vix.ing · top · new · best · stats · spec

Causation entropy from symbolic representations of dynamical systems

2015/07/11 by Carlo Cafaro, Warren M. Lord, Jie Sun +1 · 1 citation
Physics and Astronomy · #physics.data-an

paper · pdf · doi:10.1063/1.4916902

published as CHAOS 25, 043106 (2015) · 22 pages, 8 figures

arxiv created 2015/07/11 · arxiv updated 2015/08/06

Abstract

Identification of causal structures and quantification of direct information flows in complex systems is a challenging yet important task, with practical applications in many fields. Data generated by dynamical processes or large-scale systems are often symbolized, either because of the finite resolution of the measurement apparatus, or because of the need of statistical estimation. By algorithmic application of causation entropy, we investigated the effects of symbolization on important concepts such as Markov order and causal structure of the tent map. We uncovered that these quantities depend nonmontonically and, most of all, sensitively on the choice of symbolization. Indeed, we show that Markov order and causal structure do not necessarily converge to their original analog counterparts as the resolution of the partitioning becomes finer.

Cited by