A controlled transfer entropy approach to detect asymmetric interactions in heterogeneous systems

Transfer entropy is emerging as the statistical approach of choice to support the inference of causal interactions in complex systems from time-series of their individual units. With reference to a simple dyadic system composed of two coupled units, the successful application of net transfer entropy...

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Main Authors: Rishita Das, Maurizio Porfiri
Format: Article
Language:English
Published: IOP Publishing 2023-01-01
Series:Journal of Physics: Complexity
Subjects:
Online Access:https://doi.org/10.1088/2632-072X/acde2d
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author Rishita Das
Maurizio Porfiri
author_facet Rishita Das
Maurizio Porfiri
author_sort Rishita Das
collection DOAJ
description Transfer entropy is emerging as the statistical approach of choice to support the inference of causal interactions in complex systems from time-series of their individual units. With reference to a simple dyadic system composed of two coupled units, the successful application of net transfer entropy-based inference relies on unidirectional coupling between the units and their homogeneous dynamics. What happens when the units are bidirectionally coupled and have different dynamics? Through analytical and numerical insights, we show that net transfer entropy may lead to erroneous inference of the dominant direction of influence that stems from its dependence on the units’ individual dynamics. To control for these confounding effects, one should incorporate further knowledge about the units’ time-histories through the recent framework offered by momentary information transfer. In this realm, we demonstrate the use of two measures: controlled and fully controlled transfer entropies, which consistently yield the correct direction of dominant coupling irrespective of the sources and targets individual dynamics. Through the study of two real-world examples, we identify critical limitations with respect to the use of net transfer entropy in the inference of causal mechanisms that warrant prudence by the community.
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spelling doaj-art-f884b7b65ea54aebb73a41a26d25fc4e2025-08-20T02:50:01ZengIOP PublishingJournal of Physics: Complexity2632-072X2023-01-014202502010.1088/2632-072X/acde2dA controlled transfer entropy approach to detect asymmetric interactions in heterogeneous systemsRishita Das0https://orcid.org/0000-0001-9785-5109Maurizio Porfiri1https://orcid.org/0000-0002-1480-3539Department of Mechanical and Aerospace Engineering, Tandon School of Engineering, New York University , Brooklyn, NY 11201, United States of America; Center for Urban Science and Progress, New York University , Brooklyn, NY 11201, United States of AmericaDepartment of Mechanical and Aerospace Engineering, Tandon School of Engineering, New York University , Brooklyn, NY 11201, United States of America; Center for Urban Science and Progress, New York University , Brooklyn, NY 11201, United States of America; Department of Biomedical Engineering, Tandon School of Engineering, New York University , Brooklyn, NY 11201, United States of AmericaTransfer entropy is emerging as the statistical approach of choice to support the inference of causal interactions in complex systems from time-series of their individual units. With reference to a simple dyadic system composed of two coupled units, the successful application of net transfer entropy-based inference relies on unidirectional coupling between the units and their homogeneous dynamics. What happens when the units are bidirectionally coupled and have different dynamics? Through analytical and numerical insights, we show that net transfer entropy may lead to erroneous inference of the dominant direction of influence that stems from its dependence on the units’ individual dynamics. To control for these confounding effects, one should incorporate further knowledge about the units’ time-histories through the recent framework offered by momentary information transfer. In this realm, we demonstrate the use of two measures: controlled and fully controlled transfer entropies, which consistently yield the correct direction of dominant coupling irrespective of the sources and targets individual dynamics. Through the study of two real-world examples, we identify critical limitations with respect to the use of net transfer entropy in the inference of causal mechanisms that warrant prudence by the community.https://doi.org/10.1088/2632-072X/acde2dcausal analysisinformation theorytransfer entropyphysiologycollective behaviortime-series analysis
spellingShingle Rishita Das
Maurizio Porfiri
A controlled transfer entropy approach to detect asymmetric interactions in heterogeneous systems
Journal of Physics: Complexity
causal analysis
information theory
transfer entropy
physiology
collective behavior
time-series analysis
title A controlled transfer entropy approach to detect asymmetric interactions in heterogeneous systems
title_full A controlled transfer entropy approach to detect asymmetric interactions in heterogeneous systems
title_fullStr A controlled transfer entropy approach to detect asymmetric interactions in heterogeneous systems
title_full_unstemmed A controlled transfer entropy approach to detect asymmetric interactions in heterogeneous systems
title_short A controlled transfer entropy approach to detect asymmetric interactions in heterogeneous systems
title_sort controlled transfer entropy approach to detect asymmetric interactions in heterogeneous systems
topic causal analysis
information theory
transfer entropy
physiology
collective behavior
time-series analysis
url https://doi.org/10.1088/2632-072X/acde2d
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