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Related papers: Quantifying Causal Coupling Strength: A Lag-specif…

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Recent developments enable the quantification of causal control given a structural causal model (SCM). This has been accomplished by introducing quantities which encode changes in the entropy of one variable when intervening on another.…

Machine Learning · Computer Science 2024-02-20 Francisco N. F. Q. Simoes , Mehdi Dastani , Thijs van Ommen

Inferring the coupling direction from measured time series of complex systems is challenging. We propose a new state space based causality measure obtained from cross-distance vectors for quantifying interaction strength. It is a model-free…

Data Analysis, Statistics and Probability · Physics 2023-05-04 Martin Brešar , Pavle Boškoski

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

Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…

Data Analysis, Statistics and Probability · Physics 2024-03-20 Dionissios T. Hristopulos

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

Entropy is a fundamental concept in quantum information theory that allows to quantify entanglement and investigate its properties, for example its monogamy over multipartite systems. Here, we derive variational formulas for relative…

Quantum Physics · Physics 2024-05-21 Mario Berta , Marco Tomamichel

The coupling complexity index is an information measure introduced within the framework of ordinal symbolic dynamics. This index is used to characterize the complexity of the relationship between dynamical system components. In this work,…

Chaotic Dynamics · Physics 2015-06-15 Roberto Monetti , José María Amigó , Thomas Aschenbrenner , Wolfram Bunk

The deep connection between entropy and information is discussed in terms of both classical and quantum physics. The mechanism of information transfer between systems via entanglement is explored in the context of decoherence theory. The…

Quantum Physics · Physics 2021-01-05 Martin Paul Vaughan

Measures of association between cortical regions based on activity signals provide useful information for studying brain functional connectivity. Difficulties occur with signals of electric neuronal activity, where an observed signal is a…

Methodology · Statistics 2024-01-09 Roberto D. Pascual-Marqui , Kieko Kochi , Toshihiko Kinoshita

We present a sample path dependent measure of causal influence between time series. The proposed causal measure is a random sequence, a realization of which enables identification of specific patterns that give rise to high levels of causal…

Information Theory · Computer Science 2019-07-31 Gabriel Schamberg , Todd P. Coleman

Entanglement and information are powerful lenses to probe phases transitions in many-body systems. Motivated by recent cold atom experiments, which are now able to measure the corresponding information-theoretic quantities, we study the…

Strongly Correlated Electrons · Physics 2019-02-20 C. Walsh , P. Sémon , D. Poulin , G. Sordi , A. -M. S. Tremblay

We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion…

Quantitative Methods · Quantitative Biology 2015-06-04 S. Stramaglia , Guo-Rong Wu , M. Pellicoro , D. Marinazzo

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

The concepts of information transfer and causal effect have received much recent attention, yet often the two are not appropriately distinguished and certain measures have been suggested to be suitable for both. We discuss two existing…

Adaptation and Self-Organizing Systems · Physics 2012-03-05 Joseph T. Lizier , Mikhail Prokopenko

Convergent Cross-Mapping (CCM) has shown high potential to perform causal inference in the absence of models. We assess the strengths and weaknesses of the method by varying coupling strength and noise levels in coupled logistic maps. We…

Chaotic Dynamics · Physics 2018-10-19 Dan Mønster , Riccardo Fusaroli , Kristian Tylén , Andreas Roepstorff , Jacob F. Sherson

Many methods of estimating causal models do not provide estimates of confidence in the resulting model. In this work, a metric is proposed for validating the output of a causal model fit; the robustness of the model structure with resampled…

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences,…

Applications · Statistics 2015-06-05 Lionel Barnett , Terry Bossomaier

Controllable music generation with deep generative models has become increasingly reliant on disentanglement learning techniques. However, current disentanglement metrics, such as mutual information gap (MIG), are often inadequate and…

Sound · Computer Science 2021-10-13 Karn N. Watcharasupat , Alexander Lerch

Obtaining meaningful quantitative descriptions of the statistical dependence within multivariate systems is a difficult open problem. Recently, the Partial Information Decomposition (PID) was proposed to decompose mutual information (MI)…

Information Theory · Computer Science 2017-02-21 Robin A. A. Ince

Transfer entropy provides a general tool for analyzing the magnitudes and directions---but not the \emph{kinds}---of information transfer in a system. We extend transfer entropy in two complementary ways. First, we distinguish…

Data Analysis, Statistics and Probability · Physics 2011-02-09 Paul L. Williams , Randall D. Beer