Transfer Entropy

Transfer Entropy

Statistical relationships among the variables of a complex system reveal a lot about its physical behavior. Therefore, identification of the relevant variables and characterization of their interactions are crucial for a better understanding of a complex system. Linear methods, such as correlation,...

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Bibliographic Details
Main Author: Deniz Gençağa (Ed.) (auth)
Format: Book Chapter
Published: MDPI - Multidisciplinary Digital Publishing Institute 2018
Subjects:
statistical signal processing
entropy estimation
nonlinear interactions
data mining
machine learning
information-theoretic quantities
causality
information flow
entropy
correlation
statistical dependency
information-theory
transfer entropy
causal relationships
mutual information
Granger causality
interacting subsystems
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