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We propose a partial information decomposition based on the newly introduced framework of causal tensors, i.e., multilinear stochastic maps that transform source data into destination data. This framework enables us to express an indirect…

Information Theory · Computer Science 2020-05-04 David Sigtermans

We present a sample path dependent measure of causal influence between two time series. The proposed measure is a random variable whose expected sum is the directed information. A realization of the proposed measure may be used to identify…

Information Theory · Computer Science 2018-10-15 Gabriel Schamberg , Todd P. Coleman

Temporal causal analysis means understanding the underlying causes behind observed variables over time. Deep learning based methods such as transformers are increasingly used to capture temporal dynamics and causal relationships beyond mere…

Machine Learning · Computer Science 2024-11-21 Riya Mahesh , Rahul Vashisht , Chandrashekar Lakshminarayanan

Extracting useful information from data is a fundamental challenge across disciplines as diverse as climate, neuroscience, genetics, and ecology. In the era of ``big data'', data is ubiquitous, but appropriated methods are needed for…

Chaotic Dynamics · Physics 2018-12-26 Nicolas Rubido , Cristina Masoller

We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

Methodology · Statistics 2020-12-02 Payam Shahsavari Baboukani , Carina Graversen , Emina Alickovic , Jan Østergaard

Information transfer between coupled stochastic dynamics, measured by transfer entropy and information flow, is suggested as a physical process underlying the causal relation of systems. While information transfer analysis has booming…

Statistical Mechanics · Physics 2022-04-29 Yang Tian , Hedong Hou , Yaoyuan Wang , Ziyang Zhang , Pei Sun

The inference of an underlying network topology from local observations of a complex system composed of interacting units is usually attempted by using statistical similarity measures, such as Cross-Correlation (CC) and Mutual Information…

Data Analysis, Statistics and Probability · Physics 2014-09-03 Nicolás Rubido , Arturo C. Martí , Ezequiel Bianco-Martínez , Celso Grebogi , Murilo S. Baptista , Cristina Masoller

Correlations disguised in various forms underlie a host of important phenomena in classical and quantum systems, such as information and energy exchanges. The quantum mutual information and the norm of the correlation matrix are both…

Quantum Physics · Physics 2020-04-15 S. Alipour , S. Tuohino , A. T. Rezakhani , T. Ala-Nissila

Estimating total treatment effects in the presence of network interference typically requires knowledge of the underlying interaction structure. However, in many practical settings, network data is either unavailable, incomplete, or…

Methodology · Statistics 2026-02-05 Albert Tan , Sadegh Shirani , James Nordlund , Mohsen Bayati

A Multi-Phase Transport (AMPT) model is used to study the efficacy of shape-engineered events to delineate the degree of coupling between the linear and nonlinear contributions to the higher-order flow harmonics $v_{4}$ and $v_{5}$. The…

Nuclear Experiment · Physics 2020-12-18 Niseem Magdy , Olga Evdokimov , Roy A. Lacey

In this paper, we show through examples, how the existing definitions of information transfer, namely directed information and transfer entropy fail to capture true causal interaction between states in control dynamical system. We propose a…

Optimization and Control · Mathematics 2018-07-24 Subhrajit Sinha , Umesh Vaidya

Information-theoretic quantities like entropy and mutual information have found numerous uses in machine learning. It is well known that there is a strong connection between these entropic quantities and submodularity since entropy over a…

Machine Learning · Computer Science 2021-03-04 Rishabh Iyer , Ninad Khargonkar , Jeff Bilmes , Himanshu Asnani

Most of metric learning approaches are dedicated to be applied on data described by feature vectors, with some notable exceptions such as times series, trees or graphs. The objective of this paper is to propose a metric learning algorithm…

Machine Learning · Computer Science 2018-07-03 Jiajun Pan , Hoel Le Capitaine , Philippe Leray

A Metric Interval Temporal Logic (MITL) verification algorithm is presented. It verifies continuous-time signals without relying on high frequency sampling. Instead, it is assumed that collections of over- and under-approximating intervals…

Logic in Computer Science · Computer Science 2022-08-30 Daniel Selvaratnam , Michael Cantoni , J. M. Davoren , Iman Shames

Pairwise interactions between individuals are taken as fundamental drivers of collective behavior responsible for group cohesion and decision-making. While an individual directly influences only a few neighbors, over time indirect…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Sulimon Sattari , Udoy S. Basak , Ryan G. James , James P. Crutchfield , Tamiki Komatsuzaki

In multivariate analysis, uncertainty arises from two sources: the marginal distributions of the variables and their dependence structure. Quantifying the dependence structure is crucial, as it provides valuable insights into the…

Methodology · Statistics 2025-02-19 Swaroop Georgy Zachariah , Mohd. Arshad , Ashok Kumar Pathak

We investigate the relative merit of phase-based methods---mean phase coherence, unweighted and weighted phase lag index---for estimating the strength of interactions between dynamical systems from empirical time series which are affected…

Neurons and Cognition · Quantitative Biology 2014-09-16 Stephan Porz , Matthäus Kiel , Klaus Lehnertz

Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…

Information Theory · Computer Science 2019-05-28 David Sigtermans

Machine-type communications (MTC) are crucial in the evolution of mobile communication systems. Within this context, we distinguish the so-called massive MTC (mMTC), where a large number of devices coexist in the same geographical area. In…

Signal Processing · Electrical Eng. & Systems 2024-12-10 Sergi Liesegang , Antonio Pascual-Iserte , Olga Muñoz

Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental…

Methodology · Statistics 2021-08-25 Tom Edinburgh , Stephen J. Eglen , Ari Ercole