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We present a new decomposition of transfer entropy to characterize the degree of synergy- and redundancy-dominated influence a time series has upon the interaction between other time series. We prove the existence of a class of time series,…

Information Theory · Computer Science 2024-05-07 Jan Østergaard , Payam Boubakani

Aging is a universal consequence of life, yet researchers have identified no universal theme. This manuscript considers aging from the perspective of entropy, wherein things fall apart. We first examine biological information change as a…

Populations and Evolution · Quantitative Biology 2026-04-13 Stephan Baehr , Hans Baehr

Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…

Statistics Theory · Mathematics 2019-08-06 Alexander L Young , David B Dunson

Markov categories are a novel framework to describe and treat problems in probability and information theory. In this work we combine the categorical formalism with the traditional quantitative notions of entropy, mutual information, and…

Information Theory · Computer Science 2024-04-15 Paolo Perrone

Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

Methodology · Statistics 2015-12-03 Chee Chun Gan , Gerard Learmonth

Mutual information among three or more dimensions (mu-star = - Q) has been considered as interaction information. However, Krippendorff (2009a, 2009b) has shown that this measure cannot be interpreted as a unique property of the…

Information Retrieval · Computer Science 2010-01-08 Loet Leydesdorff

We consider a chain of spin-half particles of a finite length, evolved with the mixed-field Ising Hamiltonian and impose open boundary condition. We simulate the time evolution of entanglement entropy and mutual information following quench…

Statistical Mechanics · Physics 2024-02-22 Surbhi Khetrapal , Emil Tore Mærsk Pedersen

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods:…

Statistical Mechanics · Physics 2022-10-19 Darko Stosic , Dusan Stosic , Tatijana Stosic , Borko Stosic

We present exact results for two complementary measures of spatial structure generated by 1D spin systems with finite-range interactions. The first, excess entropy, measures the apparent spatial memory stored in configurations. The second,…

Statistical Mechanics · Physics 2009-10-30 James P. Crutchfield , David P. Feldman

Conditional mutual information is important in the selection and interpretation of graphical models. Its empirical version is well known as a generalised likelihood ratio test and that it may be represented as a difference in entropy. We…

Methodology · Statistics 2015-01-20 Joe Whittaker , Florian Martin , Yang Xiang

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

Given an arbitrary measurement over a system of interest, the outcome of a posterior measurement can be used for improving the statistical estimation of the system state after the former measurement. Here, we realize an…

Quantum Physics · Physics 2018-02-07 Adrian A. Budini

While it is tempting in experimental practice to seek as high a data rate as possible, oversampling can become an issue if one takes measurements too densely. These effects can take many forms, some of which are easy to detect: e.g., when…

Information Theory · Computer Science 2021-03-03 Michael Neuder , Elizabeth Bradley , Edward Dlugokencky , James W. C. White , Joshua Garland

Relative entropy is a powerful measure of the dissimilarity between two statistical field theories in the continuum. In this work, we study the relative entropy between Gaussian scalar field theories in a finite volume with different masses…

Statistical Mechanics · Physics 2025-01-28 Markus Schröfl , Stefan Floerchinger

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…

Information Theory · Computer Science 2015-11-24 Patricia Wollstadt , Mario Martínez-Zarzuela , Raul Vicente , Francisco J. Díaz-Pernas , Michael Wibral

We derive the property of strong superadditivity of mutual information arising from the Markov property of the vacuum state in a conformal field theory and strong subadditivity of entanglement entropy. We show this inequality encodes…

High Energy Physics - Theory · Physics 2021-09-29 Horacio Casini , Eduardo Testé , Gonzalo Torroba

We develop information-theoretic measures of spatial structure and pattern in more than one dimension. As is well known, the entropy density of a two-dimensional configuration can be efficiently and accurately estimated via a converging…

Statistical Mechanics · Physics 2009-11-07 David P. Feldman , James P. Crutchfield

For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert

Entropy metrics (for example, permutation entropy) are nonlinear measures of irregularity in time series (one-dimensional data). Some of these entropy metrics can be generalised to data on periodic structures such as a grid or lattice…

Combinatorics · Mathematics 2021-10-22 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero