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Measuring a strength of dependence of random variables is an important problem in statistical practice. In this paper, we propose a new function valued measure of dependence of two random variables. It allows one to study and visualize…

Methodology · Statistics 2014-05-12 Teresa Ledwina

Artificial intelligence models and methods commonly lack causal interpretability. Despite the advancements in interpretable machine learning (IML) methods, they frequently assign importance to features which lack causal influence on the…

Machine Learning · Computer Science 2024-01-29 Francisco Nunes Ferreira Quialheiro Simoes , Mehdi Dastani , Thijs van Ommen

We use a well known model (T. Vicsek et al. Phys Rev Lett 15, 1226 (1995)) for flocking to test mutual information as a tool for detecting order-disorder transitions, in particular when observations of the system are limited. We show that…

Data Analysis, Statistics and Probability · Physics 2009-11-13 R. T. Wicks , S. C. Chapman , R. O. Dendy

We study the correlations of classical and quantum systems from the information theoretical points of view. We analyze a simple measure of correlations based on entropy (such measure was already investigated as the degree of entanglement by…

Quantum Physics · Physics 2012-09-13 Yuji Hirota , Dariusz Chruściński , Takashi Matsuoka , Masanori Ohya

Interactions between elements, which are usually represented by networks, have to delineate potentially unequal relationships in terms of their relative importance or direction. The intrinsic unequal relationships of such kind, however, are…

Physics and Society · Physics 2021-12-01 Mi Jin Lee , Eun Lee , Byunghwee Lee , Hawoong Jeong , Deok-Sun Lee , Sang Hoon Lee

We devised a measure based on the distributions of relative event timings of two coupled units. The measure dynamically evaluates temporal interdependencies between the two coupled units. Using this we show that even in the event of…

Chaotic Dynamics · Physics 2007-05-23 Michal Zochowski , Rhonda Dzakpasu

We introduce temporal multimodal multivariate learning, a new family of decision making models that can indirectly learn and transfer online information from simultaneous observations of a probability distribution with more than one peak or…

We propose the Fourier-domain transfer entropy spectrum, a novel generalization of transfer entropy, as a model-free metric of causality. For arbitrary systems, this approach systematically quantifies the causality among their different…

Data Analysis, Statistics and Probability · Physics 2021-10-14 Yang Tian , Yaoyuan Wang , Ziyang Zhang , Pei Sun

Multivariate time series analysis is a vital but challenging task, with multidisciplinary applicability, tackling the characterization of multiple interconnected variables over time and their dependencies. Traditional methodologies often…

Social and Information Networks · Computer Science 2026-02-03 Vanessa Freitas Silva , Maria Eduarda Silva , Pedro Ribeiro , Fernando Silva

Multivariate correlation analysis plays a key role in various fields such as statistics and big data analytics. In this paper, it is presented a new non-parametric association measure between more than two variables based on the concept of…

Methodology · Statistics 2024-02-13 Eloi Martinez-Rabert

General characterization of physical measurements is discussed within the framework of a classical information theory. Uncertainty relation for simultaneous measurements of two physical observables is defined in this framework for…

Quantum Physics · Physics 2012-12-18 Yoshimasa Kurihara

Information entropy is applied to the analysis of time series generated by dynamical systems. Complexity of a temporal or spatio-temporal signal is defined as the difference between the sum of entropies of the local linear regions of the…

Chaotic Dynamics · Physics 2009-11-10 Milan Rajkovic

The characterization of quantum correlations in many-body systems is instrumental to understanding the nature of emergent phenomena in quantum materials. The correlation entropy serves as a key metric for assessing the complexity of a…

Strongly Correlated Electrons · Physics 2025-11-10 Faluke Aikebaier , Teemu Ojanen , Jose L. Lado

In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…

Methodology · Statistics 2020-07-27 Rami Mahdi

The uncertainty principle can be expressed in entropic terms, also taking into account the role of entanglement in reducing uncertainty. The information exclusion principle bounds instead the correlations that can exist between the outcomes…

Quantum Physics · Physics 2014-02-26 Patrick J. Coles , Marco Piani

Entanglement entropy is a measure of quantum correlations between separate parts of a many-body system, which plays an important role in many areas of physics. Here we review recent work in which a relation between this quantity and the…

Mesoscale and Nanoscale Physics · Physics 2015-05-13 Israel Klich , Leonid Levitov

The quantification of aleatoric and epistemic uncertainty in terms of conditional entropy and mutual information, respectively, has recently become quite common in machine learning. While the properties of these measures, which are rooted…

Machine Learning · Computer Science 2023-06-27 Lisa Wimmer , Yusuf Sale , Paul Hofman , Bern Bischl , Eyke Hüllermeier

Estimating the dependency of variables is a fundamental task in data analysis. Identifying the relevant attributes in databases leads to better data understanding and also improves the performance of learning algorithms, both in terms of…

Machine Learning · Computer Science 2018-10-05 Edouard Fouché , Klemens Böhm

The importance of structured, complex connectivity patterns found in several real-world systems is to a great extent related to their respective effects in constraining and even defining the respective dynamics. Yet, while complex networks…

Tissues and Organs · Quantitative Biology 2008-05-16 Matheus P. Viana , Bruno A. N. Travencolo , E. Tanck , Luciano da F. Costa

The uncertainty principle brings out intrinsic quantum bounds on the precision of measuring non-commuting observables. Statistical outcomes in the measurement of incompatible observables reveal a trade-off on the sum of corresponding…

Quantum Physics · Physics 2013-11-11 H. S. Karthik , A. R. Usha Devi , J. Prabhu Tej , A. K. Rajagopal