2013
DOI: 10.3390/e15020524
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On Thermodynamic Interpretation of Transfer Entropy

Abstract: We propose a thermodynamic interpretation of transfer entropy near equilibrium, using a specialised Boltzmann's principle. The approach relates conditional probabilities to the probabilities of the corresponding state transitions. This in turn characterises transfer entropy as a difference of two entropy rates: the rate for a resultant transition and another rate for a possibly irreversible transition within the system affected by an additional source. We then show that this difference, the local transfer entr… Show more

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Cited by 76 publications
(72 citation statements)
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“…In what follows, we compare the thermodynamic interpretation of Schreiber's transfer entropy as presented in [24,25] with the Liang-Kleeman measure of information transfer after having emphasized its formal analogy with the Horowitz-Esposito thermodynamic formalism.…”
Section: A Thermodynamic Comparisonmentioning
confidence: 99%
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“…In what follows, we compare the thermodynamic interpretation of Schreiber's transfer entropy as presented in [24,25] with the Liang-Kleeman measure of information transfer after having emphasized its formal analogy with the Horowitz-Esposito thermodynamic formalism.…”
Section: A Thermodynamic Comparisonmentioning
confidence: 99%
“…For an interesting outline of general differences between transfer entropy and information flow defined via a time-shifted mutual information, we refer to [22]. For relatively recent thermodynamic interpretations of transfer entropy, we refer to [24,25].…”
Section: A Thermodynamic Comparisonmentioning
confidence: 99%
See 2 more Smart Citations
“…It is worth mentioning that Granger causality and transfer entropy are equivalent for Gaussian distributions according to Barnett et al [10]. After transfer entropy was proposed, it has been widely used in diverse fields, such as statistics [11,12], dynamical systems [13][14][15], social networks [16], physiology [17][18][19], the study of cellular automata in computer science [20,21], and so on.…”
Section: Introductionmentioning
confidence: 99%