Fisher transfer entropy: quantifying the gain in transient sensitivity | Zendy

Mikhail Prokopenko | Zendy; Lionel Barnett | Zendy; Michael Harré | Zendy; Joseph T. Lizier | Zendy; Oliver Obst | Zendy; X. Rosalind Wang | Zendy

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Fisher transfer entropy: quantifying the gain in transient sensitivity

Author(s) -

Mikhail Prokopenko,

Lionel Barnett,

Michael Harré,

Joseph T. Lizier,

Oliver Obst,

X. Rosalind Wang

Publication year - 2015

Publication title -

proceedings of the royal society a mathematical physical and engineering sciences

Language(s) - English

Resource type - Journals

eISSN - 1471-2946

pISSN - 1364-5021

DOI - 10.1098/rspa.2015.0610

Subject(s) - transfer entropy , statistical physics , glauber , ising model , entropy (arrow of time) , observable , maximum entropy thermodynamics , principle of maximum entropy , joint entropy , mathematics , physics , joint quantum entropy , statistics , quantum mechanics , scattering

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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