Uncovering causal interdependencies from observational data is one of the great challenges of a nonlinear time series analysis. In this paper, we discuss this topic with the help of an information-theoretic concept known as Rényi's information measure. In particular, we tackle the directional information flow between bivariate time series in terms of Rényi's transfer entropy. We show that by choosing Rényi's parameter α, we can appropriately control information that is transferred only between selected parts of the underlying distributions. This, in turn, is a particularly potent tool for quantifying causal interdependencies in time series, where the knowledge of "black swan" events, such as spikes or sudden jumps, are of key importance. In this connection, we first prove that for Gaussian variables, Granger causality and Rényi transfer entropy are entirely equivalent. Moreover, we also partially extend these results to heavy-tailed α-Gaussian variables. These results allow establishing a connection between autoregressive and Rényi entropy-based information-theoretic approaches to data-driven causal inference. To aid our intuition, we employed the Leonenko et al. entropy estimator and analyzed Rényi's information flow between bivariate time series generated from two unidirectionally coupled Rössler systems. Notably, we find that Rényi's transfer entropy not only allows us to detect a threshold of synchronization but it also provides non-trivial insight into the structure of a transient regime that exists between the region of chaotic correlations and synchronization threshold. In addition, from Rényi's transfer entropy, we could reliably infer the direction of coupling and, hence, causality, only for coupling strengths smaller than the onset value of the transient regime, i.e., when two Rössler systems are coupled but have not yet entered synchronization.

• Keywords
• Rényi entropy, Rényi transfer entropy, Rössler system, multivariate time series,
• Publication type
• Journal Article MeSH

In recent years, there has been an increasing interest in the study of large-scale brain activity interaction structure from the perspective of complex networks, based on functional magnetic resonance imaging (fMRI) measurements. To assess the strength of interaction (functional connectivity, FC) between two brain regions, the linear (Pearson) correlation coefficient of the respective time series is most commonly used. Since a potential use of nonlinear FC measures has recently been discussed in this and other fields, the question arises whether particular nonlinear FC measures would be more informative for the graph analysis than linear ones. We present a comparison of network analysis results obtained from the brain connectivity graphs capturing either full (both linear and nonlinear) or only linear connectivity using 24 sessions of human resting-state fMRI. For each session, a matrix of full connectivity between 90 anatomical parcel time series is computed using mutual information. For comparison, connectivity matrices obtained for multivariate linear Gaussian surrogate data that preserve the correlations, but remove any nonlinearity are generated. Binarizing these matrices using multiple thresholds, we generate graphs corresponding to linear and full nonlinear interaction structures. The effect of neglecting nonlinearity is then assessed by comparing the values of a range of graph-theoretical measures evaluated for both types of graphs. Statistical comparisons suggest a potential effect of nonlinearity on the local measures-clustering coefficient and betweenness centrality. Nevertheless, subsequent quantitative comparison shows that the nonlinearity effect is practically negligible when compared to the intersubject variability of the graph measures. Further, on the group-average graph level, the nonlinearity effect is unnoticeable.

• MeSH
• Databases as Topic MeSH
• Adult MeSH
• Humans MeSH
• Magnetic Resonance Imaging MeSH
• Young Adult MeSH
• Models, Neurological * MeSH
• Brain physiology   MeSH
• Nonlinear Dynamics * MeSH
• Nerve Net physiology   MeSH
• Rest physiology   MeSH
• Statistics as Topic MeSH
• Check Tag
• Adult MeSH
• Humans MeSH
• Young Adult MeSH
• Male MeSH
• Female MeSH
• Publication type
• Journal Article MeSH
• Research Support, Non-U.S. Gov't MeSH