How to Tell a Direct Signal from a Chorus of Voices ✛

Original: "Disentangling high order effects in the transfer entropy"
arXiv:2402.03229 · 2024-02-05 · CC BY 4.0 · 2 min
A new method reveals how much of the information flow between two processes comes from their direct connection, and how much is due to the influence of other elements in the system.

An orchestra without a conductor plays a complex piece. The listener hears the overall music but wants to understand who leads the melody and who merely echoes it in unison. Similarly, it is hard to make sense of a complex system where many processes influence each other at once, be it climate, brain, or finance. We need to know where the direct link between two processes is, and where the collective effect lies.

Until now, scientists either ignored all other processes and looked only at the pair, or they considered all of them at once but could not tell which ones mattered and which were just noise. The new method does not search all subsets; it looks only for those that maximally weaken or maximally strengthen the information transfer between the two processes of interest. The difference between these extremes and the usual pairwise value shows how much of the data flow is due to the pure pair and how much to collective effects.

Information transfer does not always imply causation: if two processes respond to a common external factor, a strong association may be observed between them even though neither directly influences the other. The new method helps separate such cases.

On climate data, where the influence of sea surface temperature in the tropical Pacific (El Niño) on the atmospheric pressure difference between Tahiti and Darwin (the Southern Oscillation) was analyzed, the method showed that about 20% of the information flow is due to collective effects. This means that even in such a tight pair as El Niño and the Southern Oscillation, a fifth of the information is not transmitted directly but through other climate indices, such as Atlantic Ocean temperature. Now we have a way to read the orchestral score and understand which instruments carry the melody, which merely echo it, and which create a harmony that exists in no single part.

El Niño and the Southern Oscillation are so tightly linked that they are combined into the acronym ENSO, but the proposed method shows that even in such a pair, about a fifth of the information is transmitted not directly but through other climate indices, such as the temperature of the Northern Tropical Atlantic or the Southern Tropical Atlantic.

Scientists
Ludwig BoltzmannRudolf ClausiusJacob BekensteinStephen HawkingJames Clerk MaxwellEdward Witten
Concepts
entropy information theory information processing principle of maximum entropy game theory optimal transport transfer learning Teleconnection enthalpy delay differential equation first order phase transition data transmission network initial conditions Braess's paradox in biology quantum switch electrolyte transport order parameter heat transfer El Niño-Southern Oscillation