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Identification of causal structures and quantification of direct information flows in complex systems is a challenging yet important task, with practical applications in many fields. Data generated by dynamical processes or large-scale…

Data Analysis, Statistics and Probability · Physics 2015-08-06 Carlo Cafaro , Warren M. Lord , Jie Sun , Erik M. Bollt

I report on the development of a novel statistical mechanical formalism for the analysis of random graphs with many short loops, and processes on such graphs. The graphs are defined via maximum entropy ensembles, in which both the degrees…

Disordered Systems and Neural Networks · Physics 2016-05-04 A C C Coolen

Identifying and quantifying memory are often critical steps in developing a mechanistic understanding of stochastic processes. These are particularly challenging and necessary when exploring processes that exhibit long-range correlations.…

Statistical Mechanics · Physics 2016-04-20 Sarah E. Marzen , James P. Crutchfield

We propose utilizing entropy as a diagnostic tool to distinguish between constant and dynamical dark energy models. Entropy, a measure of the system's disorder or information content, captures the complexity and evolution of the universe.…

General Relativity and Quantum Cosmology · Physics 2025-07-16 Tanisha Joshi

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

We present a methodology to characterize synchronization in time series based on symbolic representations. A symbol is linked to a sequence of numbers through the rank-order of its values. A representation of a time series results after…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Roberto Monetti , Wolfram Bunk , Ferdinand Jamitzky

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein

Despite the popular of multimodal statistical models, there lacks rigorous statistical inference tools for inferring the significance of a single modality within a multimodal model, especially in high-dimensional models. For…

Methodology · Statistics 2026-02-04 Wanting Jin , Guorong Wu , Quefeng Li

Computing conceptual structures, like formal concept lattices, is in the age of massive data sets a challenging task. There are various approaches to deal with this, e.g., random sampling, parallelization, or attribute extraction. A so far…

Artificial Intelligence · Computer Science 2020-02-28 Tom Hanika , Maren Koyda , Gerd Stumme

The problem of high-dimensional and large-scale representation of visual data is addressed from an unsupervised learning perspective. The emphasis is put on discrete representations, where the description length can be measured in bits and…

Machine Learning · Computer Science 2019-01-25 Sohrab Ferdowsi

We present exact results for two complementary measures of spatial structure generated by 1D spin systems with finite-range interactions. The first, excess entropy, measures the apparent spatial memory stored in configurations. The second,…

Statistical Mechanics · Physics 2009-10-30 James P. Crutchfield , David P. Feldman

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…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Data Analysis, Statistics and Probability · Physics 2025-11-27 Alec Kirkley

Natural memories are associative, declarative and distributed. Symbolic computing memories resemble natural memories in their declarative character, and information can be stored and recovered explicitly; however, they lack the associative…

Artificial Intelligence · Computer Science 2020-09-29 Luis A. Pineda , Gibrán Fuentes , Rafael Morales

The best way to model, understand, and quantify the information contained in complex systems is an open question in physics, mathematics, and computer science. The uncertain relationship between entropy and complexity further complicates…

Machine Learning · Computer Science 2022-11-10 Stephen Casey

Machine learning algorithms are designed to capture complex relationships between features. In this context, the high dimensionality of data often results in poor model performance, with the risk of overfitting. Feature selection, the…

Machine Learning · Computer Science 2023-10-18 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli

Complex systems often show macroscopic coherent behavior due to the interactions of microscopic agents like molecules, cells, or individuals in a population with their environment. However, simulating such systems poses several…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-11 Asif Hamid , Danish Rafiq , Shahkar Ahmad Nahvi , Mohammad Abid Bazaz

The entanglement entropy of a subsystem of a quantum system is expressed, in the replica approach, through analytic continuation with respect to n of the trace of the n-th power of the reduced density matrix. This trace can be thought of as…

High Energy Physics - Theory · Physics 2008-12-18 Michele Caraglio , Ferdinando Gliozzi

We investigate the performance of entropy estimation methods, based either on block entropies or compression approaches, in the case of bidimensional sequences. We introduce a validation dataset made of images produced by a large number of…

Data Analysis, Statistics and Probability · Physics 2022-07-07 F. N. M. de Sousa Filho , V. G. Pereira de Sá , E. Brigatti