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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

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, 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

Quantifying the directionality of information flow is instrumental in understanding, and possibly controlling, the operation of many complex systems, such as transportation, social, neural, or gene-regulatory networks. The standard Transfer…

Information Theory · Computer Science 2020-01-09 Jingjing Zhang , Osvaldo Simeone , Zoran Cvetkovic , Eugenio Abela , Mark Richardson

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

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

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.…

Mathematical Physics · Physics 2015-05-14 Lionel Barnett , Adam B Barrett , Anil K. Seth

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

Uncovering causal interdependencies from observational data is one of the great challenges of nonlinear time series analysis. In this paper, we discuss this topic with the help of information-theoretic concept known as R\'enyi information…

Information Theory · Computer Science 2022-06-28 Petr Jizba , Hynek Lavička , Zlata Tabachová

'Causal' direction is of great importance when dealing with complex systems. Often big volumes of data in the form of time series are available and it is important to develop methods that can inform about possible causal connections between…

Statistical Mechanics · Physics 2014-01-24 Fatimah Abdul Razak , Henrik Jeldtoft Jensen

Test-time adaptation (TTA) methods, which generally rely on the model's predictions (e.g., entropy minimization) to adapt the source pretrained model to the unlabeled target domain, suffer from noisy signals originating from 1) incorrect or…

Computer Vision and Pattern Recognition · Computer Science 2023-09-06 Jungsoo Lee , Debasmit Das , Jaegul Choo , Sungha Choi

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 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

Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of…

Machine Learning · Computer Science 2021-05-11 Chainarong Amornbunchornvej , Elena Zheleva , Tanya Berger-Wolf

Brain connectivity characterizes interactions between different regions of a brain network during resting-state or performance of a cognitive task. In studying brain signals such as electroencephalograms (EEG), one formal approach to…

Methodology · Statistics 2024-10-30 Paolo Victor Redondo , Raphael Huser , Hernando Ombao

Transferring knowledge from one neural network to another has been shown to be helpful for learning tasks with few training examples. Prevailing fine-tuning methods could potentially contaminate pre-trained features by comparably high…

Machine Learning · Computer Science 2019-07-15 Farshid Varno , Behrouz Haji Soleimani , Marzie Saghayi , Lisa Di Jorio , Stan Matwin

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

We propose a novel tensor-based formalism for inferring causal structures from time series. An information theoretical analysis of transfer entropy, shows that transfer entropy results from transmission of information over a set of…

Information Theory · Computer Science 2020-04-22 David Sigtermans

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

Information Theory · Computer Science 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

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…

Chaotic Dynamics · Physics 2015-04-16 Jie Sun , Erik M. Bollt
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