Causal inference · information theory

Causal Inference: Transfer Entropy + CCM + Causal Emergence

Causal Inference: Transfer Entropy + CCM + Causal Emergence
fig. Causal Inference: Transfer Entropy + CCM + Causal Emergence

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Telling which signal drives which, from data alone, is harder than it sounds, because correlation is symmetric and says nothing about direction. I built three tools that do say something. Transfer entropy measures how much one series’ past cuts the uncertainty in another’s future. Convergent cross-mapping handles the deterministic systems where transfer entropy struggles, rebuilding one variable’s history from the other’s attractor. Causal emergence asks a different question altogether: whether a coarse-grained view of a system can carry more causal weight than the fine-grained one underneath it. I run all three on shared benchmarks and watch where they agree and where they split.

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