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When monitoring the dynamics of stochastic systems, such as interacting particles agitated by thermal noise, disentangling deterministic forces from Brownian motion is challenging. Indeed, we show that there is an information-theoretic…

Soft Condensed Matter · Physics 2020-04-16 Anna Frishman , Pierre Ronceray

The information entropy budget and the rate of information transfer between variables is studied in the context of a nonlinear reduced-order atmospheric model. The key ingredients of the dynamics are present in this model, namely the…

Atmospheric and Oceanic Physics · Physics 2024-04-02 Stéphane Vannitsem , Carlos A. Pires , David Docquier

Typically, real-world stochastic processes are not easy to analyze. In this work we study the representation of any stochastic process as a memoryless innovation process triggering a dynamic system. We show that such a representation is…

Information Theory · Computer Science 2018-11-27 Amichai Painsky , Saharon Rosset , Meir Feder

We propose an entropic measure of non-classical correlations in general mixed states of fermion systems, based on the loss of information due to the unread measurement of the occupancy of single particle states of a given basis. When…

Quantum Physics · Physics 2016-11-03 N. Gigena , R. Rossignoli

Entropy and information provide natural measures of correlation among elements in a network. We construct here the information theoretic analog of connected correlation functions: irreducible $N$--point correlation is measured by a decrease…

Biological Physics · Physics 2016-09-08 Elad Schneidman , Susanne Still , Michael J. Berry , William Bialek

Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…

Dynamical Systems · Mathematics 2026-04-07 Stefano Galatolo , Valerio Lucarini

New concepts from nonequilibrium thermodynamics are used to show that Landauer's principle can be understood in terms of time asymmetry in the dynamical randomness generated by the physical process of the erasure of digital information. In…

Statistical Mechanics · Physics 2009-11-13 D. Andrieux , P. Gaspard

By 'informational entropy', we understand an inherent boundary to knowability, due e.g. to perceptual, theoretical, evidential or linguistic limits. In this paper, we discuss a logical framework in which this boundary is incorporated into…

In this paper we prove estimates on the behaviour of the Kolmogorov-Sinai entropy relative to a partition for randomly perturbed dynamical systems. Our estimates use the entropy for the unperturbed system and are obtained using the notion…

Dynamical Systems · Mathematics 2007-05-23 Claudio Bonanno

The representations of conditional entropy and conditional mutual information are significant in explaining the unique effects among variables. While previous studies based on conditional contrastive sampling have effectively removed…

Machine Learning · Computer Science 2025-01-07 Keng Hou Leong , Yuxuan Xiu , Wai Kin , Chan

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

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

Constraints on entropies are considered to be the laws of information theory. Even though the pursuit of their discovery has been a central theme of research in information theory, the algorithmic aspects of constraints on entropies remain…

Information Theory · Computer Science 2020-04-28 Mahmoud Abo Khamis , Phokion G. Kolaitis , Hung Q. Ngo , Dan Suciu

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

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

We introduce an ambidextrous view of stochastic dynamical systems, comparing their forward-time and reverse-time representations and then integrating them into a single time-symmetric representation. The perspective is useful theoretically,…

Statistical Mechanics · Physics 2015-05-13 Christopher J. Ellison , John R. Mahoney , James P. Crutchfield

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that…

Statistical Finance · Quantitative Finance 2013-05-02 Galen Sher , Pedro Vitoria

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

We show that a rate of conditional Shannon entropy reduction, characterizing the learning of an internal process about an external process, is bounded by the thermodynamic entropy production. This approach allows for the definition of an…

Biological Physics · Physics 2014-11-07 Andre C. Barato , David Hartich , Udo Seifert

The paper deals with conditional linear information inequalities valid for entropy functions induced by discrete random variables. Specifically, the so-called conditional Ingleton inequalities are in the center of interest: these are valid…

Information Theory · Computer Science 2022-03-16 Milan Studeny
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