Related papers: On Data-Driven Computation of Information Transfer…
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…
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…
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…
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…
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…
Data from social media are providing unprecedented opportunities to investigate the processes that rule the dynamics of collective social phenomena. Here, we consider an information theoretical approach to define and measure the temporal…
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…
Transient phenomena play a key role in coordinating brain activity at multiple scales, however,their underlying mechanisms remain largely unknown. A key challenge for neural data science is thus to characterize the network interactions at…
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…
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…
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…
Inference of causality is central in nonlinear time series analysis and science in general. A popular approach to infer causality between two processes is to measure the information flow between them in terms of transfer entropy. Using…
Causal inference is perhaps one of the most fundamental concepts in science, beginning originally from the works of some of the ancient philosophers, through today, but also weaved strongly in current work from statisticians, machine…
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…
Inferring causal relations from time series measurements is an ill-posed mathematical problem, where typically an infinite number of potential solutions can reproduce the given data. We explore in depth a strategy to disambiguate between…
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…
In this work, a strategy to estimate the information transfer between the elements of a complex system, from the time series associated to the evolution of this elements, is presented. By using the nearest neighbors of each state, the local…
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…
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…
Modeling spatial-temporal interactions among neighboring agents is at the heart of multi-agent problems such as motion forecasting and crowd navigation. Despite notable progress, it remains unclear to which extent modern representations can…