Non-Gaussian interaction information: estimation, optimization and diagnostic application of triadic wave resonance

Non-Gaussian multivariate probability distributions, derived from climate and geofluid statistics, allow for nonlinear correlations between linearly uncorrelated components, due to joint Shannon negentropies. Triadic statistical dependence under pair-wise (total or partial) independence is thus poss...

Full description

Saved in:
Bibliographic Details
Published inNonlinear processes in geophysics Vol. 22; no. 1; pp. 87 - 108
Main Authors Pires, C. A. L., Perdigão, R. A. P.
Format Journal Article
LanguageEnglish
Published Gottingen Copernicus GmbH 01.01.2015
Copernicus Publications
Subjects
Correlation analysis
Fluid mechanics
Geophysics
Optimization techniques
Oscillators
Principal components analysis
Probability distribution
Online AccessGet full text

Cover

More Information
Summary:Non-Gaussian multivariate probability distributions, derived from climate and geofluid statistics, allow for nonlinear correlations between linearly uncorrelated components, due to joint Shannon negentropies. Triadic statistical dependence under pair-wise (total or partial) independence is thus possible. Synergy or interaction information among triads is estimated. We formulate an optimization method of triads in the space of orthogonal rotations of normalized principal components, relying on the maximization of third-order cross-cumulants. Its application to a minimal one-dimensional, periodic, advective model leads to enhanced triads that occur between oscillating components of circular or locally confined wave trains satisfying the triadic wave resonance condition.
ISSN:1607-7946
1023-5809
1607-7946
DOI:10.5194/npg-22-87-2015