The Causal Interaction between Complex Subsystems

Abstract

Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the bulk information flow between two complex subsystems of a large-dimensional parental system. Analytical formulas have been obtained in a closed form. Under a Gaussian assumption, their maximum likelihood estimators have also been obtained. These formulas have been validated using different subsystems with preset relations, and they yield causalities just as expected. On the contrary, the commonly used proxies for the characterization of subsystems, such as averages and principal components, generally do not work correctly. This study can help diagnose the emergence of patterns in complex systems and is expected to have applications in many real world problems in different disciplines such as climate science, fluid dynamics, neuroscience, financial economics, etc.