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- W2289331840 abstract "In their article Wibral et al. (2013), the authors propose a measure of interaction delays rooted in an information-theoretic framework. Their measure, named TESPO where SPO stands for self-prediction optimality, is a timedelayed extension to transfer entropy that becomes maximal only at the actual interaction delay as proven in their paper. Wibral et al. only considered the bivariate coupling case. Prior to their publication, in Runge et al. (2012b,a) the theory of detecting and quantifying causal interactions and their strength for the general multivariate case is discussed. In these publications we use a measure, called information tranfer to Y (ITY), that can be considered as a multivariate generalization of TESPO. The general idea is to measure the coupling delay X → Y by excluding past information from Y . The difference is that Wibral et al. try to infer the past information by reconstructing (vector-valued) states, while in our approach (published earlier than theirs) we use an iterative algorithm coming from the statistics community (Pearl, 2000). Wibral et al. contrast their measure with a similar information-theoretic measure, the bivariate momentary information transfer (BivMIT), that was introduced before the two main publications (Runge et al., 2012b,a) in Pompe and Runge (2011). Wibral et al. write that “A major conceptual difference between the Pompe and Runge study and ours is that no formal proof of the maximality of their functional [Biv-]MIT at the correct interaction delay is given, and as we argue below cannot be given.” Wibral et al. do not provide a proof that the maximality of BivMIT cannot be given, but they construct a model example for which they find the BivMIT unable to serve the purpose of inferring the interaction delay. In a previous version of this comment we had attemped to show that the maximality proof equally holds for the bivariate BivMIT introduced in Pompe and Runge (2011). But this proof contained an error as Wibral et al. brought to our attention. Here we show, that indeed, the BivMIT could be" @default.
- W2289331840 created "2016-06-24" @default.
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- W2289331840 date "2014-01-01" @default.
- W2289331840 modified "2023-09-23" @default.
- W2289331840 title "Comment on Wibral et al. (2013): Measuring Information-Transfer Delays (Correction of the previous comment)" @default.
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