z)$ is…

Dynamical Systems · Mathematics 2025-03-27 Zheng Bian , Erik M. Bollt

Measures of the direction and strength of the interdependence between two time series are evaluated and modified in order to reduce the bias in the estimation of the measures, so that they give zero values when there is no causal effect.…

Data Analysis, Statistics and Probability · Physics 2015-05-27 A. Papana , D. Kugiumtzis , P. G. Larsson

We present a sample path dependent measure of causal influence between two time series. The proposed measure is a random variable whose expected sum is the directed information. A realization of the proposed measure may be used to identify…

Information Theory · Computer Science 2018-10-15 Gabriel Schamberg , Todd P. Coleman

We propose a novel tensor-based formalism for inferring causal structures from time series. An information theoretical analysis of transfer entropy, shows that transfer entropy results from transmission of information over a set of…

Information Theory · Computer Science 2020-04-22 David Sigtermans

Investigating causation in the quantum domain is crucial. Despite numerous studies of correlations in quantum many-body systems, causation, which is very distinct from correlations, has hardly been studied. We address this by demonstrating…

Quantum Physics · Physics 2025-04-24 Roopayan Ghosh , Bin Yi , Sougato Bose

In an intelligent transportation system, the effects and relations of traffic flow at different points in a network are valuable features which can be exploited for control system design and traffic forecasting. In this paper, we define the…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Sina Molavipour , Germán Bassi , Mladen Čičić , Mikael Skoglund , Karl Henrik Johansson

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences,…

Applications · Statistics 2015-06-05 Lionel Barnett , Terry Bossomaier

The description of the dynamics of complex systems, in particular the capture of the interaction structure and causal relationships between elements of the system, is one of the central questions of interdisciplinary research. While the…

Machine Learning · Statistics 2025-04-30 Jakub Kořenek , Pavel Sanda , Jaroslav Hlinka

We develop a theoretical framework for defining and identifying flows of information in computational systems. Here, a computational system is assumed to be a directed graph, with "clocked" nodes that send transmissions to each other along…

Information Theory · Computer Science 2023-07-21 Praveen Venkatesh , Sanghamitra Dutta , Pulkit Grover