On directed information theory and Granger causality graphs
Directed information theory deals with communication channels with feedback. When applied to networks, a natural extension based on causal conditioning is needed. We show here that measures built from directed information theory in networks can be used to assess Granger causality graphs of stochasti...
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Veröffentlicht in: | Journal of computational neuroscience 2011-02, Vol.30 (1), p.7-16 |
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creator | Amblard, Pierre-Olivier Michel, Olivier J. J. |
description | Directed information theory deals with communication channels with feedback. When applied to networks, a natural extension based on causal conditioning is needed. We show here that measures built from directed information theory in networks can be used to assess Granger causality graphs of stochastic processes. We show that directed information theory includes measures such as the transfer entropy, and that it is the adequate information theoretic framework needed for neuroscience applications, such as connectivity inference problems. |
doi_str_mv | 10.1007/s10827-010-0231-x |
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subjects | Biomedical and Life Sciences Biomedicine Causality Computer Science Engineering Sciences Entropy Human Genetics Humans Information Theory Neurology Neurosciences Normal Distribution Signal and Image Processing Stochastic Processes Theory of Computation |
title | On directed information theory and Granger causality graphs |
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