Inferring directional interactions in collective dynamics: a critique to intrinsic mutual information

Pairwise interactions are critical to collective dynamics of natural and technological systems. Information theory is the gold standard to study these interactions, but recent work has identified pitfalls in the way information flow is appraised through classical metrics—time-delayed mutual informat...

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Main Authors: Pietro De Lellis, Manuel Ruiz Marín, Maurizio Porfiri
Format: Article
Language:English
Published: IOP Publishing 2022-01-01
Series:Journal of Physics: Complexity
Subjects:
Online Access:https://doi.org/10.1088/2632-072X/acace0
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author Pietro De Lellis
Manuel Ruiz Marín
Maurizio Porfiri
author_facet Pietro De Lellis
Manuel Ruiz Marín
Maurizio Porfiri
author_sort Pietro De Lellis
collection DOAJ
description Pairwise interactions are critical to collective dynamics of natural and technological systems. Information theory is the gold standard to study these interactions, but recent work has identified pitfalls in the way information flow is appraised through classical metrics—time-delayed mutual information and transfer entropy. These pitfalls have prompted the introduction of intrinsic mutual information to precisely measure information flow. However, little is known regarding the potential use of intrinsic mutual information in the inference of directional influences to diagnose interactions from time-series of individual units. We explore this possibility within a minimalistic, mathematically tractable leader–follower model, for which we document an excess of false inferences of intrinsic mutual information compared to transfer entropy. This unexpected finding is linked to a fundamental limitation of intrinsic mutual information, which suffers from the same sins of time-delayed mutual information: a thin tail of the null distribution that favors the rejection of the null-hypothesis of independence.
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spelling doaj.art-7b75b161e5154b8c99c5f37347c9b5702023-04-18T13:50:52ZengIOP PublishingJournal of Physics: Complexity2632-072X2022-01-014101500110.1088/2632-072X/acace0Inferring directional interactions in collective dynamics: a critique to intrinsic mutual informationPietro De Lellis0https://orcid.org/0000-0002-2656-6454Manuel Ruiz Marín1https://orcid.org/0000-0001-9228-6410Maurizio Porfiri2https://orcid.org/0000-0002-1480-3539Department of Electrical Engineering and Information Technology , University of Naples Federico II, Naples 80125, ItalyDepartment of Quantitative Methods, Law and Modern Languages, Technical University of Cartagena , Cartagena, Murcia 30201, SpainCenter for Urban Science and Progress, Department of Mechanical and Aerospace Engineering, and Department of Biomedical Engineering, New York University Tandon School of Engineering , Brooklyn, NY 11201, United States of AmericaPairwise interactions are critical to collective dynamics of natural and technological systems. Information theory is the gold standard to study these interactions, but recent work has identified pitfalls in the way information flow is appraised through classical metrics—time-delayed mutual information and transfer entropy. These pitfalls have prompted the introduction of intrinsic mutual information to precisely measure information flow. However, little is known regarding the potential use of intrinsic mutual information in the inference of directional influences to diagnose interactions from time-series of individual units. We explore this possibility within a minimalistic, mathematically tractable leader–follower model, for which we document an excess of false inferences of intrinsic mutual information compared to transfer entropy. This unexpected finding is linked to a fundamental limitation of intrinsic mutual information, which suffers from the same sins of time-delayed mutual information: a thin tail of the null distribution that favors the rejection of the null-hypothesis of independence.https://doi.org/10.1088/2632-072X/acace0information flowstatistical inferenceintrinsic mutual informationtransfer entropytime-series analysiscollective behavior
spellingShingle Pietro De Lellis
Manuel Ruiz Marín
Maurizio Porfiri
Inferring directional interactions in collective dynamics: a critique to intrinsic mutual information
Journal of Physics: Complexity
information flow
statistical inference
intrinsic mutual information
transfer entropy
time-series analysis
collective behavior
title Inferring directional interactions in collective dynamics: a critique to intrinsic mutual information
title_full Inferring directional interactions in collective dynamics: a critique to intrinsic mutual information
title_fullStr Inferring directional interactions in collective dynamics: a critique to intrinsic mutual information
title_full_unstemmed Inferring directional interactions in collective dynamics: a critique to intrinsic mutual information
title_short Inferring directional interactions in collective dynamics: a critique to intrinsic mutual information
title_sort inferring directional interactions in collective dynamics a critique to intrinsic mutual information
topic information flow
statistical inference
intrinsic mutual information
transfer entropy
time-series analysis
collective behavior
url https://doi.org/10.1088/2632-072X/acace0
work_keys_str_mv AT pietrodelellis inferringdirectionalinteractionsincollectivedynamicsacritiquetointrinsicmutualinformation
AT manuelruizmarin inferringdirectionalinteractionsincollectivedynamicsacritiquetointrinsicmutualinformation
AT maurizioporfiri inferringdirectionalinteractionsincollectivedynamicsacritiquetointrinsicmutualinformation