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Complex systems are found in most branches of science. It is still argued how to best quantify their complexity and to what end. One prominent measure of complexity (the statistical complexity) has an operational meaning in terms of the…

Data Analysis, Statistics and Probability · Physics 2011-10-24 Karoline Wiesner , Mile Gu , Elisabeth Rieper , Vlatko Vedral

Pairwise interactions between individuals are taken as fundamental drivers of collective behavior responsible for group cohesion and decision-making. While an individual directly influences only a few neighbors, over time indirect…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Sulimon Sattari , Udoy S. Basak , Ryan G. James , James P. Crutchfield , Tamiki Komatsuzaki

At present, multi-electrode array (MEA) approach and optical recording allow us to acquire plant electrical activity with higher spatio-temporal resolution. To understand the dynamic information flow of the electrical signaling system and…

Neurons and Cognition · Quantitative Biology 2017-04-03 Yang Chen , Dong-Jie Zhao , Chao Song , Wei-He Liu , Zi-Yang Wang , Zhong-Yi Wang , Guiliang Tang , Lan Huang

Defining the density flow of perturbations moving at a given speed for cellular automata, we establish equalities and inequalities between the measurable entropy of a cellular automaton and the measurable entropy of its associated shift.

Dynamical Systems · Mathematics 2012-07-12 Pierre Tisseur

Information flow between components of a system takes many forms and is key to understanding the organization and functioning of large-scale, complex systems. We demonstrate three modalities of information flow from time series X to time…

Statistical Mechanics · Physics 2018-08-22 Ryan G. James , Blanca Daniella Mansante Ayala , Bahti Zakirov , James P. Crutchfield

As neuroscientists we want to understand how causal interactions or mechanisms within the brain give rise to perception, cognition, and behavior. It is typical to estimate interaction effects from measured activity using statistical…

Neurons and Cognition · Quantitative Biology 2020-10-26 David Marc Anton Mehler , Konrad Paul Kording

In classical information theory, a causal relationship between two variables is typically modelled by assuming that, for every possible state of one of the variables, there exists a particular distribution of states of the second variable.…

Information Theory · Computer Science 2023-02-28 Joel R. Peck , David Waxman

Transfer Entropy and Directed Information are information-theoretic measures of the directional dependency between stochastic processes. Following the definitions of Schreiber and Massey in discrete time, we define and evaluate these…

Probability · Mathematics 2016-04-08 Nigel J. Newton

Information theoretic (IT) approaches to quantifying causal influences have experienced some popularity in the literature, in both theoretical and applied (e.g. neuroscience and climate science) domains. While these causal measures are…

Information Theory · Computer Science 2020-08-26 Gabriel Schamberg , William Chapman , Shang-Ping Xie , Todd P. Coleman

The paper investigates the link between Granger causality graphs recently formalized by Eichler and directed information theory developed by Massey and Kramer. We particularly insist on the implication of two notions of causality that may…

Information Theory · Computer Science 2012-03-27 Pierre-Olivier Amblard , Olivier J. J. Michel

This paper addresses the problem of inferring circulation of information between multiple stochastic processes. We discuss two possible frameworks in which the problem can be studied: directed information theory and Granger causality. The…

Information Theory · Computer Science 2011-11-02 Pierre-Olivier Amblard , Olivier J. J. Michel

A basic task of information processing is information transfer (flow). Here we study a pair of Brownian particles each coupled to a thermal bath at temperature $T_1$ and $T_2$, respectively. The information flow in such a system is defined…

Statistical Mechanics · Physics 2015-05-13 Armen E. Allahverdyan , Dominik Janzing , Guenter Mahler

Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. Developed originally in the field of econometrics, it has since found application in a broader arena, particularly in neuroscience.…

Mathematical Physics · Physics 2015-05-14 Lionel Barnett , Adam B Barrett , Anil K. Seth

Identification of causal structures and quantification of direct information flows in complex systems is a challenging yet important task, with practical applications in many fields. Data generated by dynamical processes or large-scale…

Data Analysis, Statistics and Probability · Physics 2015-08-06 Carlo Cafaro , Warren M. Lord , Jie Sun , Erik M. Bollt

In distributed systems where strong consistency is costly when not impossible, causal consistency provides a valuable abstraction to represent program executions as partial orders. In addition to the sequential program order of each…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-15 Matthieu Perrin , Achour Mostefaoui , Claude Jard

The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer…

Statistical Mechanics · Physics 2018-07-23 Sosuke Ito

Estimating total treatment effects in the presence of network interference typically requires knowledge of the underlying interaction structure. However, in many practical settings, network data is either unavailable, incomplete, or…

Methodology · Statistics 2026-02-05 Albert Tan , Sadegh Shirani , James Nordlund , Mohsen Bayati

Information transfer between time series is calculated by using the asymmetric information-theoretic measure known as transfer entropy. Geweke's autoregressive formulation of Granger causality is used to find linear transfer entropy, and…

Data Analysis, Statistics and Probability · Physics 2023-03-24 Z. Keskin , T. Aste

Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. For Gaussian variables it is equivalent to transfer entropy, an information-theoretic measure of time-directed information transfer…

Quantitative Methods · Quantitative Biology 2021-02-17 Sebastiano Stramaglia , Tomas Scagliarini , Yuri Antonacci , Luca Faes

Machine learning algorithms are designed to capture complex relationships between features. In this context, the high dimensionality of data often results in poor model performance, with the risk of overfitting. Feature selection, the…

Machine Learning · Computer Science 2023-10-18 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli