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Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of interest in neuroscience. Estimating transfer entropy from two processes requires the observation of multiple realizations of these processes to estimate associated probability density functions. To obtain these necessary observations, available estimators typically assume stationarity of processes to allow pooling of observations over time. This assumption however, is a major obstacle to the application of these estimators in neuroscience as observed processes are often non-stationary. As a solution, Gomez-Herrero and colleagues theoretically showed that the stationarity assumption may be avoided by estimating transfer entropy from an ensemble of realizations. Such an ensemble of realizations is often readily available in neuroscience experiments in the form of experimental trials. Thus, in this work we combine the ensemble method with a recently proposed transfer entropy estimator to make transfer entropy estimation applicable to non-stationary time series. We present an efficient implementation of the approach that is suitable for the increased computational demand of the ensemble method's practical application. In particular, we use a massively parallel implementation for a graphics processing unit to handle the computationally most heavy aspects of the ensemble method for transfer entropy estimation. We test the performance and robustness of our implementation on data from numerical simulations of stochastic processes. We also demonstrate the applicability of the ensemble method to magnetoencephalographic data. While we mainly evaluate the proposed method for neuroscience data, we expect it to be applicable in a variety of fields that are concerned with the analysis of information transfer in complex biological, social, and artificial systems.
Cross-frequency coupling (CFC) has been proposed to coordinate neural dynamics across spatial and temporal scales. Despite its potential relevance for understanding healthy and pathological brain function, the standard CFC analysis and physiological interpretation come with fundamental problems. For example, apparent CFC can appear because of spectral correlations due to common non-stationarities that may arise in the total absence of interactions between neural frequency components. To provide a road map towards an improved mechanistic understanding of CFC, we organize the available and potential novel statistical/modeling approaches according to their biophysical interpretability. While we do not provide solutions for all the problems described, we provide a list of practical recommendations to avoid common errors and to enhance the interpretability of CFC analysis.