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Test case (Ia), comparison of MIT and TE.

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posted on 2013-03-01, 10:21 authored by Michael Wibral, Nicolae Pampu, Viola Priesemann, Felix Siebenhühner, Hannes Seiwert, Michael Lindner, Joseph T. Lizier, Raul Vicente

Analytic and empirical measurements of (a) Transfer entropy and (b) Momentary information transfer as a function of memory noise parameter for the discrete-valued process with short-term source memory and a delay . Each measure is plotted for delays (red) and 2 (green). The correct causal interaction delay coorsponds and therefore we expect an appropriate measure to always return a higher value with than with , i.e the red curve should always be at higher values than the green curve. Nevertheless, there is potential for to be identified erroneously as the delay due to the presence of memory in the source , and MIT indeed finds this result for a range of the memory noise parameter (below .1).

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