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Related papers: Generalized Measures of Information Transfer

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The principle of entropy increase is not only the basis of statistical mechanics, but also closely related to the irreversibility of time, the origin of life, chaos and turbulence. In this paper, we first discuss the dynamic system…

Statistical Mechanics · Physics 2022-10-11 Zou Dan Dan

Imaging systems are commonly described using resolution, contrast, and signal-to-noise ratio, but these quantities do not provide a general account of how physical transformations affect the flow of information. This paper introduces an…

Image and Video Processing · Electrical Eng. & Systems 2026-02-11 Charles Wood

We extend previously proposed measures of complexity, emergence, and self-organization to continuous distributions using differential entropy. This allows us to calculate the complexity of phenomena for which distributions are known. We…

Adaptation and Self-Organizing Systems · Physics 2016-04-01 Guillermo Santamaría-Bonfil , Nelson Fernández , Carlos Gershenson

The content of phase information of an arbitrary phase--sensitive measurement is evaluated using the maximum likelihood estimation. The phase distribution is characterized by the relative entropy--a nonlinear functional of input quantum…

Quantum Physics · Physics 2016-08-15 Zdeněk Hradil , Robert Myška , Tomáš Opatrný , Jiří Bajer

Statistical mechanics is generalized on the basis of an additive information theory for incomplete probability distributions. The incomplete normalization $\sum_{i=1}^wp_i^q=1$ is used to obtain generalized entropy $S=-k\sum_{i=1}^wp_i^q\ln…

Statistical Mechanics · Physics 2007-05-23 Qiuping A. Wang

In the last three decades, several measures of complexity have been proposed. Up to this point, most of such measures have only been developed for finite spaces. In these scenarios the baseline distribution is uniform. This makes sense…

Information Theory · Computer Science 2021-11-15 Daniel Andrés Díaz-Pachón , Robert J. Marks

We propose a new perspective on Turbulence using Information Theory. We compute the entropy rate of a turbulent velocity signal and we particularly focus on its dependence on the scale. We first report how the entropy rate is able to…

Statistical Mechanics · Physics 2016-11-03 Carlos Granero-Belinchon , Stephane G. Roux , Nicolas B. Garnier

Observational entropy captures both the intrinsic uncertainty of a thermodynamic state and the lack of knowledge due to coarse-graining. We demonstrate two interpretations of observational entropy, one as the statistical deficiency…

Quantum Physics · Physics 2024-11-20 Ge Bai , Dominik Šafránek , Joseph Schindler , Francesco Buscemi , Valerio Scarani

In this paper we revisit the concept of mobility entropy. Over time, the structure of spatial interactions among urban centres tends to become more complex and evolves from centralised models to more scattered origin and destination…

Physics and Society · Physics 2021-06-30 Valentina Marin , Carlos Molinero , Elsa Arcaute

Transfer entropy has been used to quantify the directed flow of information between source and target variables in many complex systems. While transfer entropy was originally formulated in discrete time, in this paper we provide a framework…

Information Theory · Computer Science 2017-04-05 Richard E. Spinney , Mikhail Prokopenko , Joseph T. Lizier

Information-theoretic quantities, such as entropy, are used to quantify the amount of information a given variable provides. Entropies can be used together to compute the mutual information, which quantifies the amount of information two…

Data Analysis, Statistics and Probability · Physics 2014-12-22 Kevin H. Knuth , Deniz Gençağa , William B. Rossow

Quantum information quantities, such as mutual information and entropies, are essential for characterizing quantum systems and protocols in quantum information science. In this contribution, we identify types of information measures based…

Quantum Physics · Physics 2025-10-21 Christopher Popp , Tobias C. Sutter , Beatrix C. Hiesmayr

After Shannon, entropy becomes a fundamental quantity to describe not only uncertainity or chaos of a system but also information carried by the system. Shannon's important discovery is to give a mathematical expression of the mutual…

Quantum Physics · Physics 2007-05-23 Masanori Ohya

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

We numerically determine the entropy for heat-conducting states, which is connected to the so-called excess heat considered as a basic quantity for steady-state thermodynamics in nonequilibrium. We adopt an efficient method to estimate the…

Statistical Mechanics · Physics 2016-08-17 Yoshiyuki Chiba , Naoko Nakagawa

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

This paper proposes that the mathematical relationship between an entropy distribution and its limit offers some new insight into system performance. This relationship is used to quantify variation among the entities of a system, where…

Information Theory · Computer Science 2007-07-16 Ken Krechmer

It is well known that entropy production is a proxy to the detection of non-equilibrium, i.e. of the absence of detailed balance; however, due to the global character of this quantity, its knowledge does not allow to identify spatial…

Statistical Mechanics · Physics 2021-09-01 Camilla Sarra , Marco Baldovin , Angelo Vulpiani

Information transfer which reveals the state variation of variables usually plays a vital role in big data analytics and processing. In fact, the measures for information transfer could reflect the system change by use of the variable…

Information Theory · Computer Science 2024-04-08 Rui She , Shanyun Liu , Pingyi Fan

Whether the system under study is a shoal of fish, a collection of neurons, or a set of interacting atmospheric and oceanic processes, transfer entropy measures the flow of information between time series and can detect possible causal…

Machine Learning · Computer Science 2024-11-08 Kieran A. Murphy , Zhuowen Yin , Dani S. Bassett