Multivariate Dependence beyond Shannon Information

Abstract

Accurately determining dependency structure is critical to understanding a complex system’s 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 Shannon information measures (entropy and mutual information, in their conditional and multivariate forms) can fail to accurately ascertain multivariate dependencies due to their conflation of qualitatively different relations among variables. 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 relationships among variables within joint probability distributions. We close by demonstrating that such distributions exist across an arbitrary set of variables.