Figure 3
From: Transfer Entropy Estimation and Directional Coupling Change Detection in Biomedical Time Series
Simulated experiment: transfer entropy as a function of SNR. A comparison among the fixed-bin with ranking, KDE, and D-V partitioning methods. Based on 100 trials, each line shows median transfer entropy as a function of SNR, with four different sample sizes in separate panels. The error bars represent interquartile ranges. SNR represents both coupling strength and the contribution from outliers, and transfer entropy is expected to increase with increasing SNR. The corresponding one-sided rank sum test results are shown in Table 1.