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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

The correlations that can be observed between a set of variables depend on the causal structure underpinning them. Causal structures can be modeled using directed acyclic graphs, where nodes represent variables and edges denote functional…

Quantum Physics · Physics 2015-01-08 Rafael Chaves , Christian Majenz , David Gross

Identifying and communicating relationships between causes and effects is important for understanding our world, but is affected by language structure, cognitive and emotional biases, and the properties of the communication medium. Despite…

Computers and Society · Computer Science 2017-02-21 Thomas C. McAndrew , Joshua C. Bongard , Christopher M. Danforth , Peter S. Dodds , Paul D. H. Hines , James P. Bagrow

Recent work has made important contributions in the development of causally-interpretable meta-analysis. These methods transport treatment effects estimated in a collection of randomized trials to a target population of interest. Ideally,…

Methodology · Statistics 2023-02-08 Justin M. Clark , Kollin W. Rott , James S. Hodges , Jared D. Huling

Interaction information is one of the multivariate generalizations of mutual information, which expresses the amount information shared among a set of variables, beyond the information, which is shared in any proper subset of those…

Artificial Intelligence · Computer Science 2017-02-01 AmirEmad Ghassami , Negar Kiyavash

Observations on the past provide some hints about what will happen in the future, and this can be quantified using information theory. The ``predictive information'' defined in this way has connections to measures of complexity that have…

Statistical Mechanics · Physics 2007-05-23 William Bialek , Naftali Tishby

Like natural complex systems such as the Earth's climate or a living cell, semiconductor lithography systems are characterized by nonlinear dynamics across more than a dozen orders of magnitude in space and time. Thousands of sensors…

Information Theory · Computer Science 2021-04-07 Errol Zalmijn , Tom Heskes , Tom Claassen

Causality is a fundamental part of the scientific endeavour to understand the world. Unfortunately, causality is still taboo in much of psychology and social science. Motivated by a growing number of recommendations for the importance of…

Methodology · Statistics 2022-06-27 Matthew J. Vowels

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

Information theory is a practical and theoretical framework developed for the study of communication over noisy channels. Its probabilistic basis and capacity to relate statistical structure to function make it ideally suited for studying…

Neurons and Cognition · Quantitative Biology 2015-01-09 Robin A. A. Ince , Simon R. Schultz , Stefano Panzeri

Originally developed as a theory of consciousness, integrated information theory provides a mathematical framework to quantify the causal irreducibility of systems and subsets of units in the system. Specifically, mechanism integrated…

Neurons and Cognition · Quantitative Biology 2024-04-23 Alireza Zaeemzadeh , Giulio Tononi

Despite the major advances taken in causal modeling, causality is still an unfamiliar topic for many statisticians. In this paper, it is demonstrated from the beginning to the end how causal effects can be estimated from observational data…

Methodology · Statistics 2014-07-03 Juha Karvanen

Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the…

Machine Learning · Computer Science 2019-07-02 Rohit Bhattacharya , Daniel Malinsky , Ilya Shpitser

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

Many legal cases require decisions about causality, responsibility or blame, and these may be based on statistical data. However, causal inferences from such data are beset by subtle conceptual and practical difficulties, and in general it…

Statistics Theory · Mathematics 2020-04-28 Philip Dawid , Monica Musio , Rossella Murtas

Open quantum systems are highly relevant, both for practical applications as well as for fundamental questions about the nature of information and its transfer, encompassing for example decoherence and memory effects. Quantum mechanics…

Information Theory concepts and methodologies conform the background of how communication systems are studied and understood. They are mainly focused on the source-channel-receiver problem and on the asymptotic limits of accuracy and…

Adaptation and Self-Organizing Systems · Physics 2017-05-16 Nicolás Rubido , Celso Grebogi , Murilo S. Baptista

We describe the interface between measure theoretic probability and causal inference by constructing causal models on probability spaces within the potential outcomes framework. We find that measure theory provides a precise and instructive…

Statistics Theory · Mathematics 2019-07-04 Irineo Cabreros , John D. Storey

Causality has traditionally been a scientific way to generate knowledge by relating causes to effects. From an imaginery point of view, causal graphs are a helpful tool for representing and infering new causal information. In previous…

Artificial Intelligence · Computer Science 2020-02-07 Eduardo C. Garrido-Merchán , C. Puente , A. Sobrino , J. A. Olivas

Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

Methodology · Statistics 2023-06-01 Antonin Arsac , Aurore Lomet , Jean-Philippe Poli