Mutual Information Flows in a Bivariate Point Process

Abstract

In a range of network system identification problems point processes are the nodal signals. In many of these applications a fundamental question involves characterizing the internodal dynamics. Here we address that question using mutual information flows and establish a connection with Granger causality. We show how to compute the mutual information flow between the two components of a bivariate Hawkes process. We illustrate with some simulations and data analysis.