Fisher transfer entropy: quantifying the gain in transient sensitivity

Author:

Prokopenko Mikhail1,Barnett Lionel2,Harré Michael1,Lizier Joseph T.1ORCID,Obst Oliver3,Wang X. Rosalind3

Affiliation:

1. Complex Systems, School of Civil Engineering, University of Sydney, Sydney, New South Wales 2006, Australia

2. Sackler Centre for Consciousness Science, Department of Informatics, University of Sussex, Falmer, Brighton BN1 9QJ, UK

3. Data Mining, CSIRO Data61, PO Box 76, Epping, New South Wales 1710, Australia

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.

Funder

Dr Mortimer and Theresa Sackler Foundation

Publisher

The Royal Society

Subject

General Physics and Astronomy,General Engineering,General Mathematics

Reference48 articles.

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