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Related papers: Transfer Entropy on Rank Vectors

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For the evaluation of information flow in bivariate time series, information measures have been employed, such as the transfer entropy (TE), the symbolic transfer entropy (STE), defined similarly to TE but on the ranks of the components of…

Methodology · Statistics 2015-06-15 Dimitris Kugiumtzis

Brain connectivity characterizes interactions between different regions of a brain network during resting-state or performance of a cognitive task. In studying brain signals such as electroencephalograms (EEG), one formal approach to…

Methodology · Statistics 2024-10-30 Paolo Victor Redondo , Raphael Huser , Hernando Ombao

Transfer entropy (TE) is an information theoretic measure that reveals the directional flow of information between processes, providing valuable insights for a wide range of real-world applications. This work proposes Transfer Entropy…

Information Theory · Computer Science 2025-07-22 Omer Luxembourg , Dor Tsur , Haim Permuter

Current neural networks architectures are many times harder to train because of the increasing size and complexity of the used datasets. Our objective is to design more efficient training algorithms utilizing causal relationships inferred…

Machine Learning · Computer Science 2021-05-03 Adrian Moldovan , Angel Caţaron , Răzvan Andonie

Transfer entropy measures directed information flow in time series, and it has become a fundamental quantity in applications spanning neuroscience, finance, and complex systems analysis. However, existing estimation methods suffer from the…

Machine Learning · Computer Science 2026-04-10 Simon Pedro Galeano Munoz , Mustapha Bounoua , Giulio Franzese , Pietro Michiardi , Maurizio Filippone

Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivariate system and infers only about direct causality. However,…

Methodology · Statistics 2021-02-03 Angeliki Papana , Ariadni Papana-Dagiasis , Elsa Siggiridou

R\'enyi transfer entropy (RTE) is a generalization of classical transfer entropy that replaces Shannon's entropy with R\'enyi's information measure. This, in turn, introduces a new tunable parameter $\alpha$, which accounts for sensitivity…

Pattern Formation and Solitons · Physics 2026-01-06 Zlata Tabachová , Petr Jizba , Hynek Lavička , Milan Paluš

Quantifying the directionality of information flow is instrumental in understanding, and possibly controlling, the operation of many complex systems, such as transportation, social, neural, or gene-regulatory networks. The standard Transfer…

Information Theory · Computer Science 2020-01-09 Jingjing Zhang , Osvaldo Simeone , Zoran Cvetkovic , Eugenio Abela , Mark Richardson

When presented with a data stream of two statistically dependent variables, predicting the future of one of the variables (the target stream) can benefit from information about both its history and the history of the other variable (the…

Machine Learning · Computer Science 2023-03-10 Damjan Kalajdzievski , Ximeng Mao , Pascal Fortier-Poisson , Guillaume Lajoie , Blake Richards

Transfer entropy (TE) is an attractive model-free method to detect causality and infer structural connectivity of general digital systems. However it relies on high dimensions used in its definition to clearly remove the memory effect and…

Quantitative Methods · Quantitative Biology 2019-05-13 Zhong-Qi Kyle Tian , Douglas Zhou , David Cai

Transfer entropy (TE) was introduced by Schreiber in 2000 as a measurement of the predictive capacity of one stochastic process with respect to another. Originally stated for discrete time processes, we expand the theory in line with recent…

Probability · Mathematics 2019-07-02 Joshua N. Cooper , Christopher D. Edgar

Transfer entropy (TE) is a powerful tool for measuring causal relationships within interaction networks. Traditionally, TE and its conditional variants are applied pairwise between dynamic variables to infer these causal relationships.…

Statistical Mechanics · Physics 2024-10-02 Julian Lee

The ability to quantify the directional flow of information is vital to understanding natural systems and designing engineered information-processing systems. A widely used measure to quantify this information flow is the transfer entropy.…

Molecular Networks · Quantitative Biology 2025-07-11 Avishek Das , Pieter Rein ten Wolde

Time lag between variables is a key characteristics of dynamical systems in different fields and identifying such time lag is an important problem in complex systems with many applications. Transfer Entropy (TE) was proposed as a tool for…

Machine Learning · Computer Science 2023-02-07 Jian Ma

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

Energy efficiency is a big concern in industrial sectors. Finding the root cause of anomaly state of energy efficiency can help to improve energy efficiency of industrial systems and therefore save energy cost. In this research, we propose…

Machine Learning · Computer Science 2024-01-12 Jian Ma

Identifying the most suitable variables to represent the state is a fundamental challenge in Reinforcement Learning (RL). These variables must efficiently capture the information necessary for making optimal decisions. In order to address…

Machine Learning · Computer Science 2024-01-23 Charles Westphal , Stephen Hailes , Mirco Musolesi

Symbolic transfer entropy is a powerful non-parametric tool to detect lead-lag between time series. Because a closed expression of the distribution of Transfer Entropy is not known for finite-size samples, statistical testing is often…

Statistical Finance · Quantitative Finance 2022-06-22 Christian Bongiorno , Damien Challet

Inferring the directionality of interactions between cellular processes is a major challenge in systems biology. Time-lagged correlations allow to discriminate between alternative models, but they still rely on assumed underlying…

Quantitative Methods · Quantitative Biology 2017-11-15 Sourabh Lahiri , Philippe Nghe , Sander J. Tans , Martin Luc Rosinberg , David Lacoste

Transfer Entropy (TE), the primary method for determining directed information flow within a network system, can exhibit bias - either in deficiency or excess - during both pairwise and conditioned calculations, owing to high-order…

Data Analysis, Statistics and Probability · Physics 2024-02-14 Sebastiano Stramaglia , Luca Faes , Jesus M. Cortes , Daniele Marinazzo
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