Related papers: Conditional entropy of ordinal patterns
Within the task of collaborative filtering two challenges for computing conditional probabilities exist. First, the amount of training data available is typically sparse with respect to the size of the domain. Thus, support for higher-order…
Symbolic sequences with long-range correlations are expected to result in a slow regression to a steady state of entropy increase. However, we prove that also in this case a fast transition to a constant rate of entropy increase can be…
This is a paper in the intersection of time series analysis and complexity theory that presents new results on permutation complexity in general and permutation entropy in particular. In this context, permutation complexity refers to the…
From the analyticity properties of the equation governing infinitesimal perturbations, it is shown that all stability properties of spatially extended 1D systems can be derived from a single function that we call entropy potential since it…
We provide tight upper and lower bounds on the expected minimum Kolmogorov complexity of binary classifiers that are consistent with labeled samples. The expected size is not more than complexity of the target concept plus the conditional…
Systems with a long-term stationary state that possess as a spatio-temporally fluctuation quantity $\beta$ can be described by a superposition of several statistics, a "super statistics". We consider first, the Gamma, log-normal and…
It was proved by Brudno that entropy and Kolmogorov complexity for dynamical systems are tightly related. We generalize his results to the case of arbitrary computable amenable group actions. Namely, for an ergodic shift-action, the…
Order patterns apply well to many fields, because of minimal stationarity assumptions. Here we fix the methodology of patterns of length 3 by introducing an orthogonal system of four pattern contrasts. These contrasts are statistically…
Financial markets exhibit an apparent paradox: while directional price movements remain largely unpredictable--consistent with weak-form efficiency--the magnitude of price changes displays systematic structure. Here we demonstrate that…
For a measurable map $T$ and a sequence of $T$-invariant probability measures $\mu_n$ that converges in some sense to a $T$-invariant probability measure $\mu$, an estimate from below for the Kolmogorov--Sinai entropy of $T$ with respect to…
Generalized entropies are studied as Lyapunov functions for the Master equation (Markov chains). Three basic properties of these Lyapunov functions are taken into consideration: universality (independence of the kinetic coefficients),…
Tight bounds on the block entropy of patterns of sequences generated by independent and identically distributed (i.i.d.) sources are derived. A pattern of a sequence is a sequence of integer indices with each index representing the order of…
In this paper we consider the convergence of the conditional entropy to the entropy rate for Markov chains. Convergence of certain statistics of long range dependent processes, such as the sample mean, is slow. It has been shown in Carpio…
A regression model is proposed for the analysis of an ordinal response variable depending on a set of multiple covariates containing ordinal and potentially other variables. The proportional odds model (McCullagh (1980)) is used for the…
We compute the low-temperature configurational entropy of a two-dimensional supercooled liquid. Our method, based on a higher-dimensional version of the Grassberger--Procaccia algorithm, can be implemented in a manner that is entirely…
For a measurable map $T$ and a sequence of $T$-invariant probability measures $\mu_n$ that converges in some sense to a $T$-invariant probability measure $\mu$, an estimate from below for the Kolmogorov--Sinai entropy of $T$ with respect to…
This letter reports two moment extensions of the entropy of a distribution. By understanding the traditional entropy as the average of the original distribution up to a random variable transformation, the traditional moments equation become…
In this article, we show that the recently introduced ordinal pattern dependence fits into the axiomatic framework of general multivariate dependence measures, i.e., measures of dependence between two multivariate random objects.…
The first aims of this work are to endorse the advent of finitely additive set functions as equilibrium states and the possibility to replace the metric entropy by an upper semi-continuous map associated to a general variational principle.…
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…