1. A general theory to estimate Information transfer in nonlinear systems
- Author
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Pires, Carlos A., Docquier, David, and Vannitsem, Stéphane
- Subjects
FOS: Physical sciences ,Chaotic Dynamics (nlin.CD) ,Nonlinear Sciences - Chaotic Dynamics - Abstract
A general theory for computing information transfers in nonlinear systems driven by deterministic forcings and additive and/or multiplicative noises, is presented. It extends the Liang-Kleeman framework of causality inference based on information transfer across system variables (Liang, 2016). An effective method of computing formulas of the rates of entropy transfers (RETs) is presented, the Causal Sensitivity Method (CSM), relying on the estimation from data of conditional expectations. Those expectations are approximated by nonlinear regressions, leading to a much easier and more robust way of computing RETs than the brute-force approach calling for numerical integrals over the phase space and the knowledge of the multivariate probability density function of the system. The CSM is furthermore fully adapted to the case where no model equations are available, starting with a nonlinear model fitting from data with the subsequent application of CSM to the fitted model. Moreover, the RETs are decomposed into sums of single one-to-one RETs plus synergetic terms, accounting for the joint causal effect of groups of variables. State-dependent RET formulas are also proposed, allowing for determining the dependencies of variables and synergies locally in phase space. A comparison of the RETs estimations is performed between the brute-force probability-density-based approach (AN), the CSM-based approach with and/or without model fitting, and the multivariate linear approach, in the context of two models: (i) a model derived from a potential and (ii) the classical chaotic Lorenz system, both forced by additive and/or multiplicative noises. The analysis demonstrates that the CSM estimations are robust and close to the AN-reference values in the different experiments, providing evidence of the possibilities offered by the method and opening new perspectives on real-world applications., Comment: 41 pages, 6 figures. Submitted to Physica D
- Published
- 2023
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