Search results for "instantaneous causality"

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…