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Efficient Transfer Entropy Analysis of Non-Stationary Neural Time Series

Author

Listed:
  • Patricia Wollstadt
  • Mario Martínez-Zarzuela
  • Raul Vicente
  • Francisco J Díaz-Pernas
  • Michael Wibral

Abstract

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of interest in neuroscience. Estimating transfer entropy from two processes requires the observation of multiple realizations of these processes to estimate associated probability density functions. To obtain these necessary observations, available estimators typically assume stationarity of processes to allow pooling of observations over time. This assumption however, is a major obstacle to the application of these estimators in neuroscience as observed processes are often non-stationary. As a solution, Gomez-Herrero and colleagues theoretically showed that the stationarity assumption may be avoided by estimating transfer entropy from an ensemble of realizations. Such an ensemble of realizations is often readily available in neuroscience experiments in the form of experimental trials. Thus, in this work we combine the ensemble method with a recently proposed transfer entropy estimator to make transfer entropy estimation applicable to non-stationary time series. We present an efficient implementation of the approach that is suitable for the increased computational demand of the ensemble method's practical application. In particular, we use a massively parallel implementation for a graphics processing unit to handle the computationally most heavy aspects of the ensemble method for transfer entropy estimation. We test the performance and robustness of our implementation on data from numerical simulations of stochastic processes. We also demonstrate the applicability of the ensemble method to magnetoencephalographic data. While we mainly evaluate the proposed method for neuroscience data, we expect it to be applicable in a variety of fields that are concerned with the analysis of information transfer in complex biological, social, and artificial systems.

Suggested Citation

  • Patricia Wollstadt & Mario Martínez-Zarzuela & Raul Vicente & Francisco J Díaz-Pernas & Michael Wibral, 2014. "Efficient Transfer Entropy Analysis of Non-Stationary Neural Time Series," PLOS ONE, Public Library of Science, vol. 9(7), pages 1-21, July.
  • Handle: RePEc:plo:pone00:0102833
    DOI: 10.1371/journal.pone.0102833
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    Cited by:

    1. Luu Duc Huynh, Toan, 2020. "The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR," Resources Policy, Elsevier, vol. 66(C).
    2. Nicholas Timme & Shinya Ito & Maxym Myroshnychenko & Fang-Chin Yeh & Emma Hiolski & Pawel Hottowy & John M Beggs, 2014. "Multiplex Networks of Cortical and Hippocampal Neurons Revealed at Different Timescales," PLOS ONE, Public Library of Science, vol. 9(12), pages 1-43, December.
    3. Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Vo, Xuan Vinh & Nguyen, Thong Trung, 2020. "“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    4. Yonathan Murin & Jeremy Kim & Josef Parvizi & Andrea Goldsmith, 2018. "SozRank: A new approach for localizing the epileptic seizure onset zone," PLOS Computational Biology, Public Library of Science, vol. 14(1), pages 1-26, January.

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