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2015
DOI: 10.3389/fphy.2015.00010
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Efficient computation and statistical assessment of transfer entropy

Abstract: The analysis of complex systems frequently poses the challenge to distinguish correlation from causation. Statistical physics has inspired very promising approaches to search for correlations in time series; the transfer entropy in particular [1]. Now, methods from computational statistics can quantitatively assign significance to such correlation measures. In this study, we propose and apply a procedure to statistically assess transfer entropies by one-sided tests. We introduce to null models of vanishing cor… Show more

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Cited by 21 publications
(17 citation statements)
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“…To perform a statistical assessment of the identified links, we create a null model that shuffles the neural events 75 (n = 200) by maintaining the distribution of IEIs (inter-event intervals). For a given data set (X, Y), we compute the so-called Z-score as follows: where µ(TE s ) is the mean value of a sample s under a null hypothesis of independence and σ(TE s ) is the respective standard deviation.…”
Section: Methodsmentioning
confidence: 99%
“…To perform a statistical assessment of the identified links, we create a null model that shuffles the neural events 75 (n = 200) by maintaining the distribution of IEIs (inter-event intervals). For a given data set (X, Y), we compute the so-called Z-score as follows: where µ(TE s ) is the mean value of a sample s under a null hypothesis of independence and σ(TE s ) is the respective standard deviation.…”
Section: Methodsmentioning
confidence: 99%
“…The logistic map was used because of its simplicity and well understood parameter dependent non-divergent long time behavior. It is commonly used in simulation frameworks as a model of choice (see [ 61 , 62 ] for examples in the context of TE and [ 59 , 60 ] for simulation of neuronal activity). Our model was composed of three main branches with four channels each and an additional channel to which every branch projects with a different interaction delay.…”
Section: Methodsmentioning
confidence: 99%
“…direction of information flow, which can be considered as a measure of potential causation from X to Y (Boba et al 2015). In contrast with GC, TE is not framed in terms of prediction but in terms of resolution of uncertainty (Barnett et al 2009).…”
Section: Causality As Information Flow Through Transfer Entropymentioning
confidence: 99%