Fisher transfer entropy: quantifying the gain in transient sensitivity

Prokopenko, Mikhail, Barnett, Lionel, Harré, Michael, Lizier, Joseph T., Obst, Oliver and Wang, X. Rosalind (2015) Fisher transfer entropy: quantifying the gain in transient sensitivity. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Science, 471 (2184). p. 20150610. ISSN 1364-5021

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Abstract

We introduce a novel measure, Fisher transfer entropy (FTE), which quantifies a gain in sensitivity to a control parameter of a state transition, in the context of another observable source. The new measure captures both transient and contextual qualities of transfer entropy and the sensitivity characteristics of Fisher information. FTE is exemplified for a ferromagnetic two-dimensional lattice Ising model with Glauber dynamics and is shown to diverge at the critical point.

Item Type: Article
Schools and Departments: School of Engineering and Informatics > Informatics
Subjects: Q Science > Q Science (General) > Q0300 Cybernetics > Q0350 Information theory
Q Science > QA Mathematics > QA0273 Probabilities. Mathematical statistics
Q Science > QA Mathematics > QA0299 Analysis. Including analytical methods connected with physical problems
Depositing User: Lionel Barnett
Date Deposited: 01 Jun 2016 11:33
Last Modified: 01 Jun 2016 11:33
URI: http://sro.sussex.ac.uk/id/eprint/61248
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