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A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be…

Chaotic Dynamics · Physics 2016-01-20 DJ Albers , George Hripcsak

The definitions of delayed mutual information and multi-information are recalled. It is shown how the delayed mutual information may be used to reconstruct the interaction topology resulting from some unknown scale-free graph with its…

Physics and Society · Physics 2020-03-20 Pierre-Alain Toupance , Bastien Chopard , Laurent Lef èvre

In the analysis of time series from nonlinear sources, mutual information (MI) is used as a nonlinear statistical criterion for the selection of an appropriate time delay in time delay reconstruction of the state space. MI is a statistic…

Chaotic Dynamics · Physics 2009-10-31 Henry D. I. Abarbanel , Naoki Masuda , M. I. Rabinovich , Evren Tumer

The quest for a quantitative characterization of community and modular structure of complex networks produced a variety of methods and algorithms to classify different networks. However, it is not clear if such methods provide consistent,…

Physics and Society · Physics 2016-01-08 Juan Ignacio Perotti , Claudio Juan Tessone , Guido Caldarelli

Mathematical models of interacting populations are often constructed as systems of differential equations, which describe how populations change with time. Below we study one such model connected to the nonlinear dynamics of a system of…

Chaotic Dynamics · Physics 2018-12-26 Ivan N. Dushkov , Ivan Jordanov , Nikolay K. Vitanov

The information theoretic quantity known as mutual information finds wide use in classification and community detection analyses to compare two classifications of the same set of objects into groups. In the context of classification…

Social and Information Networks · Computer Science 2020-04-29 M. E. J. Newman , George T. Cantwell , Jean-Gabriel Young

Temporal data, obtained in the setting where it is only possible to observe one time point per experiment, is widely used in different research fields, yet remains insufficiently addressed from the statistical point of view. Such data often…

Methodology · Statistics 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

Normalized mutual information is widely used as a similarity measure for evaluating the performance of clustering and classification algorithms. In this paper, we argue that results returned by the normalized mutual information are biased…

Social and Information Networks · Computer Science 2025-12-23 Maximilian Jerdee , Alec Kirkley , M. E. J. Newman

Fields like public health, public policy, and social science often want to quantify the degree of dependence between variables whose relationships take on unknown functional forms. Typically, in fact, researchers in these fields are…

Statistics Theory · Mathematics 2019-12-10 Octavio César Mesner , Cosma Rohilla Shalizi

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

We use a well known model (T. Vicsek et al. Phys Rev Lett 15, 1226 (1995)) for flocking to test mutual information as a tool for detecting order-disorder transitions, in particular when observations of the system are limited. We show that…

Data Analysis, Statistics and Probability · Physics 2009-11-13 R. T. Wicks , S. C. Chapman , R. O. Dendy

There is growing interest in producing estimates of demographic and global health indicators in populations with limited data. Statistical models are needed to combine data from multiple data sources into estimates and projections with…

Methodology · Statistics 2022-12-02 Herbert Susmann , Monica Alexander , Leontine Alkema

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider…

Machine Learning · Computer Science 2007-07-13 Marcus Hutter , Marco Zaffalon

Estimating mutual information from observed samples is a basic primitive, useful in several machine learning tasks including correlation mining, information bottleneck clustering, learning a Chow-Liu tree, and conditional independence…

Information Theory · Computer Science 2018-10-11 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

In multicenter biomedical research, integrating data from multiple decentralized sites provides more robust and generalizable findings due to its larger sample size and the ability to account for the between-site heterogeneity. However,…

Methodology · Statistics 2025-12-29 Xiaokang Liu , Yuchen Yang , Yifei Sun , Jiang Bian , Yanyuan Ma , Raymond J. Carroll , Yong Chen

The emergence of nontrivial collective behavior in networks of coupled chaotic maps is investigated by means of a nonlinear mutual prediction method. The resulting prediction error is used to measure the amount of information that a local…

Chaotic Dynamics · Physics 2009-11-07 L. Cisneros , J. Jimenez , M. G. Cosenza , A. Parravano

We study the mutual information estimation for mixed-pair random variables. One random variable is discrete and the other one is continuous. We develop a kernel method to estimate the mutual information between the two random variables. The…

Statistics Theory · Mathematics 2018-12-31 Aleksandr Beknazaryan , Xin Dang , Hailin Sang

Capturing the structured mixing within a population is key to the reliable projection of infectious disease dynamics and hence informed control. Both heterogeneity in the number of contacts and age-structured mixing have been repeatedly…

Social and Information Networks · Computer Science 2026-03-17 Luke Murray Kearney , Emma L Davis , Matt J Keeling

Studying physiology over a broad population for long periods of time is difficult primarily because collecting human physiologic data is intrusive, dangerous, and expensive. Electronic health record (EHR) data promise to support the…

Quantitative Methods · Quantitative Biology 2015-05-30 DJ Albers , George Hripcsak , Michael Schmidt
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