Transfer Entropy

• Main Author: Deniz Gençağa (Ed.) (auth)
• Format: Electronic Book Chapter
• Language: English
• Published: MDPI - Multidisciplinary Digital Publishing Institute 2018
• Subjects: Information technology industries; statistical signal processing; entropy estimation; nonlinear interactions; data mining; machine learning; information-theoretic quantities; causality; information flow; entropy; correlation; statistical dependency; information-theory; transfer entropy; causal relationships; mutual information; Granger causality; interacting subsystems
• Online Access: DOAB: download the publication; DOAB: description of the publication

Statistical relationships among the variables of a complex system reveal a lot about its physical behavior. Therefore, identification of the relevant variables and characterization of their interactions are crucial for a better understanding of a complex system. Linear methods, such as correlation,...