Fisher transfer entropy: quantifying the gain in transient sensitivity

Mikhail Prokopenko, Lionel Barnett, Michael Harré, Joseph T. Lizier, Oliver Obst, X. Rosalind Wang
2015 Proceedings of the Royal Society A  
We introduce a novel measure, Fisher Transfer Entropy, which quantifies a gain in sensitivity to a control parameter of a state transition, in the context of another observable source. The new measure captures both transient and contextual qualities of transfer entropy and the sensitivity characteristics of Fisher information. Fisher Transfer Entropy is exemplified for a ferromagnetic 2d lattice Ising model with Glauber dynamics, and is shown to diverge at the critical point.
doi:10.1098/rspa.2015.0610 fatcat:csb3uzjxpzdbvesrxblzj2e4ky