Generalized Measures of Information Transfer

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Publication date: 7 February 2011

Abstract: Transfer entropy provides a general tool for analyzing the magnitudes and directions---but not the emph{kinds}---of information transfer in a system. We extend transfer entropy in two complementary ways. First, we distinguish state-dependent from state-independent transfer, based on whether a source's influence depends on the state of the target. Second, for multiple sources, we distinguish between unique, redundant, and synergistic transfer. The new measures are demonstrated on several systems that extend examples from previous literature.

Has companion code repository: https://github.com/wumofei/TE_PID

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