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An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

We develop the use of mutual information (MI), a well-established metric in information theory, to interpret the inner workings of deep learning models. To accurately estimate MI from a finite number of samples, we present GMM-MI…

Data Analysis, Statistics and Probability · Physics 2023-04-12 Davide Piras , Hiranya V. Peiris , Andrew Pontzen , Luisa Lucie-Smith , Ningyuan Guo , Brian Nord

A new trend in deep learning, represented by Mutual Information Neural Estimation (MINE) and Information Noise Contrast Estimation (InfoNCE), is emerging. In this trend, similarity functions and Estimated Mutual Information (EMI) are used…

Information Theory · Computer Science 2023-05-25 Chenguang Lu

Mutual information (MI) is a principled and widely used objective for robotic information gathering (RIG), providing strong theoretical guarantees for sensor placement (SP) and informative path planning (IPP). However, its high…

Robotics · Computer Science 2026-02-16 Kalvik Jakkala , Jason O'Kane , Srinivas Akella

In this paper we present an information flow security property for stochastic, cooperating, processes expressed as terms of the Performance Evaluation Process Algebra (PEPA). We introduce the notion of Persistent Stochastic Non-Interference…

Performance · Computer Science 2018-08-28 Jane Hillston , Carla Piazza , Sabina Rossi

Describing statistical dependencies is foundational to empirical scientific research. For uncovering intricate and possibly non-linear dependencies between a single target variable and several source variables within a system, a principled…

Information Theory · Computer Science 2024-03-28 David A. Ehrlich , Kyle Schick-Poland , Abdullah Makkeh , Felix Lanfermann , Patricia Wollstadt , Michael Wibral

Spontaneous synchronization is a fundamental phenomenon, important in many theoretical studies and applications. Recently this effect has been analyzed and observed in a number of physical systems close to the quantum mechanical regime. In…

Quantum Physics · Physics 2015-06-23 V. Ameri , M. Eghbali-Arani , A. Mari , A. Farace , F. Kheirandish , V. Giovannetti , R. Fazio

A continuously measured quantum system may be described by restricted path integrals (RPI) or equivalently by non-Hermitian Hamiltonians. The measured system is then considered as an open system, the influence of the environment being taken…

Quantum Physics · Physics 2007-05-23 Michael B. Mensky

High-dimensional Bayesian procedures often exhibit behavior that is effectively low dimensional, even when the ambient parameter space is large or infinite-dimensional. This phenomenon underlies the success of shrinkage priors,…

Statistics Theory · Mathematics 2025-12-30 Sayantan Banerjee

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked…

Statistical Finance · Quantitative Finance 2018-08-01 Linda Ponta , Anna Carbone

We consider the problem of estimating mutual information between dependent data, an important problem in many science and engineering applications. We propose a data-driven, non-parametric estimator of mutual information in this paper. The…

Information Theory · Computer Science 2017-03-08 Rakesh Malladi , Don H Johnson , Behnaam Aazhang

The pointwise mutual information profile, or simply profile, is the distribution of pointwise mutual information for a given pair of random variables. One of its important properties is that its expected value is precisely the mutual…

Machine Learning · Statistics 2024-05-30 Paweł Czyż , Frederic Grabowski , Julia E. Vogt , Niko Beerenwinkel , Alexander Marx

We explore precision in a measurement process incorporating pure probe states, unitary dynamics and complete measurements via a simple formalism. The concept of `information complement' is introduced. It undermines measurement precision and…

Quantum Physics · Physics 2010-02-17 Gabriel A. Durkin

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

Collective memory is a common representation of the past shared by a group of people that modulates its identity. Recent literature on computational social science quantifies collective memories using expressions of those memories…

Physics and Society · Physics 2026-02-27 Cristian Candia

While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their…

Data Analysis, Statistics and Probability · Physics 2015-07-15 Jakob Runge , Jobst Heitzig , Norbert Marwan , Jürgen Kurths

Biochemistry, ecology, and neuroscience are examples of prominent fields aiming at describing interacting systems that exhibit non-trivial couplings to complex, ever-changing environments. We have recently shown that linear interactions and…

Statistical Mechanics · Physics 2022-08-10 Giorgio Nicoletti , Daniel Maria Busiello

This paper presents a unified framework, integrating information theory and statistical mechanics, to connect metric failure in high-dimensional data with emergence in complex systems. We propose the "Information Dilution Theorem,"…

Information Theory · Computer Science 2025-04-15 HongZheng Liu , YiNuo Tian , Zhiyue Wu

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…

Chaotic Dynamics · Physics 2008-09-15 A. Papana , D. Kugiumtzis

In this paper we focus on the estimation of mutual information from finite samples $(\mathcal{X}\times\mathcal{Y})$. The main concern with estimations of mutual information is their robustness under the class of transformations for which it…

Data Analysis, Statistics and Probability · Physics 2020-02-04 Nicholas Carrara , Jesse Ernst
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