PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Robustly estimating the flow direction of information in complex physical systems
Guido Nolte, Andreas Ziehe, Vadim Nikulin, Alois Schlögl, Nicole Krämer, Tom Brismar and Klaus-Robert Müller
Physical Review Letters Volume 100, 234101, 2008.

Abstract

We propose a new measure (phase-slope index) to estimate the direction of information flux in multivariate time series. This measure (a) is insensitive to mixtures of independent sources, (b) gives meaningful results even if the phase spectrum is not linear, and (c) properly weights contributions from different frequencies. These properties are shown in extended simulations and contrasted to Granger causality which yields highly significant false detections for mixtures of independent sources. An application to electroencephalography data (eyes-closed condition) reveals a clear front-to-back information flow.

EPrint Type:Article
Additional Information:A preprint and matlab code is available at http://ml.cs.tu-berlin.de/causality/ A Research Highlight pointing to this paper appeared in Nature: http://www.nature.com/nature/journal/v453/n7199/full/4531146b.html
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Theory & Algorithms
ID Code:4178
Deposited By:Nicole Krämer
Deposited On:18 October 2008