Disentangling high-order effects in the transfer entropy
Sebastiano Stramaglia,
Luca Faes,
Jesus M. Cortes
et al.
Abstract:Transfer entropy (TE), the primary method for determining directed information flow within a network system, can exhibit bias—either in deficiency or excess—during both pairwise and conditioned calculations, owing to high-order dependencies among the dynamic processes under consideration and the remaining processes in the system used for conditioning. Here, we propose a novel approach. Instead of conditioning TE on all network processes except the driver and the target, as in its fully conditioned version, or … Show more
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