Network Transfer Entropy and Metric Space for Causality Inference

Abstract: A measure is derived to quantify directed information transfer between pairs of vertices in a weighted network, over paths of a specified maximal length. Our approach employs a general, probabilistic model of network traffic, from which the informational distance between dynamics on two weighted networks can be naturally expressed as a Jensen Shannon Divergence (JSD). Our network transfer entropy measure is shown to be able to distinguish and quantify causal relationships between network elements, in applications to simple synthetic networks and a biological signalling network. We conclude with a theoretical extension of our framework, in which the square root of the JSD induces a metric on the space of dynamics on weighted networks. We prove a convergence criterion, demonstrating that a form of convergence in the structure of weighted networks in a family of matrix metric spaces implies convergence of their dynamics with respect to the square root JSD metric.