We define a new measure of causation from a fluctuation-response theorem for Kullback-Leibler divergences, based on the information-theoretic cost of perturbations. This information response has both the invariance properties required for an information-theoretic measure and the physical interpretation of a propagation of perturbations. In linear systems, the information response reduces to the transfer entropy, providing a connection between Fisher and mutual information.
Fluctuation-response theorem for Kullback-Leibler divergences to quantify causation / Auconi, A.; Friedrich, B. M.; Giansanti, A.. - In: EUROPHYSICS LETTERS. - ISSN 0295-5075. - 135:2(2021), p. 28002. [10.1209/0295-5075/135/28002]
Fluctuation-response theorem for Kullback-Leibler divergences to quantify causation
Giansanti A.
2021
Abstract
We define a new measure of causation from a fluctuation-response theorem for Kullback-Leibler divergences, based on the information-theoretic cost of perturbations. This information response has both the invariance properties required for an information-theoretic measure and the physical interpretation of a propagation of perturbations. In linear systems, the information response reduces to the transfer entropy, providing a connection between Fisher and mutual information.File | Dimensione | Formato | |
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