Efficient Estimation of Information Transfer

Abstract

Any measure of interdependence can lose much of its appeal due to a poor choice of its numerical estimator. Information theoretic functionals are particularly sensitive to this problem, especially when applied to noisy signals of only a few thousand data points or less. Unfortunately, this is a common scenario in applications to electrophysiology data sets. In this chapter, we will review the stateof- the-art estimators based on nearest-neighbor statistics for information transfer measures. Nearest neighbors techniques are more data-efficient than naive partition or histogram estimators and rely on milder assumptions than parametric approaches. However, they also come with limitations and several parameter choices that influence the numerical estimation of information theoretic functionals.We will describe step by step the efficient estimation of transfer entropy for a typical electrophysiology data set, and how the multi-trial structure of such data sets can be used to partially alleviate the problem of non-stationarity.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  1. 1.Max-Planck Institute for Brain ResearchFrankfurt am MainGermany
  2. 2.MEG Unit, Brain Imaging CenterGoethe UniversityFrankfurt am MainGermany

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