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The characterisation of information processing is an important task in complex systems science. Information dynamics is a quantitative methodology for modelling the intrinsic information processing conducted by a process represented as a…

Information Theory · Computer Science 2018-08-01 Richard E. Spinney , Joseph T. Lizier

Understanding information processing in the brain requires the ability to determine the functional connectivity between the different regions of the brain. We present a method using transfer entropy to extract this flow of information…

Neurons and Cognition · Quantitative Biology 2019-03-06 Benjamin Walker , Katherine Newhall

Transfer entropy (TE) was introduced by Schreiber in 2000 as a measurement of the predictive capacity of one stochastic process with respect to another. Originally stated for discrete time processes, we expand the theory in line with recent…

Probability · Mathematics 2019-07-02 Joshua N. Cooper , Christopher D. Edgar

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

Spiking activity from populations of neurons display causal interactions and memory effects. Therefore, they are expected to show some degree of irreversibility in time. Motivated by the spike train statistics, in this paper we build a…

Biological Physics · Physics 2015-12-07 Rodrigo Cofre , Cesar Maldonado

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of…

Information Theory · Computer Science 2015-11-24 Patricia Wollstadt , Mario Martínez-Zarzuela , Raul Vicente , Francisco J. Díaz-Pernas , Michael Wibral

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

Transfer entropy is a measure of the magnitude and the direction of information flow between jointly distributed stochastic processes. In recent years, its permutation analogues are considered in the literature to estimate the transfer…

Chaotic Dynamics · Physics 2013-03-12 Taichi Haruna , Kohei Nakajima

For continuous-time Markov jump processes on irreducible networks with time-independent rate constants, we employ a transition-based formalism to express the long-time precision of a single integrated current over an observable channel in…

Statistical Mechanics · Physics 2026-05-25 Alberto Garilli , Diego Frezzato

Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…

Information Theory · Computer Science 2019-05-28 David Sigtermans

In this paper, we show through examples, how the existing definitions of information transfer, namely directed information and transfer entropy fail to capture true causal interaction between states in control dynamical system. We propose a…

Optimization and Control · Mathematics 2018-07-24 Subhrajit Sinha , Umesh Vaidya

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

Transfer entropy measures directed information flow in time series, and it has become a fundamental quantity in applications spanning neuroscience, finance, and complex systems analysis. However, existing estimation methods suffer from the…

Machine Learning · Computer Science 2026-04-10 Simon Pedro Galeano Munoz , Mustapha Bounoua , Giulio Franzese , Pietro Michiardi , Maurizio Filippone

Transfer entropy is an established method for quantifying directed statistical dependencies in neuroimaging and complex systems datasets. The pairwise (or bivariate) transfer entropy from a source to a target node in a network does not…

Information Theory · Computer Science 2020-05-05 Leonardo Novelli , Fatihcan M. Atay , Jürgen Jost , Joseph T. Lizier

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

Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This…

Computational Complexity · Computer Science 2024-09-24 Dian Jin

The concept of entropy rate for a dynamical process on a graph is introduced. We study diffusion processes where the node degrees are used as a local information by the random walkers. We describe analitically and numerically how the degree…

Statistical Mechanics · Physics 2009-11-13 Jesus Gomez-Gardenes , Vito Latora

Quantification of information content and its temporal variation in intracellular calcium spike trains in neurons helps one understand functions such as memory, learning, and cognition. Such quantification could also reveal pathological…

Signal Processing · Electrical Eng. & Systems 2021-02-02 Sathish Ande , Srinivas Avasarala , Jayanth R Regatti , Neha Pandey , Sarpras Swain , Ajith Karunarathne , Lopamudra Giri , Soumya Jana

A central task in analyzing complex dynamics is to determine the loci of information storage and the communication topology of information flows within a system. Over the last decade and a half, diagnostics for the latter have come to be…

Statistical Mechanics · Physics 2016-06-20 Ryan G. James , Nix Barnett , James P. Crutchfield

Transfer entropy (TE) is an information theoretic measure that reveals the directional flow of information between processes, providing valuable insights for a wide range of real-world applications. This work proposes Transfer Entropy…

Information Theory · Computer Science 2025-07-22 Omer Luxembourg , Dor Tsur , Haim Permuter
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