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. Copyright (C) 2021 EPLA

Fluctuation-response theorem for Kullback-Leibler divergences to quantify causation

Auconi A.
;
2021-01-01

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. Copyright (C) 2021 EPLA
2021
135
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10278/5060624
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