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In this paper, we provide a novel approach to capture causal interaction in a dynamical system from time-series data. In \cite{sinha_IT_CDC2016}, we have shown that the existing measures of information transfer, namely directed information,…

Optimization and Control · Mathematics 2018-03-26 Subhrajit Sinha , Umesh Vaidya

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 concepts of information transfer and causal effect have received much recent attention, yet often the two are not appropriately distinguished and certain measures have been suggested to be suitable for both. We discuss two existing…

Adaptation and Self-Organizing Systems · Physics 2012-03-05 Joseph T. Lizier , Mikhail Prokopenko

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

Transfer entropy provides a general tool for analyzing the magnitudes and directions---but not the \emph{kinds}---of information transfer in a system. We extend transfer entropy in two complementary ways. First, we distinguish…

Data Analysis, Statistics and Probability · Physics 2011-02-09 Paul L. Williams , Randall D. Beer

Recent research has explored the increasingly important role of social media by examining the dynamics of individual and group behavior, characterizing patterns of information diffusion, and identifying influential individuals. In this…

Social and Information Networks · Computer Science 2011-10-13 Greg Ver Steeg , Aram Galstyan

Measures of information transfer have become a popular approach to analyze interactions in complex systems such as the Earth or the human brain from measured time series. Recent work has focused on causal definitions of information transfer…

Methodology · Statistics 2016-03-21 Jakob Runge

Information flow or information transfer is an important concept in dynamical systems which has applications in a wide variety of scientific disciplines. In this study, we show that a rigorous formalism can be established in the context of…

Chaotic Dynamics · Physics 2007-10-05 X. San Liang

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

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

Information transfer between coupled stochastic dynamics, measured by transfer entropy and information flow, is suggested as a physical process underlying the causal relation of systems. While information transfer analysis has booming…

Statistical Mechanics · Physics 2022-04-29 Yang Tian , Hedong Hou , Yaoyuan Wang , Ziyang Zhang , Pei Sun

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

Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…

Data Analysis, Statistics and Probability · Physics 2024-03-20 Dionissios T. Hristopulos

In this work, conditional entropy is used to quantify the information loss induced by passing a continuous random variable through a memoryless nonlinear input-output system. We derive an expression for the information loss depending on the…

Information Theory · Computer Science 2012-02-03 Bernhard C. Geiger , Christian Feldbauer , Gernot Kubin

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

Fundamental limits on the controllability of physical systems are discussed in the light of information theory. It is shown that the second law of thermodynamics, when generalized to include information, sets absolute limits to the minimum…

chao-dyn · Physics 2007-05-23 Hugo Touchette , Seth Lloyd

Despite the wide usage of information as a concept in science, we have yet to develop a clear & concise scientific definition. This paper is aimed at laying the foundations for a new theory concerning the mechanics of information alongside…

General Physics · Physics 2017-07-13 Kiyam Lin , SongLing Lin

We present a measure of local information transfer, derived from an existing averaged information-theoretical measure, namely transfer entropy. Local transfer entropy is used to produce profiles of the information transfer into each…

Cellular Automata and Lattice Gases · Physics 2008-09-22 Joseph T. Lizier , Mikhail Prokopenko , Albert Y. Zomaya

To infer information flow in any network of agents, it is important first and foremost to establish causal temporal relations between the nodes. Practical and automated methods that can infer causality are difficult to find, and the subject…

Neural and Evolutionary Computing · Computer Science 2024-12-11 Ali Tehrani-Saleh , Christoph Adami

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
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