Generalized Measures of Information Transfer

Details Generalized Measures of Information Transfer Generalized Measures of Information Transfer

2011-02-08

arxiv.org/abs/1102.1507v1

Physics

Data Analysis, Statistics and Probability

Scientific paper

Transfer entropy provides a general tool for analyzing the magnitudes and directions---but not the \emph{kinds}---of information transfer in a system. We extend transfer entropy in two complementary ways. First, we distinguish state-dependent from state-independent transfer, based on whether a source's influence depends on the state of the target. Second, for multiple sources, we distinguish between unique, redundant, and synergistic transfer. The new measures are demonstrated on several systems that extend examples from previous literature.

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