Discovering causal influences among internal variables is a fundamental goal of complex systems research. This paper presents a framework for uncovering hidden relationships from limited time-series data by combining methods from nonlinear estimation and information theory. The approach is based on two sequential steps: first, we reconstruct a more complete state of the underlying dynamical system, and second, we calculate mutual information between pairs of internal state variables to detail causal dependencies. Equipped with time-series data related to the spread of COVID-19 from the past three years, we apply this approach to identify the drivers of falling and rising infections during the three main waves of infection in the Chicago metropolitan region. The unscented Kalman filter nonlinear estimation algorithm is implemented on an established epidemiological model of COVID-19, which we refine to include isolation, masking, loss of immunity, and stochastic transition rates. Through the systematic study of mutual information between infection rate and various stochastic parameters, we find that increased mobility, decreased mask use, and loss of immunity post sickness played a key role in rising infections, while falling infections were controlled by masking and isolation.

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