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arXiv 1609.01233cs.ITcond-mat.stat-mechmath.ITmath.STstat.MLstat.TH
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Shannon信息之外的多元相关性

Multivariate Dependence Beyond Shannon Information

Ryan G. James, James P. Crutchfield

摘要:

准确地确定依赖结构对于发现系统的因果组织是至关重要的。我们最近表明,转移熵失败的一个关键方面,这-测量信息流-由于其合并的二元和多元的关系。我们扩展这一观察表明,这是真实的所有这些香农信息措施时,用于分析多变量依赖关系。这具有广泛的意义,特别是当使用信息来表达复杂系统中嵌入的组织和机制时,包括将复杂网络理论与信息论结合起来的新兴努力。在这里,我们并不认为信息论的任何方面是错误的。相反,它的绝大多数信息措施根本不足以确定联合概率分布内的有意义的依赖结构。因此,这样的信息措施是不足以发现内在的因果关系。最后,我们证明了这种分布存在于任意一组变量中。

英文摘要:

Accurately determining dependency structure is critical to discovering a system's causal organization. We recently showed that the transfer entropy fails in a key aspect of this---measuring information flow---due to its conflation of dyadic and polyadic relationships. We extend this observation to demonstrate that this is true of all such Shannon information measures when used to analyze multivariate dependencies. This has broad implications, particularly when employing information to express the organization and mechanisms embedded in complex systems, including the burgeoning efforts to combine complex network theory with information theory. Here, we do not suggest that any aspect of information theory is wrong. Rather, the vast majority of its informational measures are simply inadequate for determining the meaningful dependency structure within joint probability distributions. Therefore, such information measures are inadequate for discovering intrinsic causal relations. We close by demonstrating that such distributions exist across an arbitrary set of variables.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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