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
Hauptverfasser: Amblard, Pierre-Olivier, Michel, Olivier J. J.
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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.
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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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