Search results for "Transfer Entropy"
showing 4 items of 44 documents
Compensated transfer entropy as a tool for reliably estimating information transfer in physiological time series
2013
We present a framework for the estimation of transfer entropy (TE) under the conditions typical of physiological system analysis, featuring short multivariate time series and the presence of instantaneous causality (IC). The framework is based on recognizing that TE can be interpreted as the difference between two conditional entropy (CE) terms, and builds on an efficient CE estimator that compensates for the bias occurring for high dimensional conditioning vectors and follows a sequential embedding procedure whereby the conditioning vectors are formed progressively according to a criterion for CE minimization. The issue of IC is faced accounting for zero-lag interactions according to two a…
Information-theoretic assessment of cardiovascular-brain networks during sleep
2015
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…
Wiener-Granger Causality in Network Physiology with Applications to Cardiovascular Control and Neuroscience
2016
Since the operative definition given by C. W. J. Granger of an idea expressed by N. Wiener, the Wiener–Granger causality (WGC) has been one of the most relevant concepts exploited by modern time series analysis. Indeed, in networks formed by multiple components, working according to the notion of segregation and interacting with each other according to the principle of integration, inferring causality has opened a window on the effective connectivity of the network and has linked experimental evidences to functions and mechanisms. This tutorial reviews predictability improvement, information-based and frequency domain methods for inferring WGC among physiological processes from multivariate…
Assessing Transfer Entropy in cardiovascular and respiratory time series: A VARFI approach
2021
In the study of complex biomedical systems represented by multivariate stochastic processes, such as the cardiovascular and respiratory systems, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. Recently, the quantification of multiscale complexity based on linear parametric models, incorporating autoregressive coefficients and fractional integration, encompassing short term dynamics and long-range correlations, was extended to multivariate time series. Within this Vector AutoRegressive Fractionally Integrated (VARFI) framework formalized for Gaussian processes, in this work we propose to estimate the Transfer Entropy, or equivalently G…