Permutation Complexity and Coupling Measures in Hidden Markov Models

In [Haruna, T. and Nakajima, K., 2011. Physica D 240, 1370-1377], the authors introduced the duality between values (words) and orderings (permutations) as a basis to discuss the relationship between information theoretic measures for finite-alphabet stationary stochastic processes and their permutation analogues. It has been used to give a simple proof of the equality between the entropy rate and the permutation entropy rate for any finite-alphabet stationary stochastic process and show some results on the excess entropy and the transfer entropy for finite-alphabet stationary ergodic Markov processes. In this paper, we extend our previous results to hidden Markov models and show the equalities between various information theoretic complexity and coupling measures and their permutation analogues. In particular, we show the following two results within the realm of hidden Markov models with ergodic internal processes: the two permutation analogues of the transfer entropy, the symbolic transfer entropy and the transfer entropy on rank vectors, are both equivalent to the transfer entropy if they are considered as the rates, and the directed information theory can be captured by the permutation entropy approach.Comment: 26 page

Granger causality and transfer entropy are equivalent for Gaussian variables

Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. Developed originally in the field of econometrics, it has since found application in a broader arena, particularly in neuroscience. More recently transfer entropy, an information-theoretic measure of time-directed information transfer between jointly dependent processes, has gained traction in a similarly wide field. While it has been recognized that the two concepts must be related, the exact relationship has until now not been formally described. Here we show that for Gaussian variables, Granger causality and transfer entropy are entirely equivalent, thus bridging autoregressive and information-theoretic approaches to data-driven causal inference.Comment: In review, Phys. Rev. Lett., Nov. 200

Informative and misinformative interactions in a school of fish

It is generally accepted that, when moving in groups, animals process information to coordinate their motion. Recent studies have begun to apply rigorous methods based on Information Theory to quantify such distributed computation. Following this perspective, we use transfer entropy to quantify dynamic information flows locally in space and time across a school of fish during directional changes around a circular tank, i.e. U-turns. This analysis reveals peaks in information flows during collective U-turns and identifies two different flows: an informative flow (positive transfer entropy) based on fish that have already turned about fish that are turning, and a misinformative flow (negative transfer entropy) based on fish that have not turned yet about fish that are turning. We also reveal that the information flows are related to relative position and alignment between fish, and identify spatial patterns of information and misinformation cascades. This study offers several methodological contributions and we expect further application of these methodologies to reveal intricacies of self-organisation in other animal groups and active matter in general