Multivariate information measures: an experimentalist's perspective

Abstract: Information theory is widely accepted as a powerful tool for analyzing complex systems and it has been applied in many disciplines. Recently, some central components of information theory - multivariate information measures - have found expanded use in the study of several phenomena. These information measures differ in subtle yet significant ways. Here, we will review the information theory behind each measure, as well as examine the differences between these measures by applying them to several simple model systems. In addition to these systems, we will illustrate the usefulness of the information measures by analyzing neural spiking data from a dissociated culture through early stages of its development. We hope that this work will aid other researchers as they seek the best multivariate information measure for their specific research goals and system. Finally, we have made software available online which allows the user to calculate all of the information measures discussed within this paper.