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A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used…

Data Analysis, Statistics and Probability · Physics 2015-09-09 Alessandro Montalto , Sebastiano Stramaglia , Luca Faes , Giovanni Tessitore , Roberto Prevete , Daniele Marinazzo

Understanding information processing in the brain requires the ability to determine the functional connectivity between the different regions of the brain. We present a method using transfer entropy to extract this flow of information…

Neurons and Cognition · Quantitative Biology 2019-03-06 Benjamin Walker , Katherine Newhall

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

Understanding how stimuli and synaptic connectivity in uence the statistics of spike patterns in neural networks is a central question in computational neuroscience. Maximum Entropy approach has been successfully used to characterize the…

Biological Physics · Physics 2016-11-26 Rodrigo Cofre , Bruno Cessac

Risk management is an important practice in the banking industry. In this paper we develop a new methodology to estimate and predict the probability of default (PD) based on the rating transition matrices, which relates the rating…

Risk Management · Quantitative Finance 2018-03-28 Jinghai Shao , Siming Li , Yong Li

Three types of explicit estimators are proposed here to estimate the loss rates of the links in a network of the tree topology. All of them are derived by the maximum likelihood principle and proved to be either asymptotic unbiased or…

Networking and Internet Architecture · Computer Science 2016-03-28 Weiping Zhu

We present a bipartite network model that captures intermediate stages of optimization by blending the Maximum Entropy approach with Optimal Transport. In this framework, the network's constraints define the total mass each node can supply…

Statistical Mechanics · Physics 2026-02-05 Lorenzo Buffa , Dario Mazzilli , Riccardo Piombo , Fabio Saracco , Giulio Cimini , Aurelio Patelli

Statistical analysis of network data has attracted considerable attention in recent years, due to the rapid advancement of well-trained network models and the accessibility of large public network datasets. In this article, we propose a…

Methodology · Statistics 2026-04-22 Yong He , Kangxiang Qin , Haoran Tang

In this paper, we reveal the relationship between entropy rate and the congestion in complex network and solve it analytically for special cases. Finding maximizing entropy rate will lead to an improvement of traffic efficiency, we propose…

Physics and Society · Physics 2017-09-15 Yuhang Fan , Hanyuan Liu , Shibo He

The accuracy of rate constants calculated using transition state theory depends crucially on the correct identification of a recrossing--free dividing surface. We show here that it is possible to define such optimal dividing surface in…

Latent space model plays a crucial role in network analysis, and accurate estimation of latent variables is essential for downstream tasks such as link prediction. However, the large number of parameters to be estimated presents a…

Methodology · Statistics 2025-09-22 Kuangnan Fang , Ruixuan Qin , Xinyan Fan

Biochemical signaling cascades transmit intracellular information while dissipating energy under nonequilibrium conditions. We model a cascade as a code string and apply information-entropy ideas to quantify an optimal transmission rate. A…

Molecular Networks · Quantitative Biology 2026-01-21 Tatsuaki Tsuruyama

Mechanistic network models specify the mechanisms by which networks grow and change, allowing researchers to investigate complex systems using both simulation and analytical techniques. Unfortunately, it is difficult to write likelihoods…

Methodology · Statistics 2023-07-19 Jonathan Larson , Jukka-Pekka Onnela

Our work introduces an approach for estimating the contribution of attachment mechanisms to the formation of growing networks. We present a generic model in which growth is driven by the continuous attachment of new nodes according to…

Probability · Mathematics 2019-02-20 Jan Medina , Jorge Finke , Camilo Rocha

When exposed to a thermal gradient, reaction networks can convert thermal energy into the chemical selection of states that would be unfavourable at equilibrium. The kinetics of reaction paths, and thus how fast they dissipate available…

Statistical Mechanics · Physics 2021-09-01 Shiling Liang , Paolo De Los Rios , Daniel Maria Busiello

We propose a novel, tractable latent state inference scheme for Markov jump processes, for which exact inference is often intractable. Our approach is based on an entropic matching framework that can be embedded into the well-known…

Machine Learning · Computer Science 2026-02-27 Yannick Eich , Bastian Alt , Heinz Koeppl

The learning rate is an information-theoretical quantity for bipartite Markov chains describing two coupled subsystems. It is defined as the rate at which transitions in the downstream subsystem tend to increase the mutual information…

Statistical Mechanics · Physics 2017-07-04 Rory A. Brittain , Nick S. Jones , Thomas E. Ouldridge

Our ability to calculate rates of biochemical processes using molecular dynamics simulations is severely limited by the fact that the time scales for reactions, or changes in conformational state, scale exponentially with the relevant…

Chemical Physics · Physics 2024-03-19 Nicodemo Mazzaferro , Subarna Sasmal , Pilar Cossio , Glen M. Hocky

We establish non-asymptotic error bounds for the classical Maximal Likelihood Estimation of the transition matrix of a given Markov chain. Meanwhile, in the reversible case, we propose a new reversibility-preserving online Symmetric…

Statistics Theory · Mathematics 2025-11-07 De Huang , Xiangyuan Li

One of the main challenges in the study of time-varying networks is the interplay of memory effects with structural heterogeneity. In particular, different nodes and dyads can have very different statistical properties in terms of both link…

Physics and Society · Physics 2026-04-20 Giulio Virginio Clemente , Claudio J. Tessone , Diego Garlaschelli