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Related papers: Transfer Entropy as a Log-likelihood Ratio

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We address the problem of evaluating the transfer entropy (TE) produced by biochemical reactions from experimentally measured data. Although these reactions are generally non-linear and non-stationary processes making it challenging to…

Information theory provides a mathematical foundation to measure uncertainty in belief. Belief is represented by a probability distribution that captures our understanding of an outcome's plausibility. Information measures based on…

Information Theory · Computer Science 2020-01-17 Jed A. Duersch , Thomas A. Catanach

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein

For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Methodology · Statistics 2024-07-15 Brian Knaeble , Mehdi Hakim-Hashemi , Mark A. Abramson

Entropy production is a universal measure of irreversibility and energy dissipation in physical, chemical, and biological systems operating far from equilibrium. However, quantifying and spatiotemporally localising it in complex processes…

Statistical Mechanics · Physics 2026-05-18 Biswajit Das , Sreekanth K Manikandan

We seek to infer the parameters of an ergodic Markov process from samples taken independently from the steady state. Our focus is on non-equilibrium processes, where the steady state is not described by the Boltzmann measure, but is…

Statistical Mechanics · Physics 2018-02-19 Simon Lee Dettmer , Johannes Berg

Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…

Data Analysis, Statistics and Probability · Physics 2021-03-08 José M. Amigó , Roberto Dale , Piergiulio Tempesta

Sharing spectrum with a communicating incumbent user (IU) network requires avoiding interference to IU receivers. But since receivers are passive when in the receive mode and cannot be detected, the network topology can be used to predict…

Networking and Internet Architecture · Computer Science 2018-03-14 Mihir Laghate , Danijela Cabric

This article investigates the causality structure of financial time series. We concentrate on three main approaches to measuring causality: linear Granger causality, kernel generalisations of Granger causality (based on ridge regression and…

Computational Finance · Quantitative Finance 2014-06-17 Anna Zaremba , Tomaso Aste

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information transmission above which a given compact subset of the state…

Systems and Control · Electrical Eng. & Systems 2020-04-13 Mahendra Singh Tomar , Christoph Kawan , Pushpak Jagtap , Majid Zamani

Several studies demonstrate that there are critical differences between real wireless networks and simulation models. This finding has permitted to extract spatial and temporal properties for links and to provide efficient methods as biased…

Networking and Internet Architecture · Computer Science 2012-07-12 Mohamed-Haykel Zayani , Vincent Gauthier , Djamal Zeghlache

For sensory networks, we determine the rate with which they acquire information about the changing external conditions. Comparing this rate with the thermodynamic entropy production that quantifies the cost of maintaining the network, we…

Statistical Mechanics · Physics 2013-04-08 A. C. Barato , D Hartich , U. Seifert

Entropy is a concept that has traditionally been reliant on a definite notion of causality. However, without a definite notion of causality, the concept of entropy is not all lost. Indefinite causal structure results from combining…

General Relativity and Quantum Cosmology · Physics 2011-07-13 Sonia Markes , Lucien Hardy

Accurately determining dependency structure is critical to discovering a system's causal organization. We recently showed that the transfer entropy fails in a key aspect of this---measuring information flow---due to its conflation of dyadic…

Information Theory · Computer Science 2017-11-22 Ryan G. James , James P. Crutchfield

In this article, we discuss the problem of establishing relations between information measures assessed for network structures. Two types of entropy based measures namely, the Shannon entropy and its generalization, the R\'{e}nyi entropy…

Information Theory · Computer Science 2013-01-24 Lavanya Sivakumar , Matthias Dehmer

Transfer learning has become an essential paradigm in artificial intelligence, enabling the transfer of knowledge from a source task to improve performance on a target task. This approach, particularly through techniques such as pretraining…

Fluctuations in biochemical networks, e.g., in a living cell, have a complex origin that precludes a description of such systems in terms of bipartite or multipartite processes, as is usually done in the framework of stochastic and/or…

Statistical Mechanics · Physics 2020-01-29 R. Chétrite , M. L. Rosinberg , T. Sagawa , G. Tarjus

The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…

Statistical Mechanics · Physics 2023-06-19 Lancelot Da Costa , Grigorios A. Pavliotis

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman