This book considers a relatively new metric in complex systems, transfer entropy, derived from a series of measurements, usually a time series. After a qualitative introduction and a chapter that explains the key ideas from statistics required to understand the text, the authors then present information theory and transfer entropy in depth. A key feature of the approach is the authors'' work to show the relationship between information flow and complexity. The later chapters demonstrate information transfer in canonical systems, and applications, for example in neuroscience and in finance.

The book will be of value to advanced undergraduate and graduate students and researchers in the areas of computer science, neuroscience, physics, and engineering.

Analysis of information transfer has found rapid adoption in neuroscience, where a highly dynamic transfer of information continuously runs on top of the brain''s slowly-changing anatomical connectivity. Measuring such transfer is crucial to understanding how flexible information routing and processing give rise to higher cognitive function. Directed Information Measures in Neuroscience reviews recent developments of concepts and tools for measuring information transfer, their application to neurophysiological recordings and analysis of interactions. Written by the most active researchers in the field the book discusses the state of the art, future prospects and challenges on the way to an efficient assessment of neuronal information transfer. Highlights include the theoretical quantification and practical estimation of information transfer, description of transfer locally in space and time, multivariate directed measures, information decomposition among a set of stimulus/responses variables and the relation between interventional and observational causality. Applications to neural data sets and pointers to open source software highlight the usefulness of these measures in experimental neuroscience. With state-of-the-art mathematical developments, computational techniques and applications to real data sets, this book will be of benefit to all graduate students and researchers interested in detecting and understanding the information transfer between components of complex systems.

This book considers a relatively new metric in complex systems, transfer entropy, derived from a series of measurements, usually a time series. After a qualitative introduction and a chapter that explains the key ideas from statistics required to understand the text, the authors then present information theory and transfer entropy in depth. A key feature of the approach is the authors'' work to show the relationship between information flow and complexity. The later chapters demonstrate information transfer in canonical systems, and applications, for example in neuroscience and in finance.

The book will be of value to advanced undergraduate and graduate students and researchers in the areas of computer science, neuroscience, physics, and engineering.

Analysis of information transfer has found rapid adoption in neuroscience, where a highly dynamic transfer of information continuously runs on top of the brain''s slowly-changing anatomical connectivity. Measuring such transfer is crucial to understanding how flexible information routing and processing give rise to higher cognitive function. Directed Information Measures in Neuroscience reviews recent developments of concepts and tools for measuring information transfer, their application to neurophysiological recordings and analysis of interactions. Written by the most active researchers in the field the book discusses the state of the art, future prospects and challenges on the way to an efficient assessment of neuronal information transfer. Highlights include the theoretical quantification and practical estimation of information transfer, description of transfer locally in space and time, multivariate directed measures, information decomposition among a set of stimulus/responses variables and the relation between interventional and observational causality. Applications to neural data sets and pointers to open source software highlight the usefulness of these measures in experimental neuroscience. With state-of-the-art mathematical developments, computational techniques and applications to real data sets, this book will be of benefit to all graduate students and researchers interested in detecting and understanding the information transfer between components of complex systems.