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Transfer entropy
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<h2 id="see-also">See also</h2> <ul><li><a href="/facts/Directed_information/sYpdcvSA">Directed information</a></li> <li><a href="/facts/Mutual_information/HIUvsjvV">Mutual information</a></li> <li><a href="/facts/Conditional_mutual_information/MRsfVyhC">Conditional mutual information</a></li> <li><a href="/facts/Causality/Swh496X7">Causality</a></li> <li><a href="/facts/Causality_(physics)/bkoXXhU3">Causality (physics)</a></li> <li><a href="/facts/Structural_equation_modeling/g5nWG6zy">Structural equation modeling</a></li> <li><a href="/facts/Rubin_causal_model/m6h998gw">Rubin causal model</a></li></ul> <h2 id="external-links">External links</h2> <ul><li><a href="https://code.google.com/p/transfer-entropy-toolbox/">"Transfer Entropy Toolbox"</a>. <a href="/facts/Google_Code/1HnjsxRd">Google Code</a>., a toolbox, developed in <a href="/facts/C%252B%252B/Et0F2qn9">C++</a> and <a href="/facts/MATLAB/qPjLISCk">MATLAB</a>, for computation of transfer entropy between spike trains.</li> <li><a href="https://github.com/jlizier/jidt">"Java Information Dynamics Toolkit (JIDT)"</a>. <a href="/facts/GitHub/n1hNCsc3">GitHub</a>. 2019-01-16., a toolbox, developed in <a href="/facts/Java_(programming_language)/9ScgFyAL">Java</a> and usable in <a href="/facts/MATLAB/qPjLISCk">MATLAB</a>, <a href="/facts/GNU_Octave/vVVq5evM">GNU Octave</a> and <a href="/facts/Python_(programming_language)/YbuGqofa">Python</a>, for computation of transfer entropy and related information-theoretic measures in both discrete and continuous-valued data.</li> <li><a href="https://github.com/montaltoalessandro/MuTE">"Multivariate Transfer Entropy (MuTE) toolbox"</a>. <a href="/facts/GitHub/n1hNCsc3">GitHub</a>. 2019-01-09., a toolbox, developed in <a href="/facts/MATLAB/qPjLISCk">MATLAB</a>, for computation of transfer entropy with different estimators.</li></ul> <h2 id="references">References</h2> <ol> <li id="fn:1"><p>Schreiber, Thomas (1 July 2000). "Measuring information transfer". Physical Review Letters. 85 (2): 461–464. arXiv:nlin/0001042. Bibcode:2000PhRvL..85..461S. doi:10.1103/PhysRevLett.85.461. PMID 10991308. S2CID 7411376. <a href="/wiki/ArXiv_(identifier)" target="_blank">/wiki/ArXiv_(identifier)</a> <a href="#fnref:1" class="footnote-back-ref">↩</a></p></li> <li id="fn:2"><p>Seth, Anil (2007). "Granger causality". Scholarpedia. 2 (7): 1667. Bibcode:2007SchpJ...2.1667S. doi:10.4249/scholarpedia.1667. <a href="https://doi.org/10.4249%2Fscholarpedia.1667" target="_blank">https://doi.org/10.4249%2Fscholarpedia.1667</a> <a href="#fnref:2" class="footnote-back-ref">↩</a></p></li> <li id="fn:3"><p>Hlaváčková-Schindler, Katerina; Palus, M; Vejmelka, M; Bhattacharya, J (1 March 2007). "Causality detection based on information-theoretic approaches in time series analysis". Physics Reports. 441 (1): 1–46. Bibcode:2007PhR...441....1H. 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S2CID 51789622. <a href="/wiki/ArXiv_(identifier)" target="_blank">/wiki/ArXiv_(identifier)</a> <a href="#fnref:5" class="footnote-back-ref">↩</a></p></li> <li id="fn:6"><p>Wyner, A. D. (1978). "A definition of conditional mutual information for arbitrary ensembles". Information and Control. 38 (1): 51–59. doi:10.1016/s0019-9958(78)90026-8. <a href="https://doi.org/10.1016%2Fs0019-9958%2878%2990026-8" target="_blank">https://doi.org/10.1016%2Fs0019-9958%2878%2990026-8</a> <a href="#fnref:6" class="footnote-back-ref">↩</a></p></li> <li id="fn:7"><p>Dobrushin, R. L. (1959). "General formulation of Shannon's main theorem in information theory". Uspekhi Mat. Nauk. 14: 3–104. <a href="#fnref:7" class="footnote-back-ref">↩</a></p></li> <li id="fn:8"><p>Barnett, Lionel (1 December 2009). "Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables". Physical Review Letters. 103 (23): 238701. arXiv:0910.4514. Bibcode:2009PhRvL.103w8701B. doi:10.1103/PhysRevLett.103.238701. 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