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arXiv · 1902.11239

Quantifying High-order Interdependencies via Multivariate Extensions of the Mutual Information

Fernando Rosas·Pedro A. M. Mediano·Michael Gastpar·Henrik J. Jensen
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Abstract

This article introduces a model-agnostic approach to study statistical synergy, a form of emergence in which patterns at large scales are not traceable from lower scales. Our framework leverages various multivariate extensions of Shannon's mutual information, and introduces the O-information as a metric capable of characterising synergy- and redundancy-dominated systems. We develop key analytical properties of the O-information, and study how it relates to other metrics of high-order interactions from the statistical mechanics and neuroscience literature. Finally, as a proof of concept, we use the proposed framework to explore the relevance of statistical synergy in Baroque music scores.

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Fernando Rosas, Pedro A. M. Mediano, Michael Gastpar, Henrik J. Jensen. 2019-02-28. Quantifying High-order Interdependencies via Multivariate Extensions of the Mutual Information. https://doi.org/10.1103/physreve.100.032305

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