Quantifying high-order interdependencies via multivariate extensions of the mutual information

This paper introduces a model-agnostic approach to study statistical synergy, a form of emergence in which patterns at large scales are not traceable from lower scales. Our framework leverages various multivariate extensions of Shannon's mutual information, and introduces the O-information as a metric that is capable of characterizing synergy- and redundancy-dominated systems. The O-information is a symmetric quantity, and can assess intrinsic properties of a system without dividing its parts into predictors and targets. We develop key analytical properties of the O-information, and study how it relates to other metrics of high-order interactions from the statistical mechanics and neuroscience literature. Finally, as a proof of concept, we present an exploration on the relevance of statistical synergy in Baroque music scores.