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Entanglement measures based on a logarithmic functional form naturally emerge in any attempt to quantify the degree of entanglement in the state of a multipartite quantum system. These measures can be regarded as generalizations of the…

High Energy Physics - Theory · Physics 2016-09-06 Hanno Hammer

In all but special circumstances, measurements of time-dependent processes reflect internal structures and correlations only indirectly. Building predictive models of such hidden information sources requires discovering, in some way, the…

Probability · Mathematics 2009-11-10 Nihat Ay , James P. Crutchfield

We investigate the relative information efficiency of financial markets by measuring the entropy of the time series of high frequency data. Our tool to measure efficiency is the Shannon entropy, applied to 2-symbol and 3-symbol…

Statistical Finance · Quantitative Finance 2016-09-15 Lucio Maria Calcagnile , Fulvio Corsi , Stefano Marmi

Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are…

Statistical Mechanics · Physics 2021-09-15 Alexandra M. Jurgens , James P. Crutchfield

The averaged steady-state surprisal links a driven stochastic system's information processing to its nonequilibrium thermodynamic response. By explicitly accounting for the effects of nonequilibrium steady states, a decomposition of the…

Statistical Mechanics · Physics 2023-06-07 Mikhael T. Semaan , James P. Crutchfield

The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…

Optimization and Control · Mathematics 2025-09-08 Paula Franke , Kay Hamacher , Paul Manns

The problems of causality, modeling, and control for chaotic, high-dimensional dynamical systems are formulated in the language of information theory. The central quantity of interest is the Shannon entropy, which measures the amount of…

Dynamical Systems · Mathematics 2022-06-01 Adrián Lozano-Durán , Gonzalo Arranz

Distributed systems, such as biological and artificial neural networks, process information via complex interactions engaging multiple subsystems, resulting in high-order patterns with distinct properties across scales. Investigating how…

Information Theory · Computer Science 2025-04-23 Aaron J. Gutknecht , Fernando E. Rosas , David A. Ehrlich , Abdullah Makkeh , Pedro A. M. Mediano , Michael Wibral

The participation coefficient is a widely used metric of the diversity of a node's connections with respect to a modular partition of a network. An information-theoretic formulation of this concept of connection diversity, referred to here…

Physics and Society · Physics 2023-07-25 Pavle Cajic , Dominic Agius , Oliver M. Cliff , James M. Shine , Joseph T. Lizier , Ben D. Fulcher

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Prasad Tetali

In information theory, Fisher information and Shannon information (entropy) are respectively used to quantify the uncertainty associated with the distribution modeling and the uncertainty in specifying the outcome of given variables. These…

Machine Learning · Statistics 2018-09-27 Huangjie Zheng , Jiangchao Yao , Ya Zhang , Ivor W. Tsang , Jia Wang

The body morphology plays an important role in the way information is perceived and processed by an agent. We address an information theory (IT) account on how the precision of sensors, the accuracy of motors, their placement, the body…

Robotics · Computer Science 2024-08-26 Alexandre Pitti , Kohei Nakajima , Yasuo Kuniyoshi

Can we learn more from data than existed in the generating process itself? Can new and useful information be constructed from merely applying deterministic transformations to existing data? Can the learnable content in data be evaluated…

Machine Learning · Computer Science 2026-03-17 Marc Finzi , Shikai Qiu , Yiding Jiang , Pavel Izmailov , J. Zico Kolter , Andrew Gordon Wilson

In this paper we present the concept of description of random processes in complex systems with the discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations…

Statistical Mechanics · Physics 2009-10-31 Renat Yulmetyev , Reter Hanggi , Fail Gafarov

According to E.T. Jaynes and E.P. Wigner, entropy is an anthropomorphic concept in the sense that in a physical system correspond many thermodynamic systems. The physical system can be examined from many points of view each time examining…

Information Theory · Computer Science 2015-12-03 Panteleimon Rodis

This article introduces the physics of information in the context of molecular biology and genomics. Entropy and information, the two central concepts of Shannon's theory of information and communication, are often confused with each other…

Biomolecules · Quantitative Biology 2007-05-23 Christoph Adami

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked…

Statistical Finance · Quantitative Finance 2018-08-01 Linda Ponta , Anna Carbone

This work studies the synthesis of active perception policies for predictive safety monitoring in partially observable stochastic systems. Operating under strict sensing and communication budgets, the proposed monitor dynamically schedules…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Sumukha Udupa , Jie Fu

In the 21st century, many of the crucial scientific and technical issues facing humanity can be understood as problems associated with understanding, modelling, and ultimately controlling complex systems: systems comprised of a large number…

Information Theory · Computer Science 2025-01-20 Thomas F. Varley