Related papers: Comment on Wibral et al. (2013): Measuring informa…
While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their…
An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…
Measures of information transfer have become a popular approach to analyze interactions in complex systems such as the Earth or the human brain from measured time series. Recent work has focused on causal definitions of information transfer…
One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…
By employing various empirical estimators for the Mutual Information (MI) measure, we calculate and compare the estimates and their confidence intervals for both normal and non-normal bivariate data samples. We find that certain nonlinear…
A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be…
Experimentally observed networks of interacting dynamical systems are inferred from recorded multivariate time series by evaluating a statistical measure of dependence, usually the cross-correlation coefficient, or mutual information. These…
Information transfer which reveals the state variation of variables usually plays a vital role in big data analytics and processing. In fact, the measures for information transfer could reflect the system change by use of the variable…
Group sequential designs enable interim analyses and potential early stopping for efficacy or futility. While these adaptations improve trial efficiency and ethical considerations, they also introduce bias into the adapted analyses. We…
In wave propagation theories, many problems of multi-sensor systems utilize time delay in their solution in signal processing. This technique finds great utility in seismic exploration and static correction (low-velocity weathering), which…
Integrated Information Theory (IIT) is a prominent theory of consciousness that has at its centre measures that quantify the extent to which a system generates more information than the sum of its parts. While several candidate measures of…
We analyze a neural system which mimics a sensorial cortex, with different input characteristics, in presence of transmission delays. We propose a new measure to characterize collective behavior, based on the nonlinear extension of the…
We consider networked sources that generate update messages with a defined rate and we investigate the age of that information at the receiver. Typical applications are in cyber-physical systems that depend on timely sensor updates. We…
The concepts of Wigner time delay and Wigner-Smith matrix allow to characterize temporal aspects of a quantum scattering process. The article reviews the statistical properties of the Wigner time delay for disordered systems; the case of…
We reexamine the time-delay formalism of Wigner, Eisenbud and Smith, which was developed to analyze both elastic and inelastic resonances. An error in the paper of Smith has propagated through the literature. We correct this error and show…
A common problem to signal processing are biases introduced by correlated noise. When quantifying time delays between two signals, mixed noise introduces a bias towards zero delay in conventional delay estimates based on the cross- or…
Classical distributed estimation scenarios typically assume timely and reliable exchanges of information over the sensor network. This paper, in contrast, considers single time-scale distributed estimation via a sensor network subject to…
Our comments are in two parts. First, we make some observations regarding the methodology in Chambers et al. [arXiv:0708.0302]. Second, we briefly describe another interesting network monitoring problem that arises in the context of…
The crucial aspect of this demonstration is the discovery of renewal events, hidden in the computed dynamics of a multifractal metronome, which enables the replacement of the phenomenon of strong anticipation with a time delayed…
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…