Title: Multiscale Information Decomposition: Exact Computation for Multivariate Gaussian Processes,
Abstract: 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 mainly
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.