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Information related measures are useful tools for multi variable data analysis, as measures of dependence among variables, and as descriptions of order in biological and physical systems. Information related measures, like marginal…

Information Theory · Computer Science 2016-09-27 David J. Galas , Nikita A. Sakhanenko

In statistical physics entropy is usually introduced as a global quantity which expresses the amount of information that would be needed to specify the microscopic configuration of a system. However, for lattice models with infinitely many…

Statistical Mechanics · Physics 2015-06-12 Ulrich Müller , Haye Hinrichsen

Context dependence is central to the description of complexity. Keying on the pairwise definition of "set complexity" we use an information theory approach to formulate general measures of systems complexity. We examine the properties of…

Information Theory · Computer Science 2013-08-21 David J. Galas , Nikita A. Sakhanenko , Alexander Skupin , Tomasz Ignac

Traditional measures based solely on pairwise associations often fail to capture the complex statistical structure of multivariate data. Existing approaches for identifying information shared among $d>3$ variables are frequently…

Information Theory · Computer Science 2025-03-13 Zhaolu Liu , Mauricio Barahona , Robert L. Peach

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

We introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including excess entropy, Bialek et al.'s…

Statistics Theory · Mathematics 2010-12-10 Samer A. Abdallah , Mark D. Plumbley

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

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…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

Recently a class of generalized information measures was defined on sets of items parametrized by submodular functions. In this paper, we propose and study various notions of independence between sets with respect to such information…

Information Theory · Computer Science 2021-08-21 Himanshu Asnani , Jeff Bilmes , Rishabh Iyer

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

The entropy of a pair of random variables is commonly depicted using a Venn diagram. This representation is potentially misleading, however, since the multivariate mutual information can be negative. This paper presents new measures of…

Information Theory · Computer Science 2020-04-22 Conor Finn , Joseph T. Lizier

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…

Data Analysis, Statistics and Probability · Physics 2017-07-03 Milan Palus

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

Williams and Beer (2010) proposed a nonnegative mutual information decomposition, based on the construction of information gain lattices, which allows separating the information that a set of variables contains about another into components…

Data Analysis, Statistics and Probability · Physics 2017-04-05 Daniel Chicharro , Stefano Panzeri

A full-rank lattice in the Euclidean space is a discrete set formed by all integer linear combinations of a basis. Given a probability distribution on $\mathbb{R}^n$, two operations can be induced by considering the quotient of the space by…

Information Theory · Computer Science 2024-05-15 Fábio C. C. Meneghetti , Henrique K. Miyamoto , Sueli I. R. Costa

Entropy and information can be considered dual: entropy is a measure of the subspace defined by the information constraining the given ambient space. Negative entropies, arising in na\"ive extensions of the definition of entropy from…

Probability · Mathematics 2023-03-06 Daniel Lazarev

Williams and Beer (2010) proposed a nonnegative mutual information decomposition, based on the construction of redundancy lattices, which allows separating the information that a set of variables contains about a target variable into…

Data Analysis, Statistics and Probability · Physics 2018-04-05 Daniel Chicharro

The concept of entropy, firstly introduced in information theory, rapidly became popular in many applied sciences via Shannon's formula to measure the degree of heterogeneity among observations. A rather recent research field aims at…

Methodology · Statistics 2017-03-20 Linda Altieri , Daniela Cocchi , Giulia Roli

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

Knowledge graphs play a central role for linking different data which leads to multiple layers. Thus, they are widely used in big data integration, especially for connecting data from different domains. Few studies have investigated the…

Social and Information Networks · Computer Science 2022-03-18 Jens Dörpinghaus , Vera Weil , Carsten Düing , Martin W. Sommer
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