A scalable estimator of higher-order information in complex dynamical systems
Alberto Liardi, George Blackburne, Hardik Rajpal, Fernando E. Rosas, Pedro A.M. Mediano

TL;DR
This paper introduces M-information, a scalable measure of higher-order information integration in complex dynamical systems, applicable to large multivariate time series and neuroimaging data.
Contribution
The authors develop a novel, efficient convex optimization-based method to quantify higher-order information, addressing scalability issues in existing approaches.
Findings
M-information is resilient to noise.
It indexes critical behavior in neuronal populations.
It reflects states of consciousness and task performance.
Abstract
Our understanding of complex systems rests on our ability to characterise how they perform distributed computation and integrate information. Advances in information theory have introduced several quantities to describe complex information structures, where collective patterns of coordination emerge from higher-order (i.e. beyond-pairwise) interdependencies. Unfortunately, the use of these approaches to study large complex systems is severely hindered by the poor scalability of existing techniques. Moreover, there are relatively few measures specifically designed for multivariate time series data. Here we introduce a novel measure of information about macroscopic structures, termed M-information, which quantifies the higher-order integration of information in complex dynamical systems. We show that M-information can be calculated via a convex optimisation problem, and we derive a robust…
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