Work

Noise Robustness of Transcript-Based Estimators for Properties of Interactions

Year: 2025

Type: article

Abstract: We investigate the robustness of transcript-based estimators for properties of interactions against various types of noise, ranging from colored noise to isospectral noise. We observe that all estimators are sensitive to symmetric and asymmetric contamination at signal-to-noise ratios that are orders of magnitude higher than those typically encountered in real-world applications. While different coupling regimes can still be distinguished and characterized sufficiently well, the strong impact of noise on the estimator for the direction of interaction can lead to severe misinterpretations of the underlying coupling structure.

Source: Entropy

DOI: 10.3390/e27101067

Authors: Manuel Adams, Klaus Lehnertz

Institutions: University of Bonn, University Hospital Bonn

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold

Estimated APC paid: $3,137

Funder: Deutsche Forschungsgemeinschaft