On directed information theory and Granger causality graphs

  • Authors:
  • Pierre-Olivier Amblard;Olivier J. Michel

  • Affiliations:
  • GIPSAlab, Department of Images and Signals, CNRS UMR 5216, Saint Martin d'Hères cedex, France 38402;GIPSAlab, Department of Images and Signals, CNRS UMR 5216, Saint Martin d'Hères cedex, France 38402

  • Venue:
  • Journal of Computational Neuroscience
  • Year:
  • 2011

Quantified Score

Hi-index 0.00

Visualization

Abstract

Directed information theory deals with communication channels with feedback. When applied to networks, a natural extension based on causal conditioning is needed. We show here that measures built from directed information theory in networks can be used to assess Granger causality graphs of stochastic processes. We show that directed information theory includes measures such as the transfer entropy, and that it is the adequate information theoretic framework needed for neuroscience applications, such as connectivity inference problems.