Related papers: Renyi's information transfer between financial tim…
Causal inference is perhaps one of the most fundamental concepts in science, beginning originally from the works of some of the ancient philosophers, through today, but also weaved strongly in current work from statisticians, machine…
"Bounds on information combining" are entropic inequalities that determine how the information (entropy) of a set of random variables can change when these are combined in certain prescribed ways. Such bounds play an important role in…
Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…
To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures…
Spiking activity from populations of neurons display causal interactions and memory effects. Therefore, they are expected to show some degree of irreversibility in time. Motivated by the spike train statistics, in this paper we build a…
Quantum key distribution performs the trick of growing a secret key in two distant places connected by a quantum channel. The main reason is that the legitimate users can bound the information gathered by the eavesdropper. In practical…
Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of…
This paper investigates the privacy amplification problem, and compares the existing two bounds: the exponential bound derived by one of the authors and the min-entropy bound derived by Renner. It turns out that the exponential bound is…
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…
It is shown that the interactive error correction protocol `CASCADE' should be analyzed taking the correlation between passes and finite length of sequence into account. Furthermore we mention some problems in quantifying the reduction of…
In the present follow-up article of a previous one [1] we illustrate the use of the Unconventional Statistical Mechanics described and discussed in the latter. This is done via the analysis, resorting to Renyi approach, of experimental…
Quantum physical layer security protocols offer significant advantages, particularly in space communications, but their achievable secrecy rates are often limited to the asymptotic regime. Realistic communication systems, however, demand…
Characterizing complexity and criticality in quantum systems requires diagnostics that are both computationally tractable and physically insightful. We apply a measure of quantum state complexity for n-qubit systems, defined as the…
This paper uses the concepts of entropy to study the regularity/irregularity of the returns from the Indian Foreign exchange (forex) markets. The Approximate Entropy and Sample Entropy statistics which measure the level of repeatability in…
Intrinsic time is an example of an event-based conception of time, used to analyze financial time series. Here, for the first time, we reveal the connection between intrinsic time and physical time. In detail, we present an analytic…
We compare correlations and coherent structures in nuclei and financial markets. In the nuclear physics part we review giant resonances which can be interpreted as a coherent structure embedded in chaos. With similar methods we investigate…
We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We…
We investigate quantum R\'enyi entropic quantities, specifically those derived from 'sandwiched' divergence. This divergence is one of several proposed R\'enyi generalisations of the quantum relative entropy. We may define R\'enyi…
In recent years there has been a closer interrelationship between several scientific areas trying to obtain a more realistic and rich explanation of the natural and social phenomena. Among these it should be emphasized the increasing…
In [Berta et al., J. Math. Phys. 56, 022205 (2015)], we recently proposed Renyi generalizations of the conditional quantum mutual information of a tripartite state on $ABC$ (with $C$ being the conditioning system), which were shown to…