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We have calculated the Tsallis entropy and Fisher information matrix (entropy) of spatially-correlated nonextensive systems, by using an analytic non-Gaussian distribution obtained by the maximum entropy method. Effects of the correlated…

Statistical Mechanics · Physics 2009-11-13 Hideo Hasegawa

Entropy production plays a fundamental role in the study of non-equilibrium systems by offering a quantitative handle on the degree of time-reversal symmetry breaking. It depends crucially on the degree of freedom considered as well as on…

Statistical Mechanics · Physics 2022-05-04 Luca Cocconi , Guillaume Salbreux , Gunnar Pruessner

Mutual information (MI) is a fundamental measure of statistical dependence, with a myriad of applications to information theory, statistics, and machine learning. While it possesses many desirable structural properties, the estimation of…

Information Theory · Computer Science 2021-10-19 Ziv Goldfeld , Kristjan Greenewald

The aim of this paper is to investigate various information-theoretic measures, including entropy, mutual information, and some systematic measures that based on mutual information, for a class of structured spiking neuronal network. In…

Neurons and Cognition · Quantitative Biology 2019-12-04 Wenjie Li , Yao Li

The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…

Statistical Mechanics · Physics 2009-11-10 W. T. Grandy

The time series theory is set in this work under the domain of general elliptically contoured distributions. The advent of a time series approach that is in accordance with the expected reality of dependence between errors, transfers the…

In two previous experiments we investigated the neural precursors of subjects' "free" choices for one of two options (pressing one of two buttons, and choosing between adding and subtracting numbers). In these experiments the distribution…

Neurons and Cognition · Quantitative Biology 2013-11-05 Carsten Allefeld , Chun Siong Soon , Carsten Bogler , Jakob Heinzle , John-Dylan Haynes

We derive a well-defined renormalized version of mutual information that allows to estimate the dependence between continuous random variables in the important case when one is deterministically dependent on the other. This is the situation…

Machine Learning · Computer Science 2021-05-26 Leopoldo Sarra , Andrea Aiello , Florian Marquardt

In the analysis of time series from nonlinear sources, mutual information (MI) is used as a nonlinear statistical criterion for the selection of an appropriate time delay in time delay reconstruction of the state space. MI is a statistic…

Chaotic Dynamics · Physics 2009-10-31 Henry D. I. Abarbanel , Naoki Masuda , M. I. Rabinovich , Evren Tumer

A model-independent statistical framework is presented to interpret data from systems where the mean time derivative of positional cross correlation between world lines, a measure of spreading in a quantum geometrical wave function, is…

General Relativity and Quantum Cosmology · Physics 2017-03-16 Craig J. Hogan , Ohkyung Kwon

Vortex lines in type-II superconductors display complicated relaxation processes due to the intricate competition between their mutual repulsive interactions and pinning to attractive point or extended defects. We perform extensive Monte…

Statistical Mechanics · Physics 2015-09-10 Michel Pleimling , Uwe C. Tauber

Multivariate time series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables is crucial for the…

Methodology · Statistics 2023-11-03 Zhaolu Liu , Robert L. Peach , Felix Laumann , Sara Vallejo Mengod , Mauricio Barahona

The information entropies in coordinate and momentum spaces and their sum ($S_r$, $S_k$, $S$) are evaluated for many nuclei using "experimental" densities or/and momentum distributions. The results are compared with the harmonic oscillator…

Nuclear Theory · Physics 2009-11-11 S. E. Massen , V. P. Psonis , A. N. Antonov

We investigate the correlations of initially separable probability distributions in a globally pure bipartite system with two degrees of freedom for classical and quantum systems. A classical version of the quantum linear mutual information…

Quantum Physics · Physics 2009-11-10 R. M. Angelo , S. A. Vitiello , M. A. M. de Aguiar , K. Furuya

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

This paper develops a new approach to the estimation of the degree of boundedness or stability of multidimensional nonlinear systems with time-dependent nonperiodic coefficients-an essential task in various engineering and natural science…

Dynamical Systems · Mathematics 2022-06-16 Mark A. Pinsky

How quantum information is scrambled in the global degrees of freedom of non-equilibrium many-body systems is a key question to understand local thermalization. Here we propose that the scaling of the mutual information between two…

Statistical Mechanics · Physics 2019-10-01 Vincenzo Alba , Pasquale Calabrese

We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…

Statistics Theory · Mathematics 2019-12-23 Hai Shu , Bin Nan

Estimating mutual information from observed samples is a basic primitive, useful in several machine learning tasks including correlation mining, information bottleneck clustering, learning a Chow-Liu tree, and conditional independence…

Information Theory · Computer Science 2018-10-11 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

The relative entropy of a correlated state and an uncorrelated reference state is a reasonable measure for the degree of correlations. A key question is however which uncorrelated state to compare to. The relative entropy becomes minimal…

Strongly Correlated Electrons · Physics 2015-06-15 K. Held , N. Mauser