Fisher transfer entropy : quantifying the gain in transient sensitivity

Mikhail Prokopenko; Lionel Barnett; Michael Harre; Joseph T. Lizier; Oliver Obst; X. Rosalind Wang

doi:10.1098/rspa.2015.0610

Fisher transfer entropy : quantifying the gain in transient sensitivity

Mikhail Prokopenko, Lionel Barnett, Michael Harre, Joseph T. Lizier, Oliver Obst, X. Rosalind Wang

Western Sydney University

Research output: Contribution to journal › Article › peer-review

Abstract

We introduce a novel measure, Fisher transfer entropy (FTE), which quantifies a gain in sensitivity to a control parameter of a state transition, in the context of another observable source. The new measure captures both transient and contextual qualities of transfer entropy and the sensitivity characteristics of Fisher information. FTE is exemplified for a ferromagnetic two-dimensional lattice Ising model with Glauber dynamics and is shown to diverge at the critical point.

Original language	English
Article number	20150610
Number of pages	14
Journal	Proceedings of the Royal Society of London. Series A : Mathematical, Physical and Engineering Sciences
Volume	471
Issue number	2184
DOIs	https://doi.org/10.1098/rspa.2015.0610
Publication status	Published - 2015

Keywords

Fisher information
Glauber dynamics
Ising model
information thermodynamics
transfer entropy

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abstract = "We introduce a novel measure, Fisher transfer entropy (FTE), which quantifies a gain in sensitivity to a control parameter of a state transition, in the context of another observable source. The new measure captures both transient and contextual qualities of transfer entropy and the sensitivity characteristics of Fisher information. FTE is exemplified for a ferromagnetic two-dimensional lattice Ising model with Glauber dynamics and is shown to diverge at the critical point.",

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AU - Prokopenko, Mikhail

AU - Barnett, Lionel

AU - Harre, Michael

AU - Lizier, Joseph T.

AU - Obst, Oliver

AU - Wang, X. Rosalind

PY - 2015

Y1 - 2015

N2 - We introduce a novel measure, Fisher transfer entropy (FTE), which quantifies a gain in sensitivity to a control parameter of a state transition, in the context of another observable source. The new measure captures both transient and contextual qualities of transfer entropy and the sensitivity characteristics of Fisher information. FTE is exemplified for a ferromagnetic two-dimensional lattice Ising model with Glauber dynamics and is shown to diverge at the critical point.

AB - We introduce a novel measure, Fisher transfer entropy (FTE), which quantifies a gain in sensitivity to a control parameter of a state transition, in the context of another observable source. The new measure captures both transient and contextual qualities of transfer entropy and the sensitivity characteristics of Fisher information. FTE is exemplified for a ferromagnetic two-dimensional lattice Ising model with Glauber dynamics and is shown to diverge at the critical point.

KW - Fisher information

KW - Glauber dynamics

KW - Ising model

KW - information thermodynamics

KW - transfer entropy

UR - http://handle.uws.edu.au:8081/1959.7/uws:34785

U2 - 10.1098/rspa.2015.0610

DO - 10.1098/rspa.2015.0610

M3 - Article

SN - 1364-5021

VL - 471

JO - Proceedings of the Royal Society of London. Series A : Mathematical, Physical and Engineering Sciences

JF - Proceedings of the Royal Society of London. Series A : Mathematical, Physical and Engineering Sciences

IS - 2184

M1 - 20150610

ER -

Fisher transfer entropy : quantifying the gain in transient sensitivity

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Keywords

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