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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

We present here a modification of the Lagrangian measures technique, which allows a reliable detection of interdependency among simultaneous measurements of different variables. This method is applied to a simulated multivariate time series…

Chaotic Dynamics · Physics 2007-05-23 Guillermo J. Ortega , Diego A. Golombek

In this paper, we study two important metrics in multiple-input multiple-output (MIMO) time-varying Rayleigh flat fading channels. One is the eigen-mode, and the other is the instantaneous mutual information (IMI). Their second-order…

Information Theory · Computer Science 2007-07-13 Shuangquan Wang , Ali Abdi

Phase-amplitude coupling is a phenomenon observed in several neurological processes, where the phase of one signal modulates the amplitude of another signal with a distinct frequency. The modulation index (MI) is a common technique used to…

Methodology · Statistics 2023-10-10 Marco Antonio Pinto-Orellana , Hernando Ombao , Beth Lopour

Convergent cross mapping (CCM) provides a powerful technique for exploring causal relationships in nonlinear coupled systems. The method relies on Takens' theorem exploiting that time delay embeddings of infinite length general observations…

Chaotic Dynamics · Physics 2019-03-08 Robert Martin , Justin Koo , Daniel Eckhardt

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 consider the certification of temporal quantum correlations using the pseudo-density matrix (PDM), an extension of the density matrix to the time domain, where negative eigenvalues are key indicators of temporal correlations.…

Quantum Physics · Physics 2025-04-25 Hongfeng Liu , Zhenhuan Liu , Shu Chen , Xinfang Nie , Xiangjing Liu , Dawei Lu

Empirical Mode Decomposition(EMD) is an adaptive data analysis technique for analyzing nonlinear and nonstationary data[1]. EMD decomposes the original data into a number of Intrinsic Mode Functions(IMFs)[1] for giving better physical…

Methodology · Statistics 2016-01-27 Sumit Kumar Ram , Marta Molinas

Estimating conditional mutual information (CMI) is an essential yet challenging step in many machine learning and data mining tasks. Estimating CMI from data that contains both discrete and continuous variables, or even discrete-continuous…

Information Theory · Computer Science 2021-01-14 Alexander Marx , Lincen Yang , Matthijs van Leeuwen

Recently, the SPIKE-distance has been proposed as a parameter-free and time-scale independent measure of spike train synchrony. This measure is time-resolved since it relies on instantaneous estimates of spike train dissimilarity. However,…

Data Analysis, Statistics and Probability · Physics 2012-12-11 Thomas Kreuz , Daniel Chicharro , Conor Houghton , Ralph G Andrzejak , Florian Mormann

In multi-terminal networks, feedback increases the capacity region and helps communication devices to coordinate. In this article, we deepen the relationship between coordination and feedback by considering a point-to-point scenario with an…

Information Theory · Computer Science 2016-11-15 Maël Le Treust

Multipartite entanglement is a fundamental aspect of quantum mechanics, crucial to advancements in quantum information processing and quantum computation. Within this field, Genuinely Multipartite Entanglement (GME), being entangled in all…

Quantum Physics · Physics 2024-10-22 Rahul V , S. Aravinda

Inferring the causal direction and causal effect between two discrete random variables X and Y from a finite sample is often a crucial problem and a challenging task. However, if we have access to observational and interventional data, it…

Machine Learning · Statistics 2020-10-16 Peter Gmeiner

We study some of the most commonly used mutual information estimators, based on histograms of fixed or adaptive bin size, $k$-nearest neighbors and kernels, and focus on optimal selection of their free parameters. We examine the consistency…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Angeliki Papana , Dimitris Kugiumtzis

Mutual Information is the metric that is used to perform link adaptation, which allows to achieve rates near capacity. The computation of adaptive transmission modes is achieved by employing the mapping between the Signal to Noise Ratio and…

Signal Processing · Electrical Eng. & Systems 2018-07-26 Pol Henarejos , Ana Pérez-Neira , Anxo Tato , Carlos Mosquera

Multiple regression has been the go-to method for data analysis for generations of scholars due to its transparency, interpretability, and desirable theoretical properties. However, the method's simplicity precludes the discovery of complex…

Machine Learning · Statistics 2021-02-02 Marc Ratkovic , Dustin Tingley

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…

Information Theory · Computer Science 2024-10-10 Theo Grigorenko , Leo Grigorenko

In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to…

Machine Learning · Computer Science 2024-05-16 Giulio Franzese , Mustapha Bounoua , Pietro Michiardi

Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…

Machine Learning · Statistics 2024-11-27 Linda Chamakh , Zoltan Szabo

The coupling signal refers to a latent physiological signal that characterizes the transformation from cardiac electrical excitation, captured by the electrocardiogram (ECG), to mechanical contraction, recorded by the phonocardiogram (PCG).…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Peihong Zhang , Zhixin Li , Rui Sang , Yuxuan Liu , Yiqiang Cai , Yizhou Tan , Shengchen Li