2011
DOI: 10.1063/1.3637494
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Anatomy of a bit: Information in a time series observation

Abstract: Appealing to several multivariate information measures-some familiar, some new here-we analyze the information embedded in discrete-valued stochastic time series. We dissect the uncertainty of a single observation to demonstrate how the measures' asymptotic behavior sheds structural and semantic light on the generating process's internal information dynamics. The measures scale with the length of time window, which captures both intensive (rates of growth) and subextensive components. We provide interpretation… Show more

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Cited by 124 publications
(184 citation statements)
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“…We now describe a simple visual display [29] in which all the transmitted mutual information components appear, together with the residual output entropy. These displays are referred to as "spectra" because different colours are used for different components.…”
Section: Information Decomposition (Id) Spectramentioning
confidence: 99%
“…We now describe a simple visual display [29] in which all the transmitted mutual information components appear, together with the residual output entropy. These displays are referred to as "spectra" because different colours are used for different components.…”
Section: Information Decomposition (Id) Spectramentioning
confidence: 99%
“…We define continuous-time information anatomy [19] quantities as rates. As mentioned earlier, the present extends over an infinitesimal time.…”
Section: Differential Information Ratesmentioning
confidence: 99%
“…1, which shows how they partition the marginal entropy H(X t ), the uncertainty about a single observation in isolation; this partitioning is discussed in depth by James et al [9].…”
Section: Introductionmentioning
confidence: 92%