Causal Information Rate

Abstract

Information processing is common in complex systems, and information geometric theory provides a useful tool to elucidate the characteristics of non-equilibrium processes, such as rare, extreme events, from the perspective of geometry. In particular, their time-evolutions can be viewed by the rate (information rate) at which new information is revealed (a new statistical state is accessed). In this paper, we extend this concept and develop a new information-geometric measure of causality by calculating the effect of one variable on the information rate of the other variable. We apply the proposed causal information rate to the Kramers equation and compare it with the entropy-based causality measure (information flow). Overall, the causal information rate is a sensitive method for identifying causal relations.