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Related papers: Symbolic local information transfer

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We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion…

Quantitative Methods · Quantitative Biology 2015-06-04 S. Stramaglia , Guo-Rong Wu , M. Pellicoro , D. Marinazzo

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Optimization and Control · Mathematics 2012-08-07 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

In [Haruna, T. and Nakajima, K., 2011. Physica D 240, 1370-1377], the authors introduced the duality between values (words) and orderings (permutations) as a basis to discuss the relationship between information theoretic measures for…

Chaotic Dynamics · Physics 2015-06-04 Taichi Haruna , Kohei Nakajima

The behaviour of many real-world phenomena can be modelled by nonlinear dynamical systems whereby a latent system state is observed through a filter. We are interested in interacting subsystems of this form, which we model by a set of…

Machine Learning · Computer Science 2017-02-20 Oliver M. Cliff , Mikhail Prokopenko , Robert Fitch

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

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…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

The analysis of GPS trajectories is a well-studied problem in Urban Computing and has been used to track people. Analyzing people mobility and identifying the transportation mode used by them is essential for cities that want to reduce…

Machine Learning · Computer Science 2020-07-20 I. Cardoso-Pereira , J. B. Borges , P. H. Barros , A. F. Loureiro , O. A. Rosso , H. S. Ramos

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

Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This…

Computational Complexity · Computer Science 2024-09-24 Dian Jin

The morphology of urban agglomeration is studied here in the context of information exchange between different spatio-temporal scales. Cities are multidimensional non-linear phenomena, so understanding the relationships and connectivity…

Physics and Society · Physics 2016-02-17 Roberto Murcio , Robin Morphet , Carlos Gershenson , Michael Batty

Studies investigating neural information processing often implicitly ask both, which processing strategy out of several alternatives is used and how this strategy is implemented in neural dynamics. A prime example are studies on predictive…

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

This paper proposes a hierarchical Bayesian model based on spatial concepts that enables a robot to transfer the knowledge of places from experienced environments to a new environment. The transfer of knowledge based on spatial concepts is…

In this paper we revisit the concept of mobility entropy. Over time, the structure of spatial interactions among urban centres tends to become more complex and evolves from centralised models to more scattered origin and destination…

Physics and Society · Physics 2021-06-30 Valentina Marin , Carlos Molinero , Elsa Arcaute

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

We study the behavior of a nonlinear semiclassical system using Shannon entropy and two approaches to statistical complexity. These systems involve the interaction between classical variables (representing the environment) and quantum ones.…

Quantum Physics · Physics 2024-11-22 Gaspar Gonzalez , Andrés M. Kowalski

The system identification capabilities of a novel information-theoretic method are examined here. Specifically, this work uses information-theoretic metrics and vibration-based measurements to enhance damping estimation accuracy in…

Signal Processing · Electrical Eng. & Systems 2026-04-01 Marios Impraimakis , Feiyu Zhou , Andrew Plummer

Recent research has explored the increasingly important role of social media by examining the dynamics of individual and group behavior, characterizing patterns of information diffusion, and identifying influential individuals. In this…

Social and Information Networks · Computer Science 2011-10-13 Greg Ver Steeg , Aram Galstyan

During time evolution of many-body systems entanglement grows rapidly, limiting exact simulations to small-scale systems or small timescales. Quantum information tends however to flow towards larger scales without returning to local scales,…

While it is tempting in experimental practice to seek as high a data rate as possible, oversampling can become an issue if one takes measurements too densely. These effects can take many forms, some of which are easy to detect: e.g., when…

Information Theory · Computer Science 2021-03-03 Michael Neuder , Elizabeth Bradley , Edward Dlugokencky , James W. C. White , Joshua Garland