Analysis of dynamic Ising model by a variational approximate method: Estimation of transfer entropy.

Abstract

Transfer entropy is an important index for investigating the causal relationship between random variables. It is known that a phase transition can be detected by transfer entropy. In this work, I propose a method for obtaining the transfer entropy by applying the variational approximation method to a dynamic Ising model. Our method is also effective for dynamics that do not satisfy the detailed balance condition. Our method finds the transfer entropy by solving a transcendental equation. When compared with the transfer entropy obtained by Monte Carlo sampling, it was found that they qualitatively matched near the transition point; moreover, the match was obtained with good accuracy in the region deviated from the transition point.