University of Michigan - Ann Arbor

Given two dynamical systems $$x$$ and $$y$$ such that:

$$x' = f_1(x, y)$$

$$y' = f_2(x, y)$$

Where $$a'$$ denotes the next iteration or future version of $$a$$, transfer entropy is defined as:

$$T_{y \rightarrow x} = D_{KL}(p(x'|x) || p(x'|x,y))$$

Transfer Entropy

Slightly out of scope, but a very interesting read : 
[arxiv.org/abs/2002.02078](https://arxiv.org/abs/2002.02078) 

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