Directionality indices: Testing information transfer with surrogate correction

Beth Jelfs, Rosa H.M. Chan

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)


Directionality indices can be used as an indicator of the asymmetry in coupling between systems and have found particular application in relation to neurological systems. The directionality index between two systems is a function of measures of information transfer in both directions. Here we illustrate that before inferring the directionality of coupling it is first necessary to consider the use of appropriate tests of significance. We propose a surrogate corrected directionality index which incorporates such testing. We also highlight the differences between testing the significance of the directionality index itself versus testing the individual measures of information transfer in each direction. To validate the approach we compared two different methods of estimating coupling, both of which have previously been used to estimate directionality indices. These were the modeling-based evolution map approach and a conditional mutual information (CMI) method for calculating dynamic information rates. For the CMI-based approach we also compared two different methods for estimating the CMI, an equiquantization-based estimator and a k-nearest neighbors estimator.

Original languageEnglish
Article number052220
JournalPhysical Review E
Issue number5
Publication statusPublished - 27 Nov 2017
Externally publishedYes

Bibliographical note

Funding Information:
This work was fully supported by the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. CityU110813) and a grant from the Croucher Foundation.

Publisher Copyright:
© 2017 American Physical Society.

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics


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