Distinguishing anticipation from causality: anticipatory bias in the estimation of information flow

We report that transfer entropy estimates obtained from low-resolution and/or small data sets show net information flow away from a purely anticipatory element whereas transfer entropy calculated using exact distributions show the flow towards it. This means that for real-world data sets anticipatory elements can appear to be strongly driving the network dynamics even when there is no possibility of such an influence. Furthermore, we show that in the low-resolution limit there is no statistic that can distinguish anticipatory elements from causal ones.     

Exact Entanglement Dynamics in Three Interacting Qubits

Motivated by recent experimental studies on coherent dynamics transfer in three interacting atoms or electron spins [Phys. Rev. Lett 114(2015) 113002, Phys. Rev. Lett 120(2018) 243604], here we study entanglement entropy transfer in three interacting qubits. We analytically calculate time evolutions of wave function, density matrix and entanglement of the system. We find that initially entangled two qubits may alternatively transfer their entanglement entropy to other two qubit pairs. Thus dynamical evolution of three interacting qubits may produce a genuine three-partite entangled state through entanglement entropy transfers. In particular, different pairwise interactions of the three qubits endow symmetric and asymmetric evolutions of the entanglement transfer,characterized by the quantum mutual information and concurrence. Finally, we discuss an experimental proposal of three Rydberg atoms for testing the entanglement dynamics transfer of this kind.     

Testing methodologies for the nonlinear analysis of causal relationships in neurovascular coupling

We investigated the use and implementation of a nonlinear methodology for establishing which changes in neurophysiological signals cause changes in the blood oxygenation level-dependent (BOLD) contrast measured in functional magnetic resonance imaging. Unlike previous analytical approaches, which used linear correlation to establish covariations between neural activity and BOLD, we propose a directed information-theoretic measure, the transfer entropy, which can elucidate even highly nonlinear causal relationships between neural activity and BOLD signal. In this study we investigated the practicality of such an analysis given the limited data samples that can be collected experimentally due to the low temporal resolution of BOLD signals. We implemented several algorithms for the estimation of transfer entropy and we tested their effectiveness using simulated local field potentials (LFPs) and BOLD data constructed to match the main statistical properties of real LFP and BOLD signals measured simultaneously in monkey primary visual cortex. We found that using the advanced methods of entropy estimation implemented and described here, a transfer entropy analysis of neurovascular coupling based on experimentally attainable data sets is feasible.     

Information transfer between dynamical system components

We present a rigorous formalism of information transfer for systems with dynamics fully known. This follows from an accurate classification of the mechanisms for the entropy change of one component into a self-evolution plus a transfer from the other component. The formalism applies to both continuous flows and discrete maps. The resulting transfer measure possesses a property of asymmetry and is qualitatively consistent with the classical measures. It is further validated with the baker transformation and the Hénon map.     

Nonequilibrated oscillations of coherence in coupled nonlinear wave systems

We show that a conservative system of a pair of coupled incoherent nonlinear waves exhibits huge oscillations of coherence, which are characterized by a recurrent transfer of noise fluctuations between the coupled waves. This sustained oscillatory behavior is in contradiction with the expected irreversible evolution towards equilibrium. As a consequence, the process of coherence transfer is characterized by a reduction of nonequilibrium entropy, which violates the H theorem of entropy growth inherent to the kinetic theory.     

Permutation approach to finite-alphabet stationary stochastic processes based on the duality between values and orderings

The duality between values and orderings is a powerful tool to discuss relationships between various information-theoretic measures and their permutation analogues for discrete-time finite-alphabet stationary stochastic processes (SSPs). Applying it to output processes of hidden Markov models with ergodic internal processes, we have shown in our previous work that the excess entropy and the transfer entropy rate coincide with their permutation analogues. In this paper, we discuss two permutation characterizations of the two measures for general ergodic SSPs not necessarily having the Markov property assumed in our previous work. In the first approach, we show that the excess entropy and the transfer entropy rate of an ergodic SSP can be obtained as the limits of permutation analogues of them for the N-th order approximation by hidden Markov models, respectively. In the second approach, we employ the modified permutation partition of the set of words which considers equalities of symbols in addition to permutations of words. We show that the excess entropy and the transfer entropy rate of an ergodic SSP are equal to their modified permutation analogues, respectively.     

Laplace transform analysis of a multiplicative asset transfer model

We analyze a simple asset transfer model in which the transfer amount is a fixed fraction f of the giver’s wealth. The model is analyzed in a new way by Laplace transforming the master equation, solving it analytically and numerically for the steady-state distribution, and exploring the solutions for various values of f∈(0,1). The Laplace transform analysis is superior to agent-based simulations as it does not depend on the number of agents, enabling us to study entropy and inequality in regimes that are costly to address with simulations. We demonstrate that Boltzmann entropy is not a suitable (e.g. non-monotonic) measure of disorder in a multiplicative asset transfer system and suggest an asymmetric stochastic process that is equivalent to the asset transfer model.     

Partial transfer entropy on rank vectors

For the evaluation of information flow in bivariate time series, information measures have been employed, such as the transfer entropy (TE), the symbolic transfer entropy (STE), defined similarly to TE but on the ranks of the components of the reconstructed vectors, and the transfer entropy on rank vectors (TERV), similar to STE but forming the ranks for the future samples of the response system with regard to the current reconstructed vector. Here we extend TERV for multivariate time series, and account for the presence of confounding variables, called partial transfer entropy on ranks (PTERV). We investigate the asymptotic properties of PTERV, and also partial STE (PSTE), construct parametric significance tests under approximations with Gaussian and gamma null distributions, and show that the parametric tests cannot achieve the power of the randomization test using time-shifted surrogates. Using simulations on known coupled dynamical systems and applying parametric and randomization significance tests, we show that PTERV performs better than PSTE but worse than the partial transfer entropy (PTE). However, PTERV, unlike PTE, is robust to the presence of drifts in the time series and it is also not affected by the level of detrending.     

基于改进的符号转移熵的心脑电信号耦合研究

试图探究动力系统中的耦合关系一直以来都是国内外众多学者关注的热点,传统的时间序列符号化分析方法会使研究结果受序列非平稳性的严重影响,本文在原有转移熵的研究基础上,应用粗粒化提取,经过理论与实验的分析,发现心脑电信号耦合研究中的转移熵值在不同提取情况下对应不同的分布趋势,并选择效果最好的信号数据提取方法用在其后的应用分析中. 此外,对时间序列符号化方法提出改进,采用动态的自适应分割方法. 实验结果表明,无论清醒期还是睡眠期,改进的符号转移熵算法观测分析到的心脑电信号耦合作用更显著,能更好的捕捉到信号中的动态信息、系统动力学复杂性的改变,更利于医学临床实践应用中的检测,在分析非平稳的时间序列上具有更好的效果. 关键词： 心脑电信号 粗粒化 符号转移熵 基本尺度     

Polydisperse chains placed on a one-dimensional lattice

Using a transfer matrix technique, we calculate the entropy of polydisperse chains placed on an one-dimensional lattice, as a function of the density of internal and endpoint monomers. The polydispersivity is determined considering different activities for the two types of monomers, as is usual for equilibrium polymerization and living polymers. If the mean number of monomers in the chains is fixed, the entropy as a function of the density of monomers displays a maximum and is limited from below by the entropy of monodisperse chains. The increase of entropy due to the polydispersivity is a linear function of the density of monomers. We also calculate the distribution of chain sizes, obtaining an exponential relation.     

Symbolic transfer entropy rate is equal to transfer entropy rate for bivariate finite-alphabet stationary ergodic Markov processes

Transfer entropy is a measure of the magnitude and the direction of information flow between jointly distributed stochastic processes. In recent years, its permutation analogues are considered in the literature to estimate the transfer entropy by counting the number of occurrences of orderings of values, not the values themselves. It has been suggested that the method of permutation is easy to implement, computationally low cost and robust to noise when applying to real world time series data. In this paper, we initiate a theoretical treatment of the corresponding rates. In particular, we consider the transfer entropy rate and its permutation analogue, the symbolic transfer entropy rate, and show that they are equal for any bivariate finite-alphabet stationary ergodic Markov process. This result is an illustration of the duality method introduced in [T. Haruna, K. Nakajima, Physica D 240, 1370 (2011)]. We also discuss the relationship among the transfer entropy rate, the time-delayed mutual information rate and their permutation analogues.     

半透明梯度折射率介质内辐射熵传递方程及其数值模拟

在非相干辐射条件下,基于Planck光谱辐射熵强度定义,导出半透明梯度折射率介质内光谱辐射熵传递方程,以及局部辐射熵产率理论表达式.基于离散坐标法对辐射熵传递方程进行数值求解.以一维半透明梯度介质平板为例,对辐射熵方程及其算法进行验证.平板整体无因次辐射熵产的计算结果与宏观热力学定律的结果一致.     

What Can Local Transfer Entropy Tell Us about Phase-Amplitude Coupling in Electrophysiological Signals?

Modulation of the amplitude of high-frequency cortical field activity locked to changes in the phase of a slower brain rhythm is known as phase-amplitude coupling (PAC). The study of this phenomenon has been gaining traction in neuroscience because of several reports on its appearance in normal and pathological brain processes in humans as well as across different mammalian species. This has led to the suggestion that PAC may be an intrinsic brain process that facilitates brain inter-area communication across different spatiotemporal scales. Several methods have been proposed to measure the PAC process, but few of these enable detailed study of its time course. It appears that no studies have reported details of PAC dynamics including its possible directional delay characteristic. Here, we study and characterize the use of a novel information theoretic measure that may address this limitation: local transfer entropy. We use both simulated and actual intracranial electroencephalographic data. In both cases, we observe initial indications that local transfer entropy can be used to detect the onset and offset of modulation process periods revealed by mutual information estimated phase-amplitude coupling (MIPAC). We review our results in the context of current theories about PAC in brain electrical activity, and discuss technical issues that must be addressed to see local transfer entropy more widely applied to PAC analysis. The current work sets the foundations for further use of local transfer entropy for estimating PAC process dynamics, and extends and complements our previous work on using local mutual information to compute PAC (MIPAC).     

Information Network Modeling for U.S. Banking Systemic Risk

In this work we investigate whether information theory measures like mutual information and transfer entropy, extracted from a bank network, Granger cause financial stress indexes like LIBOR-OIS (London Interbank Offered Rate-Overnight Index Swap) spread, STLFSI (St. Louis Fed Financial Stress Index) and USD/CHF (USA Dollar/Swiss Franc) exchange rate. The information theory measures are extracted from a Gaussian Graphical Model constructed from daily stock time series of the top 74 listed US banks. The graphical model is calculated with a recently developed algorithm (LoGo) which provides very fast inference model that allows us to update the graphical model each market day. We therefore can generate daily time series of mutual information and transfer entropy for each bank of the network. The Granger causality between the bank related measures and the financial stress indexes is investigated with both standard Granger-causality and Partial Granger-causality conditioned on control measures representative of the general economy conditions.     

对流换热过程的热力学优化与传热优化

为了进一步明确对流换热过程中热力学优化与传热优化之间的差异,本文分别利用熵产最小原理、(火积)耗散极值原理针对两种边界条件下的对流换热问题进行分析,讨论熵产,(火积)耗散与有用能损失以及对流换热能力之间的关系.结果表明:熵产最小意味着系统的有用能损失最小,但并不反映系统的对流换热能力的强弱;而(火积)耗散取极值意味着系统的对流换热能力最强,但与系统的有用能损失不存在对应关系.因此,对于将降低有用能损失作为优化目标的换热问题应采用熵产最小原理进行分析;而对于需要将提高换热能力作为优化目标的对流换热问题应采用(火积)耗散极值原理进行分析.     

Transfer Entropy of West Pacific Earthquakes to Inner Van Allen Belt Electron Bursts

Lithosphere-ionosphere non-linear interactions create a complex system where links between different phenomena can remain hidden. The statistical correlation between West Pacific strong earthquakes and high-energy electron bursts escaping trapped conditions was demonstrated in past works. Here, it is investigated from the point of view of information. Starting from the conditional probability statistical model, which was deduced from the correlation, the Shannon entropy, the joint entropy, and the conditional entropy are calculated. Time-delayed mutual information and transfer entropy have also been calculated analytically here for binary events: by including correlations between consecutive earthquake events, and between consecutive earthquakes and electron bursts. These quantities have been evaluated for the complex dynamical system of lithosphere-ionosphere; although the expressions calculated by probabilities resulted in being valid for each pair of binary events. Peaks occurred for the same time delay as in the correlations, Δt = 1.5–3.5 h, and as well as for a new time delay, Δt = −58.5–−56.5 h, for the transfer entropy; this last is linked to EQ self-correlations from the analysis. Even if the low number of self-correlated EQs makes this second peak insignificant in this case, it is of interest to separate the non-linear contribution of the transfer entropy of binary events in the study of a complex system.     

Entropy resistance analyses of a two-stream parallel flow heat exchanger with viscous heating

Heat exchangers are widely used in industry, and analyses and optimizations of the performance of heat exchangers are important topics. In this paper, we define the concept of entropy resistance based on the entropy generation analyses of a one-dimensional heat transfer process. With this concept, a two-stream parallel flow heat exchanger with viscous heating is analyzed and discussed. It is found that the minimization of entropy resistance always leads to the maximum heat transfer rate for the discussed two-stream parallel flow heat exchanger, while the minimizations of entropy generation rate, entropy generation numbers, and revised entropy generation number do not always.     

Information Dimension of Stochastic Processes on Networks: Relating Entropy Production to Spectral Properties

We consider discrete stochastic processes, modeled by classical master equations, on networks. The temporal growth of the lack of information about the system is captured by its non-equilibrium entropy, defined via the transition probabilities between different nodes of the network. We derive a relation between the entropy and the spectrum of the master equation’s transfer matrix. Our findings indicate that the temporal growth of the entropy is proportional to the logarithm of time if the spectral density shows scaling. In analogy to chaos theory, the proportionality factor is called (stochastic) information dimension and gives a global characterization of the dynamics on the network. These general results are corroborated by examples of regular and of fractal networks.