Inferring the directionality of coupling with conditional mutual information

Abstract

Uncovering the directionality of coupling is a significant step in understanding drive-response relationships in complex systems. In this paper, we discuss a nonparametric method for detecting the directionality of coupling based on the estimation of information theoretic functionals. We consider several different methods for estimating conditional mutual information. The behavior of each estimator with respect to its free parameter is shown using a linear model where an analytical estimate of conditional mutual information is available. Numerical experiments in detecting coupling directionality are performed using chaotic oscillators, where the influence of the phase extraction method and relative frequency ratio is investigated.