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Decomposing multivariate information rates in networks of random processes

(2025) PHYSICAL REVIEW E. 112(4).
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Abstract
The partial information decomposition (PID) framework has emerged as a powerful tool for analyzing high-order interdependencies in complex network systems. However, its application to dynamic processes remains challenging due to the implicit assumption of memorylessness, which often falls in real-world scenarios. In this work, we introduce the framework of partial information rate decomposition (PIRD) that extends PID to random processes with temporal correlations. By leveraging mutual information rate instead of mutual information (MI), our approach decomposes the dynamic information shared by multivariate random processes into unique, redundant, and synergistic contributions obtained aggregating information rate atoms in a principled manner. To concretely implement this idea, we define a pointwise redundancy rate function based on the minimum MI principle applied locally in the frequency-domain representation of the processes. The framework is validated in benchmark simulations of Gaussian systems, demonstrating its advantages over traditional PID in capturing temporal correlations and showing how the spectral representation may reveal scale-specific higher-order interactions that are obscured in the time domain. Furthermore, we apply PIRD to a physiological network comprising cerebrovascular and cardiovascular variables, revealing frequency-dependent redundant information exchange during a protocol of postural stress. Our results highlight the necessity of accounting for the full temporal statistical structure and spectral content of vector random processes to meaningfully perform information decomposition in network systems with dynamic behavior such as those typically encountered in neuroscience and physiology.
Keywords
information theory, signal processing, networks, biomedical engineering

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Please use this url to cite or link to this publication:

MLA
Sparacino, Laura, et al. “Decomposing Multivariate Information Rates in Networks of Random Processes.” PHYSICAL REVIEW E, vol. 112, no. 4, 2025, doi:10.1103/mn8p-kf6t.
APA
Sparacino, L., Mijatovic, G., Antonacci, Y., Ricci, L., Marinazzo, D., Stramaglia, S., & Faes, L. (2025). Decomposing multivariate information rates in networks of random processes. PHYSICAL REVIEW E, 112(4). https://doi.org/10.1103/mn8p-kf6t
Chicago author-date
Sparacino, Laura, Gorana Mijatovic, Yuri Antonacci, Leonardo Ricci, Daniele Marinazzo, Sebastiano Stramaglia, and Luca Faes. 2025. “Decomposing Multivariate Information Rates in Networks of Random Processes.” PHYSICAL REVIEW E 112 (4). https://doi.org/10.1103/mn8p-kf6t.
Chicago author-date (all authors)
Sparacino, Laura, Gorana Mijatovic, Yuri Antonacci, Leonardo Ricci, Daniele Marinazzo, Sebastiano Stramaglia, and Luca Faes. 2025. “Decomposing Multivariate Information Rates in Networks of Random Processes.” PHYSICAL REVIEW E 112 (4). doi:10.1103/mn8p-kf6t.
Vancouver
1.
Sparacino L, Mijatovic G, Antonacci Y, Ricci L, Marinazzo D, Stramaglia S, et al. Decomposing multivariate information rates in networks of random processes. PHYSICAL REVIEW E. 2025;112(4).
IEEE
[1]
L. Sparacino et al., “Decomposing multivariate information rates in networks of random processes,” PHYSICAL REVIEW E, vol. 112, no. 4, 2025.
@article{01K8T42Z421VPTW1ZGV4K28DGK,
  abstract     = {{The partial information decomposition (PID) framework has emerged as a powerful tool for analyzing high-order interdependencies in complex network systems. However, its application to dynamic processes remains challenging due to the implicit assumption of memorylessness, which often falls in real-world scenarios. In this work, we introduce the framework of partial information rate decomposition (PIRD) that extends PID to random processes with temporal correlations. By leveraging mutual information rate instead of mutual information (MI), our approach decomposes the dynamic information shared by multivariate random processes into unique, redundant, and synergistic contributions obtained aggregating information rate atoms in a principled manner. To concretely implement this idea, we define a pointwise redundancy rate function based on the minimum MI principle applied locally in the frequency-domain representation of the processes. The framework is validated in benchmark simulations of Gaussian systems, demonstrating its advantages over traditional PID in capturing temporal correlations and showing how the spectral representation may reveal scale-specific higher-order interactions that are obscured in the time domain. Furthermore, we apply PIRD to a physiological network comprising cerebrovascular and cardiovascular variables, revealing frequency-dependent redundant information exchange during a protocol of postural stress. Our results highlight the necessity of accounting for the full temporal statistical structure and spectral content of vector random processes to meaningfully perform information decomposition in network systems with dynamic behavior such as those typically encountered in neuroscience and physiology.}},
  articleno    = {{044313}},
  author       = {{Sparacino, Laura and Mijatovic, Gorana and Antonacci, Yuri and Ricci, Leonardo and Marinazzo, Daniele and Stramaglia, Sebastiano and Faes, Luca}},
  issn         = {{2470-0045}},
  journal      = {{PHYSICAL REVIEW E}},
  keywords     = {{information theory,signal processing,networks,biomedical engineering}},
  language     = {{eng}},
  number       = {{4}},
  pages        = {{19}},
  title        = {{Decomposing multivariate information rates in networks of random processes}},
  url          = {{http://doi.org/10.1103/mn8p-kf6t}},
  volume       = {{112}},
  year         = {{2025}},
}

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