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Transfer entropy (TE), the primary method for determining directed information flow within a network system, can exhibit bias—either in deficiency or excess—during both pairwise and conditioned calculations, owing to high-order dependencies among the dynamic processes under consideration and the remaining processes in the system used for conditioning. Here, we propose a novel approach. Instead of conditioning TE on all network processes except the driver and the target, as in its fully conditioned version, or not conditioning at all, as in the pairwise approach, our method searches for both the multiplets of variables that maximize information flow and those that minimize it. This provides a decomposition of TE into unique, redundant, and synergistic atoms. Our approach enables the quantification of the relative importance of high-order effects compared to pure two-body effects in information transfer between two processes, while also highlighting the processes that contribute to building these high-order effects alongside the driver. We demonstrate the application of our approach in climatology by analyzing data from El Niño and the Southern Oscillation.

Goal: The network representation is becoming increasingly popular for the description of cardiovascular interactions based on the analysis of multiple simultaneously collected variables. However, the traditional methods to assess network links based on pairwise interaction measures cannot reveal high-order effects involving more than two nodes, and are not appropriate to infer the underlying network topology. To address these limitations, here we introduce a framework which combines the assessment of high-order interactions with statistical inference for the characterization of the functional links sustaining physiological networks. Methods: The framework develops information-theoretic measures quantifying how two nodes interact in a redundant or synergistic way with the rest of the network, and employs these measures for reconstructing the functional structure of the network. The measures are implemented for both static and dynamic networks mapped respectively by random variables and random processes using plug-in and model-based entropy estimators. Results: The validation on theoretical and numerical simulated networks documents the ability of the framework to represent high-order interactions as networks and to detect statistical structures associated to cascade, common drive and common target effects. The application to cardiovascular networks mapped by the beat-to-beat variability of heart rate, respiration, arterial pressure, cardiac output and vascular resistance allowed noninvasive characterization of several mechanisms of cardiovascular control operating in resting state and during orthostatic stress. Conclusion: Our approach brings to new comprehensive assessment of physiological interactions and complements existing strategies for the classification of pathophysiological states.

The increasing availability of time series data depicting the evolution of physical system properties has prompted the development of methods focused on extracting insights into the system behavior over time, discerning whether it stems from deterministic or stochastic dynamical systems. Surrogate data testing plays a crucial role in this process by facilitating robust statistical assessments. This ensures that the observed results are not mere occurrences by chance, but genuinely reflect the inherent characteristics of the underlying system. The initial process involves formulating a null hypothesis, which is tested using surrogate data in cases where assumptions about the underlying distributions are absent. A discriminating statistic is then computed for both the original data and each surrogate data set. Significantly deviating values between the original data and the surrogate data ensemble lead to the rejection of the null hypothesis. In this work, we present various surrogate methods designed to assess specific statistical properties in random processes. Specifically, we introduce methods for evaluating the presence of autodependencies and nonlinear dynamics within individual processes, using Information Storage as a discriminating statistic. Additionally, methods are introduced for detecting coupling and nonlinearities in bivariate processes, employing the Mutual Information Rate for this purpose. The surrogate methods introduced are first tested through simulations involving univariate and bivariate processes exhibiting both linear and nonlinear dynamics. Then, they are applied to physiological time series of Heart Period (RR intervals) and respiratory flow (RESP) variability measured during spontaneous and paced breathing. Simulations demonstrated that the proposed methods effectively identify essential dynamical features of stochastic systems. The real data application showed that paced breathing, at low breathing rate, increases the predictability of the individual dynamics of RR and RESP and dampens nonlinearity in their coupled dynamics.

The concept of self-predictability plays a key role for the analysis of the self-driven dynamics of physiological processes displaying richness of oscillatory rhythms. While time domain measures of self-predictability, as well as time-varying and local extensions, have already been proposed and largely applied in different contexts, they still lack a clear spectral description, which would be significantly useful for the interpretation of the frequency-specific content of the investigated processes. Herein, we propose a novel approach to characterize the linear self-predictability (LSP) of Gaussian processes in the frequency domain. The LSP spectral functions are related to the peaks of the power spectral density (PSD) of the investigated process, which is represented as the sum of different oscillatory components with specific frequency through the method of spectral decomposition. Remarkably, each of the LSP profiles is linked to a specific oscillation of the process, and it returns frequency-specific measures when integrated along spectral bands of physiological interest, as well as a time domain self-predictability measure with a clear meaning in the field of information theory, corresponding to the well-known information storage, when integrated along the whole frequency axis. The proposed measure is first illustrated in a theoretical simulation, showing that it clearly reflects the degree and frequency-specific location of predictability patterns of the analyzed process in both time and frequency domains. Then, it is applied to beat-to-beat time series of arterial compliance obtained in young healthy subjects. The results evidence that the spectral decomposition strategy applied to both the PSD and the spectral LSP of compliance identifies physiological responses to postural stress of low and high frequency oscillations of the process which cannot be traced in the time domain only, highlighting the importance of computing frequency-specific measures of self-predictability in any oscillatory physiologic process.

The study of high order dependencies in complex systems has recently led to the introduction of statistical synergy, a novel quantity corresponding to a form of emergence in which patterns at large scales are not traceable from lower scales. As a consequence, several works in the last years dealt with the synergy and its counterpart, the redundancy. In particular, the O-information is a signed metric that measures the balance between redundant and synergistic statistical dependencies. In spite of its growing use, this metric does not provide insight about the role played by low-order scales in the formation of high order effects. To fill this gap, the framework for the computation of the O-information has been recently expanded introducing the so-called gradients of this metric, which measure the irreducible contribution of a variable (or a group of variables) to the high order informational circuits of a system. Here, we review the theory behind the O-information and its gradients and present the potential of these concepts in the field of network physiology, showing two new applications relevant to brain functional connectivity probed via functional resonance imaging and physiological interactions among the variability of heart rate, arterial pressure, respiration and cerebral blood flow.

Wearable health devices (WHDs) are rapidly gaining ground in the biomedical field due to their ability to monitor the individual physiological state in everyday life scenarios, while providing a comfortable wear experience. This study introduces a novel wearable biomedical device capable of synchronously acquiring electrocardiographic (ECG), photoplethysmographic (PPG), galvanic skin response (GSR) and motion signals. The device has been specifically designed to be worn on a finger, enabling the acquisition of all biosignals directly on the fingertips, offering the significant advantage of being very comfortable and easy to be employed by the users. The simultaneous acquisition of different biosignals allows the extraction of important physiological indices, such as heart rate (HR) and its variability (HRV), pulse arrival time (PAT), GSR level, blood oxygenation level (SpO2), and respiratory rate, as well as motion detection, enabling the assessment of physiological states, together with the detection of potential physical and mental stress conditions. Preliminary measurements have been conducted on healthy subjects using a measurement protocol consisting of resting states (i.e., SUPINE and SIT) alternated with physiological stress conditions (i.e., STAND and WALK). Statistical analyses have been carried out among the distributions of the physiological indices extracted in time, frequency, and information domains, evaluated under different physiological conditions. The results of our analyses demonstrate the capability of the device to detect changes between rest and stress conditions, thereby encouraging its use for assessing individuals’ physiological state. Furthermore, the possibility of performing synchronous acquisitions of PPG and ECG signals has allowed us to compare HRV and pulse rate variability (PRV) indices, so as to corroborate the reliability of PRV analysis under stationary physical conditions. Finally, the study confirms the already known limitations of wearable devices during physical activities, suggesting the use of algorithms for motion artifact correction.

Network Physiology is a rapidly growing field of study that aims to understand how physiological systems interact to maintain health. Within the information theory framework the information storage (IS) allows to measure the regularity and predictability of a dynamic process under stationarity assumption. However, this assumption does not allow to track over time the transient pathways occurring in the dynamical activity of a physiological system. To address this limitation, we propose a time-varying approach based on the recursive least squares algorithm (RLS) for estimating IS at each time instant, in non-stationary conditions. We tested this approach in simulated time-varying dynamics and in the analysis of electroencephalographic (EEG) signals recorded from healthy volunteers and timed with the heartbeat to investigate brain-heart interactions. In simulations, we show that the proposed approach allows to track both abrupt and slow changes in the information stored in a physiological system. These changes are reflected in its evolution and variability over time. The analysis of brain-heart interactions reveals marked differences across the cardiac cycle phases of the variability of the time-varying IS. On the other hand, the average IS values exhibit a weak modulation over parieto-occiptal areas of the scalp. Our study highlights the importance of developing more advanced methods for measuring IS that account for non-stationarity in physiological systems. The proposed time-varying approach based on RLS represents a useful tool for identifying spatio-temporal dynamics within the neurocardiac system and can contribute to the understanding of brain-heart interactions.

Keeping up with the shift towards personalized neuroscience essentially requires the derivation of meaningful insights from individual brain signal recordings by analyzing the descriptive indexes of physio-pathological states through statistical methods that prioritize subject-specific differences under varying experimental conditions. Within this framework, the current study presents a methodology for assessing the value of the single-subject fingerprints of brain functional connectivity, assessed both by standard pairwise and novel high-order measures. Functional connectivity networks, which investigate the inter-relationships between pairs of brain regions, have long been a valuable tool for modeling the brain as a complex system. However, their usefulness is limited by their inability to detect high-order dependencies beyond pairwise correlations. In this study, by leveraging multivariate information theory, we confirm recent evidence suggesting that the brain contains a plethora of high-order, synergistic subsystems that would go unnoticed using a pairwise graph structure. The significance and variations across different conditions of functional pairwise and high-order interactions (HOIs) between groups of brain signals are statistically verified on an individual level through the utilization of surrogate and bootstrap data analyses. The approach is illustrated on the single-subject recordings of resting-state functional magnetic resonance imaging (rest-fMRI) signals acquired using a pediatric patient with hepatic encephalopathy associated with a portosystemic shunt and undergoing liver vascular shunt correction. Our results show that (i) the proposed single-subject analysis may have remarkable clinical relevance for subject-specific investigations and treatment planning, and (ii) the possibility of investigating brain connectivity and its post-treatment functional developments at a high-order level may be essential to fully capture the complexity and modalities of the recovery.

The properties of cardio-respiratory coupling (CRC) are affected by various pathological conditions related to the cardiovascular and/or respiratory systems. In heart failure, one of the most common cardiac pathological conditions, the degree of CRC changes primarily depend on the type of heart-rhythm alterations. In this work, we investigated CRC in heart-failure patients, applying measures from information theory, i.e., Granger Causality (GC), Transfer Entropy (TE) and Cross Entropy (CE), to quantify the directed coupling and causality between cardiac (RR interval) and respiratory (Resp) time series. Patients were divided into three groups depending on their heart rhythm (sinus rhythm and presence of low/high number of ventricular extrasystoles) and were studied also after cardiac resynchronization therapy (CRT), distinguishing responders and non-responders to the therapy. The information-theoretic analysis of bidirectional cardio-respiratory interactions in HF patients revealed the strong effect of nonlinear components in the RR (high number of ventricular extrasystoles) and in the Resp time series (respiratory sinus arrhythmia) as well as in their causal interactions. We showed that GC as a linear model measure is not sensitive to both nonlinear components and only model free measures as TE and CE may quantify them. CRT responders mainly exhibit unchanged asymmetry in the TE values, with statistically significant dominance of the information flow from Resp to RR over the opposite flow from RR to Resp, before and after CRT. In non-responders this asymmetry was statistically significant only after CRT. Our results indicate that the success of CRT is related to corresponding information transfer between the cardiac and respiratory signal quantified at baseline measurements, which could contribute to a better selection of patients for this type of therapy.

Odorant processing presents multiple parallels across animal species, and insects became relevant models for the study of olfactory coding because of the tractability of the underlying neural circuits. Within the insect brain, odorants are received by olfactory sensory neurons and processed by the antennal lobe network. Such a network comprises multiple nodes, named glomeruli, that receive sensory information and are interconnected by local interneurons participating in shaping the neural representation of an odorant. The study of functional connectivity between the nodes of a sensory network in vivo is a challenging task that requires simultaneous recording from multiple nodes at high temporal resolutions. Here, we followed the calcium dynamics of antennal lobe glomeruli and applied Granger causality analysis to assess the functional connectivity among network nodes in the presence and absence of an odorous stimulus. This approach revealed the existence of causal connectivity links between antennal lobe glomeruli in the absence of olfactory stimulation, while at odor arrival, the connectivity network’s density increased and became stimulus-specific. Thus, such an analytical approach may provide a new tool for the investigation of neural network plasticity in vivo.

The increasing interest in innovative solutions for health and physiological monitoring has recently fostered the development of smaller biomedical devices. These devices are capable of recording an increasingly large number of biosignals simultaneously, while maximizing the user’s comfort. In this study, we have designed and realized a novel wearable multisensor ring-shaped probe that enables synchronous, real-time acquisition of photoplethysmographic (PPG) and galvanic skin response (GSR) signals. The device integrates both the PPG and GSR sensors onto a single probe that can be easily placed on the finger, thereby minimizing the device footprint and overall size. The system enables the extraction of various physiological indices, including heart rate (HR) and its variability, oxygen saturation (SpO2), and GSR levels, as well as their dynamic changes over time, to facilitate the detection of different physiological states, e.g., rest and stress. After a preliminary SpO2 calibration procedure, measurements have been carried out in laboratory on healthy subjects to demonstrate the feasibility of using our system to detect rapid changes in HR, skin conductance, and SpO2 across various physiological conditions (i.e., rest, sudden stress-like situation and breath holding). The early findings encourage the use of the device in daily-life conditions for real-time monitoring of different physiological states.

Nonlinear markers of coupling strength are often utilized to typify cardiorespiratory and cerebrovascular regulations. The computation of these indices requires techniques describing nonlinear interactions between respiration (R) and heart period (HP) and between mean arterial pressure (MAP) and mean cerebral blood velocity (MCBv). We compared two model-free methods for the assessment of dynamic HP–R and MCBv–MAP interactions, namely the cross-sample entropy (CSampEn) and k-nearest-neighbor cross-unpredictability (KNNCUP). Comparison was carried out first over simulations generated by linear and nonlinear unidirectional causal, bidirectional linear causal, and lag-zero linear noncausal models, and then over experimental data acquired from 19 subjects at supine rest during spontaneous breathing and controlled respiration at 10, 15, and 20 breaths·minute−1 as well as from 13 subjects at supine rest and during 60° head-up tilt. Linear markers were computed for comparison. We found that: (i) over simulations, CSampEn and KNNCUP exhibit different abilities in evaluating coupling strength; (ii) KNNCUP is more reliable than CSampEn when interactions occur according to a causal structure, while performances are similar in noncausal models; (iii) in healthy subjects, KNNCUP is more powerful in characterizing cardiorespiratory and cerebrovascular variability interactions than CSampEn and linear markers. We recommend KNNCUP for quantifying cardiorespiratory and cerebrovascular coupling.

Understanding how different areas of the human brain communicate with each other is a crucial issue in neuroscience. The concepts of structural, functional and effective connectivity have been widely exploited to describe the human connectome, consisting of brain networks, their structural connections and functional interactions. Despite high-spatial-resolution imaging techniques such as functional magnetic resonance imaging (fMRI) being widely used to map this complex network of multiple interactions, electroencephalographic (EEG) recordings claim high temporal resolution and are thus perfectly suitable to describe either spatially distributed and temporally dynamic patterns of neural activation and connectivity. In this work, we provide a technical account and a categorization of the most-used data-driven approaches to assess brain-functional connectivity, intended as the study of the statistical dependencies between the recorded EEG signals. Different pairwise and multivariate, as well as directed and non-directed connectivity metrics are discussed with a pros–cons approach, in the time, frequency, and information-theoretic domains. The establishment of conceptual and mathematical relationships between metrics from these three frameworks, and the discussion of novel methodological approaches, will allow the reader to go deep into the problem of inferring functional connectivity in complex networks. Furthermore, emerging trends for the description of extended forms of connectivity (e.g., high-order interactions) are also discussed, along with graph-theory tools exploring the topological properties of the network of connections provided by the proposed metrics. Applications to EEG data are reviewed. In addition, the importance of source localization, and the impacts of signal acquisition and pre-processing techniques (e.g., filtering, source localization, and artifact rejection) on the connectivity estimates are recognized and discussed. By going through this review, the reader could delve deeply into the entire process of EEG pre-processing and analysis for the study of brain functional connectivity and learning, thereby exploiting novel methodologies and approaches to the problem of inferring connectivity within complex networks.

Many complex systems in physics, biology and engineering are modeled as dynamical networks and described using multivariate time series analysis. Recent developments have shown that the emergent dynamics of a network system are significantly affected by interactions involving multiple network nodes which cannot be described using pairwise links. While these higher-order interactions can be probed using information-theoretic measures, a rigorous framework to describe them in the frequency domain is still lacking. This work presents an approach for the spectral decomposition of multivariate information measures, capable of identifying higher-order synergistic and redundant interactions between oscillatory processes. We show theoretically that synergy and redundancy can coexist at different frequencies among the output signals of a network system and can be detected only using the proposed spectral method. To demonstrate the broad applicability of the framework, we provide parametric and non-parametric data-efficient estimators for the spectral information measures, and employ them to describe multivariate interactions in three complex systems producing rich oscillatory dynamics, namely the human brain, a ring of electronic oscillators, and the global climate system. In these systems, we show that the use of our framework for the spectral decomposition of information measures reveals multivariate and higher-order interactions not detectable in the time domain. Our results are exemplary of how the frequency-specific analysis of multivariate dynamics can aid the implementation of assessment and control strategies in real-world network systems.

Brain plasticity and functional reorganization are mechanisms behind functional motor recovery of patients after an ischemic stroke. The study of resting-state motor network functional connectivity by means of EEG proved to be useful in investigating changes occurring in the information flow and find correlation with motor function recovery. In the literature, most studies applying EEG to post-stroke patients investigated the undirected functional connectivity of interacting brain regions. Quite recently, works started to investigate the directionality of the connections and many approaches or features have been proposed, each of them being more suitable to describe different aspects, e.g., direct or indirect information flow between network nodes, the coupling strength or its characteristic oscillation frequency. Each work chose one specific measure, despite in literature there is not an agreed consensus, and the selection of the most appropriate measure is still an open issue. In an attempt to shed light on this methodological aspect, we propose here to combine the information of direct and indirect coupling provided by two frequency-domain measures based on Granger’s causality, i.e., the directed coherence (DC) and the generalized partial directed coherence (gPDC), to investigate the longitudinal changes of resting-state directed connectivity associated with sensorimotor rhythms α and β, occurring in 18 sub-acute ischemic stroke patients who followed a rehabilitation treatment. Our results showed a relevant role of the information flow through the pre-motor regions in the reorganization of the motor network after the rehabilitation in the sub-acute stage. In particular, DC highlighted an increase in intra-hemispheric coupling strength between pre-motor and primary motor areas, especially in ipsi-lesional hemisphere in both α and β frequency bands, whereas gPDC was more sensitive in the detection of those connection whose variation was mostly represented within the population. A decreased causal flow from contra-lesional premotor cortex towards supplementary motor area was detected in both α and β frequency bands and a significant reinforced inter-hemispheric connection from ipsi to contra-lesional pre-motor cortex was observed in β frequency. Interestingly, the connection from contra towards ipsilesional pre-motor area correlated with upper limb motor recovery in α band. The usage of two different measures of directed connectivity allowed a better comprehension of those coupling changes between brain motor regions, either direct or mediated, which mostly were influenced by the rehabilitation, revealing a particular involvement of the pre-motor areas in the cerebral functional reorganization.

Heart Rate Variability (HRV) and Blood Pressure Variability (BPV) are widely employed tools for characterizing the complex behavior of cardiovascular dynamics. Usually, HRV and BPV analyses are carried out through short-term (ST) measurements, which exploit ~five-minute-long recordings. Recent research efforts are focused on reducing the time series length, assessing whether and to what extent Ultra-Short-Term (UST) analysis is capable of extracting information about cardiovascular variability from very short recordings. In this work, we compare ST and UST measures computed on electrocardiographic R-R intervals and systolic arterial pressure time series obtained at rest and during both postural and mental stress. Standard time–domain indices are computed, together with entropy-based measures able to assess the regularity and complexity of cardiovascular dynamics, on time series lasting down to 60 samples, employing either a faster linear parametric estimator or a more reliable but time-consuming model-free method based on nearest neighbor estimates. Our results are evidence that shorter time series down to 120 samples still exhibit an acceptable agreement with the ST reference and can also be exploited to discriminate between stress and rest. Moreover, despite neglecting nonlinearities inherent to short-term cardiovascular dynamics, the faster linear estimator is still capable of detecting differences among the conditions, thus resulting in its suitability to be implemented on wearable devices.

Natural and engineered networks, such as interconnected neurons, ecological and social networks, coupled oscillators, wireless terminals and power loads, are characterized by an appreciable heterogeneity in the local connectivity around each node. For instance, in both elementary structures such as stars and complex graphs having scale-free topology, a minority of elements are linked to the rest of the network disproportionately strongly. While the effect of the arrangement of structural connections on the emergent synchronization pattern has been studied extensively, considerably less is known about its influence on the temporal dynamics unfolding within each node. Here, we present a comprehensive investigation across diverse simulated and experimental systems, encompassing star and complex networks of Rössler systems, coupled hysteresis-based electronic oscillators, microcircuits of leaky integrate-and-fire model neurons, and finally recordings from in-vitro cultures of spontaneously-growing neuronal networks. We systematically consider a range of dynamical measures, including the correlation dimension, nonlinear prediction error, permutation entropy, and other information-theoretical indices. The empirical evidence gathered reveals that under situations of weak synchronization, wherein rather than a collective behavior one observes significantly differentiated dynamics, denser connectivity tends to locally promote the emergence of stronger signatures of nonlinear dynamics. In deterministic systems, transition to chaos and generation of higher-dimensional signals were observed; however, when the coupling is stronger, this relationship may be lost or even inverted. In systems with a strong stochastic component, the generation of more temporally-organized activity could be induced. These observations have many potential implications across diverse fields of basic and applied science, for example, in the design of distributed sensing systems based on wireless coupled oscillators, in network identification and control, as well as in the interpretation of neuroscientific and other dynamical data.

One of the most challenging problems in the study of complex dynamical systems is to find the statistical interdependencies among the system components. Granger causality (GC) represents one of the most employed approaches, based on modeling the system dynamics with a linear vector autoregressive (VAR) model and on evaluating the information flow between two processes in terms of prediction error variances. In its most advanced setting, GC analysis is performed through a state-space (SS) representation of the VAR model that allows to compute both conditional and unconditional forms of GC by solving only one regression problem. While this problem is typically solved through Ordinary Least Square (OLS) estimation, a viable alternative is to use Artificial Neural Networks (ANNs) implemented in a simple structure with one input and one output layer and trained in a way such that the weights matrix corresponds to the matrix of VAR parameters. In this work, we introduce an ANN combined with SS models for the computation of GC. The ANN is trained through the Stochastic Gradient Descent L1 (SGD-L1) algorithm, and a cumulative penalty inspired from penalized regression is applied to the network weights to encourage sparsity. Simulating networks of coupled Gaussian systems, we show how the combination of ANNs and SGD-L1 allows to mitigate the strong reduction in accuracy of OLS identification in settings of low ratio between number of time series points and of VAR parameters. We also report how the performances in GC estimation are influenced by the number of iterations of gradient descent and by the learning rate used for training the ANN. We recommend using some specific combinations for these parameters to optimize the performance of GC estimation. Then, the performances of ANN and OLS are compared in terms of GC magnitude and statistical significance to highlight the potential of the new approach to reconstruct causal coupling strength and network topology even in challenging conditions of data paucity. The results highlight the importance of of a proper selection of regularization parameter which determines the degree of sparsity in the estimated network. Furthermore, we apply the two approaches to real data scenarios, to study the physiological network of brain and peripheral interactions in humans under different conditions of rest and mental stress, and the effects of the newly emerged concept of remote synchronization on the information exchanged in a ring of electronic oscillators. The results highlight how ANNs provide a mesoscopic description of the information exchanged in networks of multiple interacting physiological systems, preserving the most active causal interactions between cardiovascular, respiratory and brain systems. Moreover, ANNs can reconstruct the flow of directed information in a ring of oscillators whose statistical properties can be related to those of physiological networks.

In this work, we extend to the multivariate case the classical correlation analysis used in the field of network physiology to probe dynamic interactions between organ systems in the human body. To this end, we define different correlation-based measures of the multivariate interaction (MI) within and between the brain and body subnetworks of the human physiological network, represented, respectively, by the time series of δ, θ, α, and β electroencephalographic (EEG) wave amplitudes, and of heart rate, respiration amplitude, and pulse arrival time (PAT) variability (η, ρ, π). MI is computed: (i) considering all variables in the two subnetworks to evaluate overall brain–body interactions; (ii) focusing on a single target variable and dissecting its global interaction with all other variables into contributions arising from the same subnetwork and from the other subnetwork; and (iii) considering two variables conditioned to all the others to infer the network topology. The framework is applied to the time series measured from the EEG, electrocardiographic (ECG), respiration, and blood volume pulse (BVP) signals recorded synchronously via wearable sensors in a group of healthy subjects monitored at rest and during mental arithmetic and sustained attention tasks. We find that the human physiological network is highly connected, with predominance of the links internal of each subnetwork (mainly η−ρ and δ−θ, θ−α, α−β), but also statistically significant interactions between the two subnetworks (mainly η−β and η−δ). MI values are often spatially heterogeneous across the scalp and are modulated by the physiological state, as indicated by the decrease of cardiorespiratory interactions during sustained attention and by the increase of brain–heart interactions and of brain–brain interactions at the frontal scalp regions during mental arithmetic. These findings illustrate the complex and multi-faceted structure of interactions manifested within and between different physiological systems and subsystems across different levels of mental stress.

This work investigates the temporal statistical structure of time series of electric field (EF) intensity recorded with the aim of exploring the dynamical patterns associated with periods with different human activity in urban areas. The analyzed time series were obtained from a sensor of the EMF RATEL monitoring system installed in the campus area of the University of Novi Sad, Serbia. The sensor performs wideband cumulative EF intensity monitoring of all active commercial EF sources, thus including those linked to human utilization of wireless communication systems. Monitoring was performed continuously during the years 2019 and 2020, allowing us to investigate the effects on the patterns of EF intensity of varying conditions of human mobility, including regular teaching and exam activity within the campus, as well as limitations to mobility related to the COVID-19 pandemic. Time series analysis was performed using both simple statistics (mean and variance) and combining the information-theoretic measure of information storage (IS) with the method of surrogate data to quantify the regularity of EF dynamic patterns and detect the presence of nonlinear dynamics. Moreover, to assess the possible coexistence of dynamic behaviors across multiple temporal scales, IS analysis was performed over consecutive observation windows lasting one day, week, month, and year, respectively coarse grained at time scales of 6 min, 30 min, 2 h, and 1 day. Our results document that the EF intensity patterns of variability are modulated by the movement of people at daily, weekly, and monthly scales, and are blunted during periods of restricted mobility related to the COVID-19 pandemic. Mobility restrictions also affected significantly the regularity of the EF intensity time series, resulting in lower values of IS observed simultaneously with a loss of nonlinear dynamics. Thus, our analysis can be useful to investigate changes in the global patterns of human mobility both during pandemics or other types of events, and from this perspective may serve to implement strategies for safety assessment and for optimizing the design of networks of EF sensors.

Autonomic nervous system (ANS) activity and imbalance between its sympathetic and parasympathetic components are important factors contributing to the initiation and progression of many cardiovascular disorders related to obesity. The results on respiratory sinus arrhythmia (RSA) magnitude changes as a parasympathetic index were not straightforward in previous studies on young obese subjects. Considering the potentially unbalanced ANS regulation with impaired parasympathetic control in obese patients, the aim of this study was to compare the relative contribution of baroreflex and non-baroreflex (central) mechanisms to the origin of RSA in obese vs. control subjects. To this end, we applied a recently proposed information-theoretic methodology – partial information decomposition (PID) – to the time series of heart rate variability (HRV, computed from RR intervals in the ECG), systolic blood pressure (SBP) variability, and respiration (RESP) pattern measured in 29 obese and 29 age- and gender-matched non-obese adolescents and young adults monitored in the resting supine position and during postural and cognitive stress evoked by head-up tilt and mental arithmetic. PID was used to quantify the so-called unique information transferred from RESP to HRV and from SBP to HRV, reflecting, respectively, non-baroreflex and RESP-unrelated baroreflex HRV mechanisms, and the redundant information transferred from (RESP, SBP) to HRV, reflecting RESP-related baroreflex RSA mechanisms. Our results suggest that obesity is associated: (i) with blunted involvement of non-baroreflex RSA mechanisms, documented by the lower unique information transferred from RESP to HRV at rest; and (ii) with a reduced response to postural stress (but not to mental stress), documented by the lack of changes in the unique information transferred from RESP and SBP to HRV in obese subjects moving from supine to upright, and by a decreased redundant information transfer in obese compared to controls in the upright position. These findings were observed in the presence of an unchanged RSA magnitude measured as the high frequency (HF) power of HRV, thus suggesting that the changes in ANS imbalance related to obesity in adolescents and young adults are subtle and can be revealed by dissecting RSA mechanisms into its components during various challenges.

Apnea and other breathing-related disorders have been linked to the development of hypertension or impairments of the cardiovascular, cognitive or metabolic systems. The combined assessment of multiple physiological signals acquired during sleep is of fundamental importance for providing additional insights about breathing disorder events and the associated impairments. In this work, we apply information-theoretic measures to describe the joint dynamics of cardiorespiratory physiological processes in a large group of patients reporting repeated episodes of hypopneas, apneas (central, obstructive, mixed) and respiratory effort related arousals (RERAs). We analyze the heart period as the target process and the airflow amplitude as the driver, computing the predictive information, the information storage, the information transfer, the internal information and the cross information, using a fuzzy kernel entropy estimator. The analyses were performed comparing the information measures among segments during, immediately before and after the respiratory event and with control segments. Results highlight a general tendency to decrease of predictive information and information storage of heart period, as well as of cross information and information transfer from respiration to heart period, during the breathing disordered events. The information-theoretic measures also vary according to the breathing disorder, and significant changes of information transfer can be detected during RERAs, suggesting that the latter could represent a risk factor for developing cardiovascular diseases. These findings reflect the impact of different sleep breathing disorders on respiratory sinus arrhythmia, suggesting overall higher complexity of the cardiac dynamics and weaker cardiorespiratory interactions which may have physiological and clinical relevance.

This study introduces a framework for the information-theoretic analysis of brain functional connectivity performed at the level of electroencephalogram (EEG) sources. The framework combines the use of common spatial patterns to select the EEG components which maximize the variance between two experimental conditions, simultaneous implementation of vector autoregressive modeling (VAR) with independent component analysis to describe the joint source dynamics and their projection to the scalp, and computation of information dynamics measures (information storage, information transfer, statistically significant network links) from the source VAR parameters. The proposed framework was tested on simulated EEGs obtained mixing source signals generated under different coupling conditions, showing its ability to retrieve source information dynamics from the scalp signals. Then, it was applied to investigate scalp and source brain connectivity in a group of children manifesting episodes of focal and generalized epilepsy; the analysis was performed on EEG signals lasting 5 s, collected in two consecutive windows preceding and one window following each ictal episode. Our results show that generalized seizures are associated with a significant decrease from pre-ictal to post-ictal periods of the information stored in the signals and of the information transferred among them, reflecting reduced self-predictability and causal connectivity at the level of both scalp and source brain dynamics. On the contrary, in the case of focal seizures the scalp EEG activity was not discriminated across conditions by any information measure, while source analysis revealed a tendency of the measures of information transfer to increase just before seizures and to decrease just after seizures. These results suggest that focal epileptic seizures are associated with a reorganization of the topology of EEG brain networks which is only visible analyzing connectivity among the brain sources. Our findings emphasize the importance of EEG modeling approaches able to deal with the adverse effects of volume conduction on brain connectivity analysis, and their potential relevance to the development of strategies for prediction and clinical treatment of epilepsy.

Uncovering dynamic information flow between stock market indices has been the topic of several studies which exploited the notion of transfer entropy or Granger causality, its linear version. The output of the transfer entropy approach is a directed weighted graph measuring the information about the future state of each target provided by the knowledge of the state of each driving stock market index. In order to go beyond the pairwise description of the information flow, thus looking at higher order informational circuits, here we apply the partial information decomposition to triplets consisting of a pair of driving markets (belonging to America or Europe) and a target market in Asia. Our analysis, on daily data recorded during the years 2000 to 2019, allows the identification of the synergistic information that a pair of drivers carry about the target. By studying the influence of the closing returns of drivers on the subsequent overnight changes of target indexes, we find that (i) Korea, Tokyo, Hong Kong, and Singapore are, in order, the most influenced Asian markets; (ii) US indices SP500 and Russell are the strongest drivers with respect to the bivariate Granger causality; and (iii) concerning higher order effects, pairs of European and American stock market indices play a major role as the most synergetic three-variables circuits. Our results show that the Synergy, a proxy of higher order predictive information flow rooted in information theory, provides details that are complementary to those obtained from bivariate and global Granger causality, and can thus be used to get a better characterization of the global financial system.

The idea that most physiological systems are complex has become increasingly popular in recent decades [...]

The framework of information dynamics allows the dissection of the information processed in a network of multiple interacting dynamical systems into meaningful elements of computation that quantify the information generated in a target system, stored in it, transferred to it from one or more source systems, and modified in a synergistic or redundant way. The concepts of information transfer and modification have been recently formulated in the context of linear parametric modeling of vector stochastic processes, linking them to the notion of Granger causality and providing efficient tools for their computation based on the state–space (SS) representation of vector autoregressive (VAR) models. Despite their high computational reliability these tools still suffer from estimation problems which emerge, in the case of low ratio between data points available and the number of time series, when VAR identification is performed via the standard ordinary least squares (OLS). In this work we propose to replace the OLS with penalized regression performed through the Least Absolute Shrinkage and Selection Operator (LASSO), prior to computation of the measures of information transfer and information modification. First, simulating networks of several coupled Gaussian systems with complex interactions, we show that the LASSO regression allows, also in conditions of data paucity, to accurately reconstruct both the underlying network topology and the expected patterns of information transfer. Then we apply the proposed VAR-SS-LASSO approach to a challenging application context, i.e., the study of the physiological network of brain and peripheral interactions probed in humans under different conditions of rest and mental stress. Our results, which document the possibility to extract physiologically plausible patterns of interaction between the cardiovascular, respiratory and brain wave amplitudes, open the way to the use of our new analysis tools to explore the emerging field of Network Physiology in several practical applications.

Assessing the dynamical complexity of biological time series represents an important topic with potential applications ranging from the characterization of physiological states and pathological conditions to the calculation of diagnostic parameters. In particular, cardiovascular time series exhibit a variability produced by different physiological control mechanisms coupled with each other, which take into account several variables and operate across multiple time scales that result in the coexistence of short term dynamics and long-range correlations. The most widely employed technique to evaluate the dynamical complexity of a time series at different time scales, the so-called multiscale entropy (MSE), has been proven to be unsuitable in the presence of short multivariate time series to be analyzed at long time scales. This work aims at overcoming these issues via the introduction of a new method for the assessment of the multiscale complexity of multivariate time series. The method first exploits vector autoregressive fractionally integrated (VARFI) models to yield a linear parametric representation of vector stochastic processes characterized by short- and long-range correlations. Then, it provides an analytical formulation, within the theory of state-space models, of how the VARFI parameters change when the processes are observed across multiple time scales, which is finally exploited to derive MSE measures relevant to the overall multivariate process or to one constituent scalar process. The proposed approach is applied on cardiovascular and respiratory time series to assess the complexity of the heart period, systolic arterial pressure and respiration variability measured in a group of healthy subjects during conditions of postural and mental stress. Our results document that the proposed methodology can detect physiologically meaningful multiscale patterns of complexity documented previously, but can also capture significant variations in complexity which cannot be observed using standard methods that do not take into account long-range correlations.

In the framework of information dynamics, the temporal evolution of coupled systems can be studied by decomposing the predictive information about an assigned target system into amounts quantifying the information stored inside the system and the information transferred to it. While information storage and transfer are computed through the known self-entropy (SE) and transfer entropy (TE), an alternative decomposition evidences the so-called cross entropy (CE) and conditional SE (cSE), quantifying the cross information and internal information of the target system, respectively. This study presents a thorough evaluation of SE, TE, CE and cSE as quantities related to the causal statistical structure of coupled dynamic processes. First, we investigate the theoretical properties of these measures, providing the conditions for their existence and assessing the meaning of the information theoretic quantity that each of them reflects. Then, we present an approach for the exact computation of information dynamics based on the linear Gaussian approximation, and exploit this approach to characterize the behavior of SE, TE, CE and cSE in benchmark systems with known dynamics. Finally, we exploit these measures to study cardiorespiratory dynamics measured from healthy subjects during head-up tilt and paced breathing protocols. Our main result is that the combined evaluation of the measures of information dynamics allows to infer the causal effects associated with the observed dynamics and to interpret the alteration of these effects with changing experimental conditions.

This Correspondence article is a comment which directly relates to the paper “A study of problems encountered in Granger causality analysis from a neuroscience perspective” (Stokes and Purdon, 2017). We agree that interpretation issues of Granger causality (GC) in neuroscience exist, partially due to the historically unfortunate use of the name “causality”, as described in previous literature. On the other hand, we think that Stokes and Purdon use a formulation of GC which is outdated (albeit still used) and do not fully account for the potential of the different frequency-domain versions of GC; in doing so, their paper dismisses GC measures based on a suboptimal use of them. Furthermore, since data from simulated systems are used, the pitfalls that are found with the used formulation are intended to be general, and not limited to neuroscience. It would be a pity if this paper, even if written in good faith, became a wildcard against all possible applications of GC, regardless of the large body of work recently published which aims to address faults in methodology and interpretation. In order to provide a balanced view, we replicate the simulations of Stokes and Purdon, using an updated GC implementation and exploiting the combination of spectral and causal information, showing that in this way the pitfalls are mitigated or directly solved.

The growing interest in personalized medicine requires making inferences from descriptive indexes estimated from individual recordings of physiological signals, with statistical analyses focused on individual differences between/within subjects, rather than comparing supposedly homogeneous cohorts. To this end, methods to compute confidence limits of individual estimates of descriptive indexes are needed. This study introduces numerical methods to compute such confidence limits and perform statistical comparisons between indexes derived from autoregressive (AR) modeling of individual time series. Analytical approaches are generally not viable, because the indexes are usually nonlinear functions of the AR parameters. We exploit Monte Carlo (MC) and Bootstrap (BS) methods to reproduce the sampling distribution of the AR parameters and indexes computed from them. Here, these methods are implemented for spectral and information-theoretic indexes of heart-rate variability (HRV) estimated from AR models of heart-period time series. First, the MS and BC methods are tested in a wide range of synthetic HRV time series, showing good agreement with a gold-standard approach (i.e. multiple realizations of the "true" process driving the simulation). Then, real HRV time series measured from volunteers performing cognitive tasks are considered, documenting (i) the strong variability of confidence limits' width across recordings, (ii) the diversity of individual responses to the same task, and (iii) frequent disagreement between the cohort-average response and that of many individuals. We conclude that MC and BS methods are robust in estimating confidence limits of these AR-based indexes and thus recommended for short-term HRV analysis. Moreover, the strong inter-individual differences in the response to tasks shown by AR-based indexes evidence the need of individual-by-individual assessments of HRV features. Given their generality, MC and BS methods are promising for applications in biomedical signal processing and beyond, providing a powerful new tool for assessing the confidence limits of indexes estimated from individual recordings.

The most common approach to assess the dynamical complexity of a time series across multiple temporal scales makes use of the multiscale entropy (MSE) and refined MSE (RMSE) measures. In spite of their popularity, MSE and RMSE lack an analytical framework allowing their calculation for known dynamic processes and cannot be reliably computed over short time series. To overcome these limitations, we propose a method to assess RMSE for autoregressive (AR) stochastic processes. The method makes use of linear state-space (SS) models to provide the multiscale parametric representation of an AR process observed at different time scales and exploits the SS parameters to quantify analytically the complexity of the process. The resulting linear MSE (LMSE) measure is first tested in simulations, both theoretically to relate the multiscale complexity of AR processes to their dynamical properties and over short process realizations to assess its computational reliability in comparison with RMSE. Then, it is applied to the time series of heart period, arterial pressure, and respiration measured for healthy subjects monitored in resting conditions and during physiological stress. This application to short-term cardiovascular variability documents that LMSE can describe better than RMSE the activity of physiological mechanisms producing biological oscillations at different temporal scales.

Heart rate variability (HRV; variability of the RR interval of the electrocardiogram) results from the activity of several coexisting control mechanisms, which involve the influence of respiration (RESP) and systolic blood pressure (SBP) oscillations operating across multiple temporal scales and changing in different physiological states. In this study, multiscale information decomposition is used to dissect the physiological mechanisms related to the genesis of HRV in 78 young volunteers monitored at rest and during postural and mental stress evoked by head-up tilt (HUT) and mental arithmetics (MA). After representing RR, RESP and SBP at different time scales through a recently proposed method based on multivariate state space models, the joint information transfer T RESP , SBP → RR is decomposed into unique, redundant and synergistic components, describing the strength of baroreflex modulation independent of respiration ( U SBP → RR ), nonbaroreflex ( U RESP → RR ) and baroreflex-mediated ( R RESP , SBP → RR ) respiratory influences, and simultaneous presence of baroreflex and nonbaroreflex respiratory influences ( S RESP , SBP → RR ), respectively. We find that fast (short time scale) HRV oscillations—respiratory sinus arrhythmia—originate from the coexistence of baroreflex and nonbaroreflex (central) mechanisms at rest, with a stronger baroreflex involvement during HUT. Focusing on slower HRV oscillations, the baroreflex origin is dominant and MA leads to its higher involvement. Respiration influences independent on baroreflex are present at long time scales, and are enhanced during HUT.

In this study, an analysis of brain, cardiovascular and respiratory dynamics was conducted combining information-theoretic measures with the Network Physiology paradigm during different levels of mental stress. Starting from low invasive recordings of electroencephalographic, electrocardiographic, respiratory, and blood volume pulse signals, the dynamical activity of seven physiological systems was probed with one-second time resolution measuring the time series of the δ , θ , α and β brain wave amplitudes, the cardiac period (RR interval), the respiratory amplitude, and the duration of blood pressure wave propagation (pulse arrival time, PAT). Synchronous 5-min windows of these time series, obtained from 18 subjects during resting wakefulness (REST), mental stress induced by mental arithmetic (MA) and sustained attention induced by serious game (SG), were taken to describe the dynamics of the nodes composing the observed physiological network. Network activity and connectivity were then assessed in the framework of information dynamics computing the new information generated by each node, the information dynamically stored in it, and the information transferred to it from the other network nodes. Moreover, the network topology was investigated using directed measures of conditional information transfer and assessing their statistical significance. We found that all network nodes dynamically produce and store significant amounts of information, with the new information being prevalent in the brain systems and the information storage being prevalent in the peripheral systems. The transition from REST to MA was associated with an increase of the new information produced by the respiratory signal time series (RESP), and that from MA to SG with a decrease of the new information produced by PAT. Each network node received a significant amount of information from the other nodes, with the highest amount transferred to RR and the lowest transferred to δ , θ , α and β . The topology of the physiological network underlying such information transfer was node- and state-dependent, with the peripheral subnetwork showing interactions from RR to PAT and between RESP and RR, PAT consistently across states, the brain subnetwork resulting more connected during MA, and the subnetwork of brain–peripheral interactions involving different brain rhythms in the three states and resulting primarily activated during MA. These results have both physiological relevance as regards the interpretation of central and autonomic effects on cardiovascular and respiratory variability, and practical relevance as regards the identification of features useful for the automatic distinction of different mental states.

We present a framework for the estimation of transfer entropy (TE) under the conditions typical of physiological system analysis, featuring short multivariate time series and the presence of instantaneous causality (IC). The framework is based on recognizing that TE can be interpreted as the difference between two conditional entropy (CE) terms, and builds on an efficient CE estimator that compensates for the bias occurring for high dimensional conditioning vectors and follows a sequential embedding procedure whereby the conditioning vectors are formed progressively according to a criterion for CE minimization. The issue of IC is faced accounting for zero-lag interactions according to two alternative empirical strategies: if IC is deemed as physiologically meaningful, zero-lag effects are assimilated to lagged effects to make them causally relevant; if not, zero-lag effects are incorporated in both CE terms to obtain a compensation. The resulting compensated TE (cTE) estimator is tested on simulated time series, showing that its utilization improves sensitivity (from 61% to 96%) and specificity (from 5/6 to 0/6 false positives) in the detection of information transfer respectively when instantaneous effect are causally meaningful and non-meaningful. Then, it is evaluated on examples of cardiovascular and neurological time series, supporting the feasibility of the proposed framework for the investigation of physiological mechanisms.

An analysis of cardiorespiratory dynamics during mental arithmetic, which induces stress, and sustained attention was conducted using information theory. The information storage and internal information of heart rate variability (HRV) were determined respectively as the self-entropy of the tachogram, and the self-entropy of the tachogram conditioned to the knowledge of respiration. The information transfer and cross information from respiration to HRV were assessed as the transfer and cross-entropy, both measures of cardiorespiratory coupling. These information-theoretic measures identified significant nonlinearities in the cardiorespiratory time series. Additionally, it was shown that, although mental stress is related to a reduction in vagal activity, no difference in cardiorespiratory coupling was found when several mental states (rest, mental stress, sustained attention) are compared. However, the self-entropy of HRV conditioned to respiration was very informative to study the predictability of RR interval series during mental tasks, and showed higher predictability during mental arithmetic compared to sustained attention or rest.

Self-entropy (SE) and transfer entropy (TE) are widely utilized in biomedical signal processing to assess the information stored into a system and transferred from a source to a destination respectively. The study proposes a more specific definition of the SE, namely the conditional SE (CSE), and a more flexible definition of the TE based on joint TE (JTE), namely the conditional JTE (CJTE), for the analysis of information dynamics in multivariate time series. In a protocol evoking a gradual sympathetic activation and vagal withdrawal proportional to the magnitude of the orthostatic stimulus, such as the graded head-up tilt, we extracted the beat-to-beat spontaneous variability of heart period (HP), systolic arterial pressure (SAP) and respiratory activity (R) in 19 healthy subjects and we computed SE of HP, CSE of HP given SAP and R, JTE from SAP and R to HP, CJTE from SAP and R to HP given SAP and CJTE from SAP and R to HP given R. CSE of HP given SAP and R was significantly smaller than SE of HP and increased progressively with the amplitude of the stimulus, thus suggesting that dynamics internal to HP and unrelated to SAP and R, possibly linked to sympathetic activation evoked by head-up tilt, might play a role during the orthostatic challenge. While JTE from SAP and R to HP was independent of tilt table angle, CJTE from SAP and R to HP given R and from SAP and R to HP given SAP showed opposite trends with tilt table inclination, thus suggesting that the importance of the cardiac baroreflex increases and the relevance of the cardiopulmonary pathway decreases during head-up tilt. The study demonstrates the high specificity of CSE and the high flexibility of CJTE over real data and proves that they are particularly helpful in disentangling physiological mechanisms and in assessing their different contributions to the overall cardiovascular regulation.

Exploiting the theory of state space models, we derive the exact expressions of the information transfer, as well as redundant and synergistic transfer, for coupled Gaussian processes observed at multiple temporal scales. All of the terms, constituting the frameworks known as interaction information decomposition and partial information decomposition, can thus be analytically obtained for different time scales from the parameters of the VAR model that fits the processes. We report the application of the proposed methodology firstly to benchmark Gaussian systems, showing that this class of systems may generate patterns of information decomposition characterized by prevalently redundant or synergistic information transfer persisting across multiple time scales or even by the alternating prevalence of redundant and synergistic source interaction depending on the time scale. Then, we apply our method to an important topic in neuroscience, i.e., the detection of causal interactions in human epilepsy networks, for which we show the relevance of partial information decomposition to the detection of multiscale information transfer spreading from the seizure onset zone.

The proposed approach evaluates complexity of the cardiovascular control and causality among cardiovascular regulatory mechanisms from spontaneous variability of heart period (HP), systolic arterial pressure (SAP) and respiration (RESP). It relies on construction of a multivariate embedding space, optimization of the embedding dimension and a procedure allowing the selection of the components most suitable to form the multivariate embedding space. Moreover, it allows the comparison between linear model-based (MB) and nonlinear model-free (MF) techniques and between MF approaches exploiting local predictability (LP) and conditional entropy (CE). The framework was applied to study age-related modifications of complexity and causality in healthy humans in supine resting (REST) and during standing (STAND). We found that: 1) MF approaches are more efficient than the MB method when nonlinear components are present, while the reverse situation holds in presence of high dimensional embedding spaces; 2) the CE method is the least powerful in detecting age-related trends; 3) the association of HP complexity on age suggests an impairment of cardiac regulation and response to STAND; 4) the relation of SAP complexity on age indicates a gradual increase of sympathetic activity and a reduced responsiveness of vasomotor control to STAND; 5) the association from SAP to HP on age during STAND reveals a progressive inefficiency of baroreflex; 6) the reduced connection from HP to SAP with age might be linked to the progressive exploitation of Frank-Starling mechanism at REST and to the progressive increase of peripheral resistances during STAND; 7) at REST the diminished association from RESP to HP with age suggests a vagal withdrawal and a gradual uncoupling between respiratory activity and heart; 8) the weakened connection from RESP to SAP with age might be related to the progressive increase of left ventricular thickness and vascular stiffness and to the gradual decrease of respiratory sinus arrhythmia.

A challenge for physiologists and neuroscientists is to map information transfer between components of the systems that they study at different scales, in order to derive important knowledge on structure and function from the analysis of the recorded dynamics. The components of physiological networks often interact in a nonlinear way and through mechanisms which are in general not completely known. It is then safer that the method of choice for analyzing these interactions does not rely on any model or assumption on the nature of the data and their interactions. Transfer entropy has emerged as a powerful tool to quantify directed dynamical interactions. In this paper we compare different approaches to evaluate transfer entropy, some of them already proposed, some novel, and present their implementation in a freeware MATLAB toolbox. Applications to simulated and real data are presented.

The continuously growing framework of information dynamics encompasses a set of tools, rooted in information theory and statistical physics, which allow to quantify different aspects of the statistical structure of multivariate processes reflecting the temporal dynamics of complex networks. Building on the most recent developments in this field, this work designs a complete approach to dissect the information carried by the target of a network of multiple interacting systems into the new information produced by the system, the information stored in the system, and the information transferred to it from the other systems; information storage and transfer are then further decomposed into amounts eliciting the specific contribution of assigned source systems to the target dynamics, and amounts reflecting information modification through the balance between redundant and synergetic interaction between systems. These decompositions are formulated quantifying information either as the variance or as the entropy of the investigated processes, and their exact computation for the case of linear Gaussian processes is presented. The theoretical properties of the resulting measures are first investigated in simulations of vector autoregressive processes. Then, the measures are applied to assess information dynamics in cardiovascular networks from the variability series of heart period, systolic arterial pressure and respiratory activity measured in healthy subjects during supine rest, orthostatic stress, and mental stress. Our results document the importance of combining the assessment of information storage, transfer and modification to investigate common and complementary aspects of network dynamics; suggest the higher specificity to alterations in the network properties of the measures derived from the decompositions; and indicate that measures of information transfer and information modification are better assessed, respectively, through entropy-based and variance-based implementations of the framework.