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arXiv · 2102.06839

Fluctuation-response theorem for Kullback-Leibler divergences to quantify causation

Andrea Auconi·Benjamin M. Friedrich·Andrea Giansanti
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Abstract

We define a new measure of causation from a fluctuation-response theorem for Kullback-Leibler divergences, based on the information-theoretic cost of perturbations. This information response has both the invariance properties required for an information-theoretic measure and the physical interpretation of a propagation of perturbations. In linear systems, the information response reduces to the transfer entropy, providing a connection between Fisher and mutual information.

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Andrea Auconi, Benjamin M. Friedrich, Andrea Giansanti. 2021-02-13. Fluctuation-response theorem for Kullback-Leibler divergences to quantify causation. https://doi.org/10.1209/0295-5075/135/28002

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