Related papers: Deriving pairwise transfer entropy from network st…
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,…
A measure is derived to quantify directed information transfer between pairs of vertices in a weighted network, over paths of a specified maximal length. Our approach employs a general, probabilistic model of network traffic, from which the…
Functional and effective networks inferred from time series are at the core of network neuroscience. Interpreting their properties requires inferred network models to reflect key underlying structural features; however, even a few spurious…
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.…
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…
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…
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…
Directed information theory deals with communication channels with feedback. When applied to networks, a natural extension based on causal conditioning is needed. We show here that measures built from directed information theory in networks…
Transfer Entropy, a generalisation of Granger Causality, promises to measure "information transfer" from a source to a target signal by ignoring self-predictability of a target signal when quantifying the source-target relationship. A…
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…
Network inference algorithms are valuable tools for the study of large-scale neuroimaging datasets. Multivariate transfer entropy is well suited for this task, being a model-free measure that captures nonlinear and lagged dependencies…
Understanding how network function constrains neural connectivity is a central challenge in neuroscience. An influential approach is to train neural networks with gradient descent on cognitive tasks and characterize the resulting…
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…
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…
The broad abundance of time series data, which is in sharp contrast to limited knowledge of the underlying network dynamic processes that produce such observations, calls for a rigorous and efficient method of causal network inference. Here…
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…
Neural networks have dramatically increased our capacity to learn from large, high-dimensional datasets across innumerable disciplines. However, their decisions are not easily interpretable, their computational costs are high, and building…
New entropy measures have been recently introduced for the quantification of the complexity of networks. Most of these entropy measures apply to static networks or to dynamical processes defined on static complex networks. In this paper we…
Transfer entropy (TE) is an attractive model-free method to detect causality and infer structural connectivity of general digital systems. However it relies on high dimensions used in its definition to clearly remove the memory effect and…
Transfer entropy has been used to quantify the directed flow of information between source and target variables in many complex systems. While transfer entropy was originally formulated in discrete time, in this paper we provide a framework…