3,122 research outputs found
Assessing Transfer Entropy in cardiovascular and respiratory time series: A VARFI approach
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 Granger Causality, in the cardiovascular and respiratory systems. This allows to quantify the information flow and assess directed interactions accounting for the simultaneous presence of short-term dynamics and long-range correlations. The proposed approach is first tested on simulations of benchmark VARFI processes where the transfer entropy could be computed from the known model parameters. Then, it is applied to experimental data consisting of heart period, systolic arterial pressure and respiration time series measured in healthy subjects monitored at rest and during mental and postural stress. Both simulations and real data analysis revealed that the proposed method
highlights the dependence of the information transfer on the balance between short-term and longrange correlations in coupled dynamical systems
Measuring information-transfer delays
In complex networks such as gene networks, traffic systems or brain circuits it is important to understand how long it takes for the different parts of the network to effectively influence one another. In the brain, for example, axonal delays between brain areas can amount to several tens of milliseconds, adding an intrinsic component to any timing-based processing of information. Inferring neural interaction delays is thus needed to interpret the information transfer revealed by any analysis of directed interactions across brain structures. However, a robust estimation of interaction delays from neural activity faces several challenges if modeling assumptions on interaction mechanisms are wrong or cannot be made. Here, we propose a robust estimator for neuronal interaction delays rooted in an information-theoretic framework, which allows a model-free exploration of interactions. In particular, we extend transfer entropy to account for delayed source-target interactions, while crucially retaining the conditioning on the embedded target state at the immediately previous time step. We prove that this particular extension is indeed guaranteed to identify interaction delays between two coupled systems and is the only relevant option in keeping with Wiener’s principle of causality. We demonstrate the performance of our approach in detecting interaction delays on finite data by numerical simulations of stochastic and deterministic processes, as well as on local field potential recordings. We also show the ability of the extended transfer entropy to detect the presence of multiple delays, as well as feedback loops. While evaluated on neuroscience data, we expect the estimator to be useful in other fields dealing with network dynamics
Efficient transfer entropy analysis of non-stationary neural time series
Information theory allows us to investigate information processing in neural
systems in terms of information transfer, storage and modification. Especially
the measure of information transfer, transfer entropy, has seen a dramatic
surge of interest in neuroscience. Estimating transfer entropy from two
processes requires the observation of multiple realizations of these processes
to estimate associated probability density functions. To obtain these
observations, available estimators assume stationarity of processes to allow
pooling of observations over time. This assumption however, is a major obstacle
to the application of these estimators in neuroscience as observed processes
are often non-stationary. As a solution, Gomez-Herrero and colleagues
theoretically showed that the stationarity assumption may be avoided by
estimating transfer entropy from an ensemble of realizations. Such an ensemble
is often readily available in neuroscience experiments in the form of
experimental trials. Thus, in this work we combine the ensemble method with a
recently proposed transfer entropy estimator to make transfer entropy
estimation applicable to non-stationary time series. We present an efficient
implementation of the approach that deals with the increased computational
demand of the ensemble method's practical application. In particular, we use a
massively parallel implementation for a graphics processing unit to handle the
computationally most heavy aspects of the ensemble method. We test the
performance and robustness of our implementation on data from simulated
stochastic processes and demonstrate the method's applicability to
magnetoencephalographic data. While we mainly evaluate the proposed method for
neuroscientific data, we expect it to be applicable in a variety of fields that
are concerned with the analysis of information transfer in complex biological,
social, and artificial systems.Comment: 27 pages, 7 figures, submitted to PLOS ON
Multiscale Analysis of Information Dynamics for Linear Multivariate Processes
In the study of complex physical and physiological systems represented by
multivariate time series, an issue of great interest is the description of the
system dynamics over a range of different temporal scales. While
information-theoretic approaches to the multiscale analysis of complex dynamics
are being increasingly used, the theoretical properties of the applied measures
are poorly understood. This study introduces for the first time a framework for
the analytical computation of information dynamics for linear multivariate
stochastic processes explored at different time scales. After showing that the
multiscale processing of a vector autoregressive (VAR) process introduces a
moving average (MA) component, we describe how to represent the resulting VARMA
process using state-space (SS) models and how to exploit the SS model
parameters to compute analytical measures of information storage and
information transfer for the original and rescaled processes. The framework is
then used to quantify multiscale information dynamics for simulated
unidirectionally and bidirectionally coupled VAR processes, showing that
rescaling may lead to insightful patterns of information storage and transfer
but also to potentially misleading behaviors
Towards a sharp estimation of transfer entropy for identifying causality in financial time series
We present an improvement of an estimator of causality in financial time series via transfer entropy, which includes the side information that may affect the cause-effect relation in the system, i.e. a conditional
information-transfer based causality. We show that for weakly stationary time series the conditional transfer entropy measure is nonnegative and bounded below by the Geweke's measure of Granger causality. We use k-nearest neighbor distances to estimate entropy and approximate the distribution of the estimator with bootstrap techniques. We give examples of the application of the estimator in detecting causal effects in a simulated autoregressive stationary system in three random variables with linear and non-linear couplings; in a system of non stationary variables; and with real financial data.Postprint (published version
Multiscale Information Decomposition: Exact Computation for Multivariate Gaussian Processes
Exploiting the theory of state space models, we derive the exact expressions
of the information transfer, as well as redundant and synergistic transfer, for
coupled Gaussian processes observed at multiple temporal scales. All of the
terms, constituting the frameworks known as interaction information
decomposition and partial information decomposition, can thus be analytically
obtained for different time scales from the parameters of the VAR model that
fits the processes. We report the application of the proposed methodology
firstly to benchmark Gaussian systems, showing that this class of systems may
generate patterns of information decomposition characterized by mainly
redundant or synergistic information transfer persisting across multiple time
scales or even by the alternating prevalence of redundant and synergistic
source interaction depending on the time scale. Then, we apply our method to an
important topic in neuroscience, i.e., the detection of causal interactions in
human epilepsy networks, for which we show the relevance of partial information
decomposition to the detection of multiscale information transfer spreading
from the seizure onset zone
Assessing coupling dynamics from an ensemble of time series
Finding interdependency relations between (possibly multivariate) time series
provides valuable knowledge about the processes that generate the signals.
Information theory sets a natural framework for non-parametric measures of
several classes of statistical dependencies. However, a reliable estimation
from information-theoretic functionals is hampered when the dependency to be
assessed is brief or evolves in time. Here, we show that these limitations can
be overcome when we have access to an ensemble of independent repetitions of
the time series. In particular, we gear a data-efficient estimator of
probability densities to make use of the full structure of trial-based
measures. By doing so, we can obtain time-resolved estimates for a family of
entropy combinations (including mutual information, transfer entropy, and their
conditional counterparts) which are more accurate than the simple average of
individual estimates over trials. We show with simulated and real data that the
proposed approach allows to recover the time-resolved dynamics of the coupling
between different subsystems
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