Quantifying information transfer and mediation along causal pathways in complex systems

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
Jakob Runge

Abstract

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 aimed at decompositions of predictive information about a target variable, while excluding effects of common drivers and indirect influences. While common drivers clearly constitute a spurious causality, the aim of the present article is to develop measures quantifying different notions of the strength of information transfer along indirect causal paths, based on first reconstructing the multivariate causal network. Another class of novel measures quantifies to what extent different intermediate processes on causal paths contribute to an interaction mechanism to determine pathways of causal information transfer. The proposed framework complements predictive decomposition schemes by focusing more on the interaction mechanism between multiple processes. A rigorous mathematical framework allows for a clear information-theoretic interpretation that can also be related to the underlying dynamics as proven for certain classes of processes. Generally, however, estimates of information transfer rema...Continue Reading

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Citations

Oct 8, 2015·Nature Communications·Jakob RungeJürgen Kurths
Dec 7, 2019·Science Advances·Jakob RungeDino Sejdinovic
May 16, 2018·Physical Review. E·Peishi Jiang, Praveen Kumar
Feb 20, 2019·Physical Review. E·Peishi Jiang, Praveen Kumar
Jun 4, 2019·Frontiers in Physiology·Stéphane DelliauxGuillaume Chaumet
Nov 20, 2018·Scientific Reports·Jakob RungeReik V Donner
Aug 3, 2018·Chaos·Ezequiel Bianco-Martinez, Murilo S Baptista
Dec 9, 2020·Entropy·Gabriel SchambergTodd P Coleman
Dec 9, 2020·Entropy·Peishi Jiang, Praveen Kumar
Mar 9, 2021·Frontiers in Neuroinformatics·Supat SaetiaYasuharu Koike
Jun 3, 2021·Entropy·Sina MolavipourMikael Skoglund

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