Synergetic and redundant information flow detected by unnormalized Granger causality: application to resting state fMRI
Objectives: We develop a framework for the analysis of synergy and redundancy in the pattern of information flow between subsystems of a complex network. Methods: The presence of redundancy and/or synergy in multivariate time series data renders difficult to estimate the neat flow of information from each driver variable to a given target. We show that adopting an unnormalized definition of Granger causality one may put in evidence redundant multiplets of variables influencing the target by maximizing the total Granger causality to a given target, over all the possible partitions of the set of driving variables. Consequently we introduce a pairwise index of synergy which is zero when two in…
A new framework for the time- and frequency-domain assessment of high-order interactions in networks of random processes
While the standard network description of complex systems is based on quantifying the link between pairs of system units, higher-order interactions (HOIs) involving three or more units often play a major role in governing the collective network behavior. This work introduces a new approach to quantify pairwise and HOIs for multivariate rhythmic processes interacting across multiple time scales. We define the so-called O-information rate (OIR) as a new metric to assess HOIs for multivariate time series, and present a framework to decompose the OIR into measures quantifying Granger-causal and instantaneous influences, as well as to expand all measures in the frequency domain. The framework ex…
Cardiorespiratory information dynamics during mental arithmetic and sustained attention
An analysis of cardiorespiratory dynamics during mental arithmetic, which induces stress, and sustained attention was conducted using information theory. The information storage and internal information of heart rate variability (HRV) were determined respectively as the self-entropy of the tachogram, and the self-entropy of the tachogram conditioned to the knowledge of respiration. The information transfer and cross information from respiration to HRV were assessed as the transfer and cross-entropy, both measures of cardiorespiratory coupling. These information-theoretic measures identified significant nonlinearities in the cardiorespiratory time series. Additionally, it was shown that, alt…
An Information-Theoretic Framework to Map the Spatiotemporal Dynamics of the Scalp Electroencephalogram
We present the first application of the emerging framework of information dynamics to the characterization of the electroencephalography (EEG) activity. The framework provides entropy-based measures of information storage (self entropy, SE) and information transfer (joint transfer entropy (TE) and partial TE), which are applied here to detect complex dynamics of individual EEG sensors and causal interactions between different sensors. The measures are implemented according to a model-free and fully multivariate formulation of the framework, allowing the detection of nonlinear dynamics and direct links. Moreover, to deal with the issue of volume conduction, a compensation for instantaneous e…
Altered processing of sensory stimuli in patients with migraine.
Migraine is a cyclic disorder, in which functional and morphological brain changes fluctuate over time, culminating periodically in an attack. In the migrainous brain, temporal processing of external stimuli and sequential recruitment of neuronal networks are often dysfunctional. These changes reflect complex CNS dysfunction patterns. Assessment of multimodal evoked potentials and nociceptive reflex responses can reveal altered patterns of the brain's electrophysiological activity, thereby aiding our understanding of the pathophysiology of migraine. In this Review, we summarize the most important findings on temporal processing of evoked and reflex responses in migraine. Considering these d…
Lag-specific transfer entropy as a tool to assess cardiovascular and cardiorespiratory information transfer
In the study of interacting physiological systems, model-free tools for time series analysis are fundamental to provide a proper description of how the coupling among systems arises from the multiple involved regulatory mechanisms. This study presents an approach which evaluates direction, magnitude, and exact timing of the information transfer between two time series belonging to a multivariate dataset. The approach performs a decomposition of the well-known transfer entropy (TE) which achieves 1) identifying, according to a lag-specific information-theoretic formulation of the concept of Granger causality, the set of time lags associated with significant information transfer, and 2) assig…
Measuring High-Order Interactions in Rhythmic Processes Through Multivariate Spectral Information Decomposition
Many complex systems in physics, biology and engineering are modeled as dynamical networks and described using multivariate time series analysis. Recent developments have shown that the emergent dynamics of a network system are significantly affected by interactions involving multiple network nodes which cannot be described using pairwise links. While these higher-order interactions can be probed using information-theoretic measures, a rigorous framework to describe them in the frequency domain is still lacking. This work presents an approach for the spectral decomposition of multivariate information measures, capable of identifying higher-order synergistic and redundant interactions betwee…
Multivariate correlation measures reveal structure and strength of brain–body physiological networks at rest and during mental stress
In this work, we extend to the multivariate case the classical correlation analysis used in the field of network physiology to probe dynamic interactions between organ systems in the human body. To this end, we define different correlation-based measures of the multivariate interaction (MI) within and between the brain and body subnetworks of the human physiological network, represented, respectively, by the time series of delta, theta, alpha, and beta electroencephalographic (EEG) wave amplitudes, and of heart rate, respiration amplitude, and pulse arrival time (PAT) variability. MI is computed: (i) considering all variables in the two subnetworks to evaluate overall brain–body interaction…
Inclusion of Instantaneous Influences in the Spectral Decomposition of Causality: Application to the Control Mechanisms of Heart Rate Variability
Heart rate variability is the result of several physiological regulation mechanisms, including cardiovascular and cardiorespiratory interactions. Since instantaneous influences occurring within the same cardiac beat are commonplace in this regulation, their inclusion is mandatory to get a realistic model of physiological causal interactions. Here we exploit a recently proposed framework for the spectral decomposition of causal influences between autoregressive processes [2] and generalize it by introducing instantaneous couplings in the vector autoregressive model (VAR). We show the effectiveness of the proposed approach on a toy model, and on real data consisting of heart period (RR), syst…
Multiscale Granger causality
In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well-established, multiscale analysis of directed interactions has never been formalized theoretically, and empirical evaluations are complicated by practical issues such as filtering and downsampling. Here we extend the very popular measure of Granger causality (GC), a prominent tool for assessing directed lagged interactions between joint processes, to quantify information transfer a…
Critical comments on EEG sensor space dynamical connectivity analysis
Many different analysis techniques have been developed and applied to EEG recordings that allow one to investigate how different brain areas interact. One particular class of methods, based on the linear parametric representation of multiple interacting time series, is widely used to study causal connectivity in the brain. However, the results obtained by these methods should be interpreted with great care. The goal of this paper is to show, both theoretically and using simulations, that results obtained by applying causal connectivity measures on the sensor (scalp) time series do not allow interpretation in terms of interacting brain sources. This is because (1) the channel locations canno…
Multiscale Information Decomposition Dissects Control Mechanisms of Heart Rate Variability at Rest and During Physiological Stress.
Heart rate variability (HRV
Partial Information Decomposition in the Frequency Domain: Application to Control Mechanisms of Heart Rate Variability at Rest and During Postural Stress
We exploit a recently proposed framework for assessing causal influences in the frequency domain to construct the partial information decomposition (PID) for informational circuits of three variables, thus obtaining the spectral decomposition of redundancy, synergy and unique information. The approach is applied to heart period (HP), systolic pressure (SP) and respiration (RESP) variability series measured in healthy subjects in baseline and head up tilt conditions. Integrating the informational quantities in the respiratory band, the total influence from RESP to HP does not change in the two conditions. However, we find that in baseline RESP causes HP mostly through the direct pathway desc…
Assessing High-Order Interdependencies Through Static O-Information Measures Computed on Resting State fMRI Intrinsic Component Networks
Resting state brain networks have reached a strong popularity in recent scientific endeavors due to their feasibility to characterize the metabolic mechanisms at the basis of neural control when the brain is not engaged in any task. The evaluation of these states, consisting in complex physiological processes employing a large amount of energy, is carried out from diagnostic images acquired through resting-state functionalmagnetic resonance (RS-fMRI) on different populations of subjects. In the present study, RS-fMRI signals from the WU-MinnHCP 1200 Subjects Data Release of the Human Connectome Project were studied with the aim of investigating the high order organizational structure of the…
MuTE: a new matlab toolbox for estimating the multivariate transfer entropy in physiological variability series
We present a new time series analysis toolbox, developed in Matlab, for the estimation of the Transfer entropy (TE) between time series taken from a multivariate dataset. The main feature of the toolbox is its fully multivariate implementation, that is made possible by the design of an approach for the non-uniform embedding (NUE) of the observed time series. The toolbox is equipped with parametric (linear) and non-parametric (based on binning or nearest neighbors) entropy estimators. All these estimators, implemented using the NUE approach in comparison with the classical approach based on uniform embedding, are tested on RR interval, systolic pressure and respiration variability series mea…
Synergistic and Redundant Brain-Heart Information in Patients with Focal Epilepsy
In this work, partial information decomposition (PID) was applied to the time series of heart rate and EEG amplitude variability to investigate the dynamical interactions in brain-heart coupling before and after epileptic seizures. From ECG and EEG signals collected on 23 children suffering from focal epilepsy, the RR intervals and the EEG variance at ipsilateral and contralateral temporal electrodes were computed in four different time windows before and after the seizures. Static PID was used to obtain redundant, unique and synergistic components of the total information shared between the series of RR and EEG variance. Results highlight, in the progression from preictal to postictal stat…
Information decomposition of multichannel EMG to map functional interactions in the distributed motor system
AbstractThe central nervous system needs to coordinate multiple muscles during postural control. Functional coordination is established through the neural circuitry that interconnects different muscles. Here we used multivariate information decomposition of multichannel EMG acquired from 14 healthy participants during postural tasks to investigate the neural interactions between muscles. A set of information measures were estimated from an instantaneous linear regression model and a time-lagged VAR model fitted to the EMG envelopes of 36 muscles. We used network analysis to quantify the structure of functional interactions between muscles and compared them across experimental conditions. Co…
Multiscale Granger causality analysis by à trous wavelet transform
Since interactions in neural systems occur across multiple temporal scales, it is likely that information flow will exhibit a multiscale structure, thus requiring a multiscale generalization of classical temporal precedence causality analysis like Granger's approach. However, the computation of multiscale measures of information dynamics is complicated by theoretical and practical issues such as filtering and undersampling: to overcome these problems, we propose a wavelet-based approach for multiscale Granger causality (GC) analysis, which is characterized by the following properties: (i) only the candidate driver variable is wavelet transformed (ii) the decomposition is performed using the…
Information dynamics of brain-heart physiological networks during sleep
This study proposes an integrated approach, framed in the emerging fields of network physiology and information dynamics, for the quantitative analysis of brain-heart interaction networks during sleep. With this approach, the time series of cardiac vagal autonomic activity and brain wave activities measured respectively as the normalized high frequency component of heart rate variability and the EEG power in the δ, θ, Ï, and β bands, are considered as realizations of the stochastic processes describing the dynamics of the heart system and of different brain sub-systems. Entropy-based measures are exploited to quantify the predictive information carried by each (sub)system, and to dissec…
Information dynamics in cardiorespiratory time series during mental stress testing
In this study, we assessed the information dynamics of respiration and heart rate variability during mental stress testing by means of the cross-entropy, a measure of cardiorespiratory coupling, and the self-entropy of the tachogram conditioned to the knowledge of respiration. Although stress is related to a reduction in vagal activity, no difference in cardiorespiratory coupling was found when 5 minutes of rest and stress were compared. The conditional self-entropy, on the other hand, showed significantly higher values during stress, indicating a higher predictability of the tachogram. These results show that entropy analyses of cardiorespiratory data reveal new information that could not …
Information-theoretic assessment of cardiovascular-brain networks during sleep
This study was aimed at detecting the structure of the physiological network underlying the regulation of the cardiovascular and brain systems during normal sleep. To this end, we measured from the polysomnographic recordings of 10 healthy subjects the normalized spectral power of heart rate variability in the high frequency band (HF) and the EEG power in the δ, θ, α, σ, and β bands. Then, the causal statistical dependencies within and between these six time series were assessed in terms of internal information (conditional self entropy, CSE) and information transfer (transfer entropy, TE) computed via a linear method exploiting multiple regression models and a nonlinear method combining ne…
Neural networks with non-uniform embedding and explicit validation phase to assess Granger causality
A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used approaches are a model-free one (transfer entropy) and a model-based one (Granger causality). Several pitfalls are related to the presence or absence of assumptions in modeling the relevant features of the data. We tried to overcome those pitfalls using a neural network approach in which a model is built without any a priori assumptions. In this sense this method can be seen as a bridge between model-free and model-based approaches. The experiments perfo…
Granger causality analysis of sleep brain-heart interactions
We studied the networks of Granger causality (GC) between the time series of cardiac vagal autonomic activity and brain wave activities, measured respectively as the normalized high frequency (HF) component of heart rate variability and EEG power in the δ, θ, α, Ï, β bands, computed in 10 healthy subjects during sleep. GC analysis was performed by vector autoregressive modeling, and significance of each link in the network was assessed using F-statistics. The whole-night analysis revealed the existence of a fully connected network of brain-heart and brain-brain interactions, with the à EEG power acting as a hub which conveys the largest number of GC links between the heart and brain n…
Linear and non-linear brain-heart and brain-brain interactions during sleep.
In this study, the physiological networks underlying the joint modulation of the parasympathetic component of heart rate variability (HRV) and of the different electroencephalographic (EEG) rhythms during sleep were assessed using two popular measures of directed interaction in multivariate time series, namely Granger causality (GC) and transfer entropy (TE). Time series representative of cardiac and brain activities were obtained in 10 young healthy subjects as the normalized high frequency (HF) component of HRV and EEG power in the δ, θ, α, Ï, and β bands, measured during the whole duration of sleep. The magnitude and statistical significance of GC and TE were evaluated between each …
Predictability decomposition detects the impairment of brain-heart dynamical networks during sleep disorders and their recovery with treatment
This work introduces a framework to study the network formed by the autonomic component of heart rate variability (cardiac process η ) and the amplitude of the different electroencephalographic waves (brain processes δ , θ , α , σ , β ) during sleep. The framework exploits multivariate linear models to decompose the predictability of any given target process into measures of self-, causal and interaction predictability reflecting respectively the information retained in the process and related to its physiological complexity, the information transferred from the other source processes, and the information modified during the transfer according to redundant or synergistic interaction betwee…
On the interpretability and computational reliability of frequency-domain Granger causality
This Correspondence article is a comment which directly relates to the paper “A study of problems encountered in Granger causality analysis from a neuroscience perspective” (Stokes and Purdon, 2017). We agree that interpretation issues of Granger causality (GC) in neuroscience exist, partially due to the historically unfortunate use of the name “causality”, as described in previous literature. On the other hand, we think that Stokes and Purdon use a formulation of GC which is outdated (albeit still used) and do not fully account for the potential of the different frequency-domain versions of GC; in doing so, their paper dismisses GC measures based on a suboptimal use of them. Furthermore, s…
Multiscale Information Decomposition: Exact Computation for Multivariate Gaussian Processes
Exploiting the theory of state space models, we derive the exact expressions of the information transfer, as well as redundant and synergistic transfer, for coupled Gaussian processes observed at multiple temporal scales. All of the terms, constituting the frameworks known as interaction information decomposition and partial information decomposition, can thus be analytically obtained for different time scales from the parameters of the VAR model that fits the processes. We report the application of the proposed methodology firstly to benchmark Gaussian systems, showing that this class of systems may generate patterns of information decomposition characterized by prevalently redundant or sy…
Multiscale analysis of information dynamics for linear multivariate processes.
In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic approaches to the multiscale analysis of complex dynamics are being increasingly used, the theoretical properties of the applied measures are poorly understood. This study introduces for the first time a framework for the analytical computation of information dynamics for linear multivariate stochastic processes explored at different time scales. After showing that the multiscale processing of a vector autoregressive (VAR) process introduces a moving aver…
MuTE: a MATLAB toolbox to compare established and novel estimators of the multivariate transfer entropy.
A challenge for physiologists and neuroscientists is to map information transfer between components of the systems that they study at different scales, in order to derive important knowledge on structure and function from the analysis of the recorded dynamics. The components of physiological networks often interact in a nonlinear way and through mechanisms which are in general not completely known. It is then safer that the method of choice for analyzing these interactions does not rely on any model or assumption on the nature of the data and their interactions. Transfer entropy has emerged as a powerful tool to quantify directed dynamical interactions. In this paper we compare different ap…
Extending the spectral decomposition of Granger causality to include instantaneous influences: application to the control mechanisms of heart rate variability.
Assessing Granger causality (GC) intended as the influence, in terms of reduction of variance of surprise, that a driver variable exerts on a given target, requires a suitable treatment of ‘instantaneous’ effects, i.e. influences due to interactions whose time scale is much faster than the time resolution of the measurements, due to unobserved confounders or insufficient sampling rate that cannot be increased because the mechanism of generation of the variable is inherently slow (e.g. the heartbeat). We exploit a recently proposed framework for the estimation of causal influences in the spectral domain and include instantaneous interactions in the modelling, thus obtaining (i) a novel index…
Synergistic Information Transfer in the Global System of Financial Markets.
Uncovering dynamic information flow between stock market indices has been the topic of several studies which exploited the notion of transfer entropy or Granger causality, its linear version. The output of the transfer entropy approach is a directed weighted graph measuring the information about the future state of each target provided by the knowledge of the state of each driving stock market index. In order to go beyond the pairwise description of the information flow, thus looking at higher order informational circuits, here we apply the partial information decomposition to triplets consisting of a pair of driving markets (belonging to America or Europe) and a target market in Asia. Our …
Information dynamics in cardiorespiratory analyses: application to controlled breathing
Voluntary adjustment of the breathing pattern is widely used to deal with stress-related conditions. In this study, effects of slow and fast breathing with a low and high inspiratory to expiratory time on heart rate variability (HRV) are evaluated by means of information dynamics. Information transfer is quantified both as the traditional transfer entropy as well as the cross entropy, where the latter does not condition on the past of HRV, thereby taking the highly unidirectional relation between respiration and heart rate into account. The results show that the cross entropy is more suited to quantify cardiorespiratory information transfer as this measure increases during slow breathing, i…
Estimating the decomposition of predictive information in multivariate systems
In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of co…
Interictal cardiorespiratory variability in temporal lobe and absence epilepsy in childhood
It is well known that epilepsy has a profound effect on the autonomic nervous system, especially on the autonomic control of heart rate and respiration. This effect has been widely studied during seizure activity, but less attention has been given to interictal (i.e. seizure-free) activity. The studies that have been done on this topic, showed that heart rate and respiration can be affected individually, even without the occurrence of seizures. In this work, the interactions between these two individual physiological variables are analysed during interictal activity in temporal lobe and absence epilepsy in childhood. These interactions are assessed by decomposing the predictive information …