On Geometry of Information Flow for Causal Inference
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  • Release Date: 2021-11-08
  • causal inference
  • transfer entropy
  • differential entropy
  • correlation dimension
Video Introduction

This video is adapted from 10.3390/e22040396

Causal inference is perhaps one of the most fundamental concepts in science, beginning originally from the works of some of the ancient philosophers, through today, but also weaved strongly in current work from statisticians, machine learning experts, and scientists from many other fields. This video takes the perspective of information flow, which includes the Nobel prize winning work on Granger-causality, and the recently highly popular transfer entropy, these being probabilistic in nature. Researchers main contribution will be to develop analysis tools that will allow a geometric interpretation of information flow as a causal inference indicated by positive transfer entropy. They will describe the effective dimensionality of an underlying manifold as projected into the outcome space that summarizes information flow. Therefore, contrasting the probabilistic and geometric perspectives, researchers will introduce a new measure of causal inference based on the fractal correlation dimension conditionally applied to competing explanations of future forecasts, which researchers will write G e o C y x . This avoids some of the boundedness issues that they show exist for the transfer entropy, T y x . Researchers will highlight the discussions with data developed from synthetic models of successively more complex nature: these include the Hénon map example, and finally a real physiological example relating breathing and heart rate function.

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Surasinghe, S.; Bollt, E.M. On Geometry of Information Flow for Causal Inference. Encyclopedia. Available online: https://encyclopedia.pub/video/video_detail/112 (accessed on 19 April 2024).
Surasinghe S, Bollt EM. On Geometry of Information Flow for Causal Inference. Encyclopedia. Available at: https://encyclopedia.pub/video/video_detail/112. Accessed April 19, 2024.
Surasinghe, Sudam, Erik M. Bollt. "On Geometry of Information Flow for Causal Inference" Encyclopedia, https://encyclopedia.pub/video/video_detail/112 (accessed April 19, 2024).
Surasinghe, S., & Bollt, E.M. (2021, November 08). On Geometry of Information Flow for Causal Inference. In Encyclopedia. https://encyclopedia.pub/video/video_detail/112
Surasinghe, Sudam and Erik M. Bollt. "On Geometry of Information Flow for Causal Inference." Encyclopedia. Web. 08 November, 2021.