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We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

Selecting the appropriate dimensionality reduction (DR) technique and determining its optimal hyperparameter settings that maximize the accuracy of the output projections typically involves extensive trial and error, often resulting in…

Human-Computer Interaction · Computer Science 2026-01-13 Hyeon Jeon , Jeongin Park , Soohyun Lee , Dae Hyun Kim , Sungbok Shin , Jinwook Seo

The analysis of temporal networks heavily depends on the analysis of time-respecting paths. However, before being able to model and analyze the time-respecting paths, we have to infer the timescales at which the temporal edges influence…

Physics and Society · Physics 2023-01-30 Luka V. Petrović , Anatol Wegner , Ingo Scholtes

Identification of causal structures and quantification of direct information flows in complex systems is a challenging yet important task, with practical applications in many fields. Data generated by dynamical processes or large-scale…

Data Analysis, Statistics and Probability · Physics 2015-08-06 Carlo Cafaro , Warren M. Lord , Jie Sun , Erik M. Bollt

While sensitivity analysis improves the transparency and reliability of mathematical models, its uptake by modelers is still scarce. This is partially explained by its technical requirements, which may be hard to understand and implement by…

Applications · Statistics 2023-03-20 Arnald Puy , Pamphile T. Roy , Andrea Saltelli

A method is proposed for the characterisation of the entropy of cellular structures, based on the compactivity concept for granular packings. Hamiltonian-like volume functions are constructed both in two and in three dimensions, enabling…

Soft Condensed Matter · Physics 2009-11-11 Raphael Blumenfeld , Sam F. Edwards

A scheme is presented to extract detailed dynamical signatures from successive measurements of complex systems. Relative entropy based time series tools are used to quantify the gain in predictive power of increasing past knowledge. By…

Data Analysis, Statistics and Probability · Physics 2008-12-31 Nick S. Jones

Similarity-sensitive entropy measures the uncertainty of a probability law relative to a similarity kernel that encodes the distinguishability between states. We develop a measure-theoretic treatment covering both finite similarity matrices…

Probability · Mathematics 2026-05-29 Joseph Samuel Miller

We present a number of second order maps, which pass the singularity confinement test commonly used to identify integrable discrete systems, but which nevertheless are non-integrable. As a more sensitive integrability test, we propose the…

solv-int · Physics 2009-10-30 Jarmo Hietarinta , Claude Viallet

This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…

Information Theory · Computer Science 2026-03-16 Siang Cheng , Hejun Xu , Tianxiao Pang

Data based detection and quantification of causation in complex, nonlinear dynamical systems is of paramount importance to science, engineering and beyond. Inspired by the widely used methodology in recent years, the cross-map-based…

Dynamical Systems · Mathematics 2022-03-29 Xiong Ying , Si-Yang Leng , Huan-Fei Ma , Qing Nie , Ying-Cheng Lai , Wei Lin

In a genetic algorithm, fluctuations of the entropy of a genome over time are interpreted as fluctuations of the information that the genome's organism is storing about its environment, being this reflected in more complex organisms. The…

Computational Engineering, Finance, and Science · Computer Science 2010-11-04 Manuel Cebrian , Manuel Alfonseca , Alfonso Ortega

Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Data Analysis, Statistics and Probability · Physics 2025-11-27 Alec Kirkley

The structure of many complex networks includes edge directionality and weights on top of their topology. Network analysis that can seamlessly consider combination of these properties are desirable. In this paper, we study two important…

Social and Information Networks · Computer Science 2021-11-24 Frederique Oggier , Silivanxay Phetsouvanh , Anwitaman Datta

Multiple metrics have been developed to detect causality relations between data describing the elements constituting complex systems, all of them considering their evolution through time. Here we propose a metric able to detect causality…

Data Analysis, Statistics and Probability · Physics 2016-05-20 Massimiliano Zanin

In our derivation of the second law of thermodynamics from the relation of adiabatic accessibility of equilibrium states we stressed the importance of being able to scale a system's size without changing its intrinsic properties. This…

Mathematical Physics · Physics 2015-06-19 Elliott H. Lieb , Jakob Yngvason

We compute the low-temperature configurational entropy of a two-dimensional supercooled liquid. Our method, based on a higher-dimensional version of the Grassberger--Procaccia algorithm, can be implemented in a manner that is entirely…

Statistical Mechanics · Physics 2026-05-29 Nina Javerzat , Gerhard Jung , Jorge Kurchan , Misaki Ozawa

The concept of complexity appears in virtually all areas of knowledge. Its intuitive meaning shares similarities across fields, but disagreements between its details hinders a general definition, leading to a plethora of proposed…

Statistical Mechanics · Physics 2023-10-04 Roberto C. Alamino

When inspecting information visualizations under time critical settings, such as emergency response or monitoring the heart rate in a surgery room, the user only has a small amount of time to view the visualization "at a glance". In these…

Human-Computer Interaction · Computer Science 2018-11-09 Gabriel Ryan , Abigail Mosca , Remco Chang , Eugene Wu

We give exact formulae for a wide family of complexity measures that capture the organization of hidden nonlinear processes. The spectral decomposition of operator-valued functions leads to closed-form expressions involving the full…

Statistical Mechanics · Physics 2013-09-17 James P. Crutchfield , Christopher J. Ellison , Paul M. Riechers