Fisher transfer entropy: Quantifying the gain in transient sensitivity

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

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)

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 languageEnglish
Article number20150610
Pages (from-to)1-14
Number of pages14
JournalProceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Volume471
Issue number2184
DOIs
Publication statusPublished - 8 Dec 2015
Externally publishedYes

Keywords

  • Fisher information
  • Glauber dynamics
  • Information dynamics
  • Ising model
  • Phase transitions
  • Transfer entropy

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