Fluctuation-response theorem for Kullback-Leibler divergences to quantify causation
Information Theory
2021-10-27 v1 Statistical Mechanics
math.IT
Abstract
We define a new measure of causation from a fluctuation-response theorem for Kullback-Leibler divergences, based on the information-theoretic cost of perturbations. This information response has both the invariance properties required for an information-theoretic measure and the physical interpretation of a propagation of perturbations. In linear systems, the information response reduces to the transfer entropy, providing a connection between Fisher and mutual information.
Cite
@article{arxiv.2102.06839,
title = {Fluctuation-response theorem for Kullback-Leibler divergences to quantify causation},
author = {Andrea Auconi and Benjamin M. Friedrich and Andrea Giansanti},
journal= {arXiv preprint arXiv:2102.06839},
year = {2021}
}