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RESEARCH PRODUCT
Multiscale Information Decomposition: Exact Computation for Multivariate Gaussian Processes
Luca FaesDaniele MarinazzoSebastiano Stramagliasubject
FOS: Computer and information sciencesInformation transferComputer scienceGaussianSocial SciencesGeneral Physics and AstronomyInformation theory01 natural sciences010305 fluids & plasmasState spaceStatistical physicslcsh:Scienceinformation theorymultiscale entropylcsh:QC1-999Interaction informationMathematics and Statisticssymbolsinformation dynamicsInformation dynamics; Information transfer; Multiscale entropy; Multivariate time series analysis; Redundancy and synergy; State space models; Vector autoregressive models; Physics and Astronomy (all)information dynamics; information transfer; multiscale entropy; multivariate time series analysis; redundancy and synergy; state space models; vector autoregressive modelsMultivariate time series analysiMathematics - Statistics Theorylcsh:AstrophysicsStatistics Theory (math.ST)Statistics - ApplicationsMethodology (stat.ME)symbols.namesakePhysics and Astronomy (all)0103 physical scienceslcsh:QB460-466FOS: Mathematicsinformation transferRelevance (information retrieval)Applications (stat.AP)Transfer Entropy010306 general physicsGaussian processStatistics - MethodologyState space modelstate space modelsmultivariate time series analysisredundancy and synergyvector autoregressive modelsInformation dynamicVector autoregressive modelSettore ING-INF/06 - Bioingegneria Elettronica E InformaticaTransfer entropylcsh:Qlcsh:Physicsdescription
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 synergistic information transfer persisting across multiple time scales or even by the alternating prevalence of redundant and synergistic source interaction depending on the time scale. Then, we apply our method to an important topic in neuroscience, i.e., the detection of causal interactions in human epilepsy networks, for which we show the relevance of partial information decomposition to the detection of multiscale information transfer spreading from the seizure onset zone.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2017-08-08 | Entropy |