The Causal Interaction between Complex Subsystems

Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the <i>bulk</i> information flow between two complex subsystems of a large-dimensional parental system....

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Main Author: X. San Liang
Format: Article
Language:English
Published: MDPI AG 2021-12-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/24/1/3
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author X. San Liang
author_facet X. San Liang
author_sort X. San Liang
collection DOAJ
description Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the <i>bulk</i> information flow between two complex subsystems of a large-dimensional parental system. Analytical formulas have been obtained in a closed form. Under a Gaussian assumption, their maximum likelihood estimators have also been obtained. These formulas have been validated using different subsystems with preset relations, and they yield causalities just as expected. On the contrary, the commonly used proxies for the characterization of subsystems, such as averages and principal components, generally do not work correctly. This study can help diagnose the emergence of patterns in complex systems and is expected to have applications in many real world problems in different disciplines such as climate science, fluid dynamics, neuroscience, financial economics, etc.
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spelling doaj.art-9e2456e46d4245dd9c1b2128a0e90e3d2023-11-23T13:40:17ZengMDPI AGEntropy1099-43002021-12-01241310.3390/e24010003The Causal Interaction between Complex SubsystemsX. San Liang0Department of Atmospheric & Oceanic Sciences, Institute of Atmospheric Sciences, Fudan University, Shanghai 200438, ChinaInformation flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the <i>bulk</i> information flow between two complex subsystems of a large-dimensional parental system. Analytical formulas have been obtained in a closed form. Under a Gaussian assumption, their maximum likelihood estimators have also been obtained. These formulas have been validated using different subsystems with preset relations, and they yield causalities just as expected. On the contrary, the commonly used proxies for the characterization of subsystems, such as averages and principal components, generally do not work correctly. This study can help diagnose the emergence of patterns in complex systems and is expected to have applications in many real world problems in different disciplines such as climate science, fluid dynamics, neuroscience, financial economics, etc.https://www.mdpi.com/1099-4300/24/1/3bulk information flowcomplex systemcausalitysubspacenetworks of networks
spellingShingle X. San Liang
The Causal Interaction between Complex Subsystems
Entropy
bulk information flow
complex system
causality
subspace
networks of networks
title The Causal Interaction between Complex Subsystems
title_full The Causal Interaction between Complex Subsystems
title_fullStr The Causal Interaction between Complex Subsystems
title_full_unstemmed The Causal Interaction between Complex Subsystems
title_short The Causal Interaction between Complex Subsystems
title_sort causal interaction between complex subsystems
topic bulk information flow
complex system
causality
subspace
networks of networks
url https://www.mdpi.com/1099-4300/24/1/3
work_keys_str_mv AT xsanliang thecausalinteractionbetweencomplexsubsystems
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