Related papers: On a comparative study between dependence scales d…
Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
A new method to measure nonlinear dependence between two variables is described using mutual information to analyze the separate linear and nonlinear components of dependence. This technique, which gives an exact value for the proportion of…
The information shared among observables representing processes of interest is traditionally evaluated in terms of macroscale measures characterizing aggregate properties of the underlying processes and their interactions. Traditional…
Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…
The correlation distance quantifies the statistical independence of two classical or quantum systems, via the distance from their joint state to the product of the marginal states. Tight lower bounds are given for the mutual information…
We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach, which we call MINT, is based on the estimation of mutual information, whose decomposition into joint and…
Mutual information is a nonlinear measure used in time series analysis in order to measure the linear and non-linear correlations at any lag $\tau$. The aim of this study is to evaluate some of the most commonly used mutual information…
One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…
Measuring the statistical dependence between observed signals is a primary tool for scientific discovery. However, biological systems often exhibit complex non-linear interactions that currently cannot be captured without a priori knowledge…
On the basis of the dynamical interpretation of Monte Carlo simulations, we discuss the relation of the equilibrium relaxation time, the susceptibility and the statistical error. We introduce a new quantity called {\it the statistical…
We propose a local and general dependence quantifier between two random variables $X$ and $Y$, which we call Local Lift Dependence Scale, that does not assume any form of dependence (e.g., linear) between $X$ and $Y$, and is defined for a…
Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…
Mutual information is a well-known tool to measure the mutual dependence between variables. In this paper, a Bayesian nonparametric estimation of mutual information is established by means of the Dirichlet process and the $k$-nearest…
Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…
A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be…
In this survey, we present and compare different approaches to estimate Mutual Information (MI) from data to analyse general dependencies between variables of interest in a system. We demonstrate the performance difference of MI versus…
Information entropy is applied to the analysis of time series generated by dynamical systems. Complexity of a temporal or spatio-temporal signal is defined as the difference between the sum of entropies of the local linear regions of the…
The study is devoted to definition of generalized metrical and topological (informational entropy) characteristics of neural signals via their well-known theoretical models. We have shown that time dependence of action potential of neurons…
Relaxation and correlation times are two parameters used frequently in approximate descriptions of the time development of hadronizing system from some initial state towards distributions observed experimentally. Chosen to reproduce the…