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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

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

The description of the dynamics of complex systems, in particular the capture of the interaction structure and causal relationships between elements of the system, is one of the central questions of interdisciplinary research. While the…

Machine Learning · Statistics 2025-04-30 Jakub Kořenek , Pavel Sanda , Jaroslav Hlinka

This thesis reports progress in two domains, causal structures and microscopic thermodynamics, both of which are pertinent in the development of quantum technologies. The first part is dedicated to the analysis of causal structure, which…

Quantum Physics · Physics 2018-07-18 Mirjam Weilenmann

We explore the relationship between causality, symmetry, and compression. We build on and generalize the known connection between learning and compression to a setting where causal models are not identifiable. We propose a framework where…

Machine Learning · Computer Science 2025-03-24 Liang Wendong , Simon Buchholz , Bernhard Schölkopf

Causal structures give us a way to understand the origin of observed correlations. These were developed for classical scenarios, but quantum mechanical experiments necessitate their generalisation. Here we study causal structures in a broad…

Quantum Physics · Physics 2021-06-30 Mirjam Weilenmann , Roger Colbeck

Causal relationships play a fundamental role in understanding the world around us. The ability to identify and understand cause-effect relationships is critical to making informed decisions, predicting outcomes, and developing effective…

Statistical Mechanics · Physics 2025-09-10 Sergio Chibbaro , Cyril Furtlehner , Théo Marchetta , Andrei-Tiberiu Pantea , Davide Rossetti

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

Machine learning algorithms are designed to capture complex relationships between features. In this context, the high dimensionality of data often results in poor model performance, with the risk of overfitting. Feature selection, the…

Machine Learning · Computer Science 2023-10-18 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli

Inferring the causal structure that links n observables is usually based upon detecting statistical dependences and choosing simple graphs that make the joint measure Markovian. Here we argue why causal inference is also possible when only…

Statistics Theory · Mathematics 2008-04-24 Dominik Janzing , Bernhard Schoelkopf

Making decisions freely presupposes that there is some indeterminacy in the environment and in the decision making engine. The former is reflected on the behavioral changes due to communicating: few changes indicate rigid environments;…

Artificial Intelligence · Computer Science 2020-09-23 Luis A. Pineda

A causal structure is a relationship between observed variables that in general restricts the possible correlations between them. This relationship can be mediated by unobserved systems, modelled by random variables in the classical case or…

Quantum Physics · Physics 2018-03-15 Mirjam Weilenmann , Roger Colbeck

Causal effect identification typically requires a fully specified causal graph, which can be difficult to obtain in practice. We provide a sufficient criterion for identifying causal effects from a candidate set of Markov equivalence…

Methodology · Statistics 2025-06-19 Kai Z. Teh , Kayvan Sadeghi , Terry Soo

Complex systems are characterised by a tight, nontrivial interplay of their constituents, which gives rise to a multi-scale spectrum of emergent properties. In this scenario, it is practically and conceptually difficult to identify those…

Statistical Mechanics · Physics 2022-10-19 Roi Holtzman , Marco Giulini , Raffaello Potestio

Beneficial to advanced computing devices, models with massive parameters are increasingly employed to extract more information to enhance the precision in describing and predicting the patterns of objective systems. This phenomenon is…

Information Theory · Computer Science 2024-03-08 Liye Jia , Fengyufan Yang , Ka Lok Man , Erick Purwanto , Sheng-Uei Guan , Jeremy Smith , Yutao Yue

The dynamics of symbolic systems, such as multidimensional subshifts of finite type or cellular automata, are known to be closely related to computability theory. In particular, the appropriate tools to describe and classify topological…

Dynamical Systems · Mathematics 2019-06-06 Silvere Gangloff , Alonso Herrera , Cristobal Rojas , Mathieu Sablik

The concepts of information transfer and causal effect have received much recent attention, yet often the two are not appropriately distinguished and certain measures have been suggested to be suitable for both. We discuss two existing…

Adaptation and Self-Organizing Systems · Physics 2012-03-05 Joseph T. Lizier , Mikhail Prokopenko

Quantum mechanics, in principle, allows for processes with indefinite causal order. However, most of these causal anomalies have not yet been detected experimentally. We show that every such process can be simulated experimentally by means…

Quantum Physics · Physics 2018-04-04 Simon Milz , Felix A. Pollock , Thao P. Le , Giulio Chiribella , Kavan Modi

Entropy can signify different things: For instance, heat transfer in thermodynamics or a measure of information in data analysis. Many entropies have been introduced and it can be difficult to ascertain their different importance and…

Mathematical Physics · Physics 2025-07-10 Henrik Jeldtoft Jensen , Piergiulio Tempesta

Causal discovery in time series is a rapidly evolving field with a wide variety of applications in other areas such as climate science and neuroscience. Traditional approaches assume a stationary causal graph, which can be adapted to…

Machine Learning · Statistics 2024-06-26 Carles Balsells-Rodas , Yixin Wang , Pedro A. M. Mediano , Yingzhen Li