Accurately determining dependency structure is critical to discovering a system's causal organization. We recently showed that the transfer entropy fails in a key aspect of this---measuring information flow---due to its conflation of dyadic and polyadic relationships. We extend this observation to demonstrate that this is true of all such Shannon information measures when used to analyze multivariate dependencies. This has broad implications, particularly when employing information to express the organization and mechanisms embedded in complex systems, including the burgeoning efforts to combine complex network theory with information theory. Here, we do not suggest that any aspect of information theory is wrong. Rather, the vast majority of its informational measures are simply inadequate for determining the meaningful dependency structure within joint probability distributions. Therefore, such information measures are inadequate for discovering intrinsic causal relations. We close by demonstrating that such distributions exist across an arbitrary set of variables.

Recently, the partial information decomposition emerged as a promising framework for identifying the meaningful components of the information contained in a joint distribution. Its adoption and practical application, however, have been stymied by the lack of a generally-accepted method of quantifying its components. Here, we briefly discuss the bivariate (two-source) partial information decomposition and two implicitly directional interpretations used to intuitively motivate alternative component definitions. Drawing parallels with secret key agreement rates from information-theoretic cryptography, we demonstrate that these intuitions are mutually incompatible and suggest that this underlies the persistence of competing definitions and interpretations. Having highlighted this hitherto unacknowledged issue, we outline several possible solutions.

The hallmark of deterministic chaos is that it creates information---the rate being given by the Kolmogorov-Sinai metric entropy. Since its introduction half a century ago, the metric entropy has been used as a unitary quantity to measure a system's intrinsic unpredictability. Here, we show that it naturally decomposes into two structurally meaningful components: A portion of the created information---the ephemeral information---is forgotten and a portion---the bound information---is remembered. The bound information is a new kind of intrinsic computation that differs fundamentally from information creation: it measures the rate of active information storage. We show that it can be directly and accurately calculated via symbolic dynamics, revealing a hitherto unknown richness in how dynamical systems compute.

A central task in analyzing complex dynamics is to determine the loci of information storage and the communication topology of information flows within a system. Over the last decade and a half, diagnostics for the latter have come to be dominated by the transfer entropy. Via straightforward examples, we show that it and a derivative quantity, the causation entropy, do not, in fact, quantify the flow of information. At one and the same time they can overestimate flow or underestimate influence. We isolate why this is the case and propose several avenues to alternate measures for information flow. We also address an auxiliary consequence: The proliferation of networks as a now-common theoretical model for large-scale systems, in concert with the use of transfer-like entropies, has shoehorned dyadic relationships into our structural interpretation of the organization and behavior of complex systems. This interpretation thus fails to include the effects of polyadic dependencies. The net result is that much of the sophisticated organization of complex systems may go undetected.

A central task in analyzing complex dynamics is to determine the loci of information storage and the communication topology of information flows within a system. Over the last decade and a half, diagnostics for the latter have come to be dominated by the transfer entropy. Via straightforward examples, we show that it and a derivative quantity, the causation entropy, do not, in fact, quantify the flow of information. At one and the same time they can overestimate flow or underestimate influence. We isolate why this is the case and propose several avenues to alternate measures for information flow. We also address an auxiliary consequence: The proliferation of networks as a now-common theoretical model for large-scale systems, in concert with the use of transferlike entropies, has shoehorned dyadic relationships into our structural interpretation of the organization and behavior of complex systems. This interpretation thus fails to include the effects of polyadic dependencies. The net result is that much of the sophisticated organization of complex systems may go undetected.

The hallmark of deterministic chaos is that it creates information - the rate being given by the Kolmogorov-Sinai metric entropy. Since its introduction half a century ago, the metric entropy has been used as a unitary quantity to measure a system's intrinsic unpredictability. Here, we show that it naturally decomposes into two structurally meaningful components: A portion of the created information - the ephemeral information - is forgotten and a portion - the bound information - is remembered. The bound information is a new kind of intrinsic computation that differs fundamentally from information creation: it measures the rate of active information storage. We show that it can be directly and accurately calculated via symbolic dynamics, revealing a hitherto unknown richness in how dynamical systems compute. © 2014 Elsevier B.V.

The partial information decomposition (PID) is perhaps the leading proposal for resolving information shared between a set of sources and a target into redundant, synergistic, and unique constituents. Unfortunately, the PID framework has been hindered by a lack of a generally agreed-upon, multivariate method of quantifying the constituents. Here, we take a step toward rectifying this by developing a decomposition based on a new method that quantifies unique information. We first develop a broadly applicable method - the dependency decomposition - that delineates how statistical dependencies influence the structure of a joint distribution. The dependency decomposition then allows us to define a measure of the information about a target that can be uniquely attributed to a particular source as the least amount which the source-target statistical dependency can influence the information shared between the sources and the target. The result is the first measure that satisfies the core axioms of the PID framework while not satisfying the Blackwell relation, which depends on a particular interpretation of how the variables are related. This makes a key step forward to a practical PID.

Modeling a temporal process as if it is Markovian assumes the present encodes all of the process's history. When this occurs, the present captures all of the dependency between past and future. We recently showed that if one randomly samples in the space of structured processes, this is almost never the case. So, how does the Markov failure come about? That is, how do individual measurements fail to encode the past? And, how many are needed to capture dependencies between the past and future? Here, we investigate how much information can be shared between the past and future, but not be reflected in the present. We quantify this elusive information, give explicit calculational methods, and draw out the consequences. The most important of which is that when the present hides past-future dependency we must move beyond sequence-based statistics and build state-based models.

One of the most basic characterizations of the relationship between two random variables, X and Y, is the value of their mutual information. Unfortunately, calculating it analytically and estimating it empirically are often stymied by the extremely large dimension of the variables. One might hope to replace such a high-dimensional variable by a smaller one that preserves its relationship with the other. It is well known that either X (or Y) can be replaced by its minimal sufficient statistic about Y (or X) while preserving the mutual information. While intuitively reasonable, it is not obvious or straightforward that both variables can be replaced simultaneously. We demonstrate that this is in fact possible: the information X's minimal sufficient statistic preserves about Y is exactly the information that Y's minimal sufficient statistic preserves about X. We call this procedure information trimming. As an important corollary, we consider the case where one variable is a stochastic process' past and the other its future. In this case, the mutual information is the channel transmission rate between the channel's effective states. That is, the past-future mutual information (the excess entropy) is the amount of information about the future that can be predicted using the past. Translating our result about minimal sufficient statistics, this is equivalent to the mutual information between the forward- and reverse-time causal states of computational mechanics. We close by discussing multivariate extensions to this use of minimal sufficient statistics.

One of the most fundamental questions one can ask about a pair of random variables X and Y is the value of their mutual information. Unfortunately, this task is often stymied by the extremely large dimension of the variables. We might hope to replace each variable by a lower-dimensional representation that preserves the relationship with the other variable. The theoretically ideal implementation is the use of minimal sufficient statistics, where it is well-known that either X or Y can be replaced by their minimal sufficient statistic about the other while preserving the mutual information. While intuitively reasonable, it is not obvious or straightforward that both variables can be replaced simultaneously. We demonstrate that this is in fact possible: the information X's minimal sufficient statistic preserves about Y is exactly the information that Y's minimal sufficient statistic preserves about X. As an important corollary, we consider the case where one variable is a stochastic process' past and the other its future and the present is viewed as a memoryful channel. In this case, the mutual information is the channel transmission rate between the channel's effective states. That is, the past-future mutual information (the excess entropy) is the amount of information about the future that can be predicted using the past. Translating our result about minimal sufficient statistics, this is equivalent to the mutual information between the forward- and reverse-time causal states of computational mechanics. We close by discussing multivariate extensions to this use of minimal sufficient statistics.