English
Related papers

Related papers: Measuring the Complexity of Continuous Distributio…

200 papers

Measure-theoretic and topological entropy are classical invariants in the theory of dynamical systems. There are several recently developed entropy type invariants for systems of sub-exponential growth: sequence entropy, slow entropy,…

Dynamical Systems · Mathematics 2020-04-10 Adam Kanigowski , Anatole Katok , Daren Wei

A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of the marginal distributions and the…

Statistical Mechanics · Physics 2020-04-22 Gil Ariel , Yoram Louzoun

This paper is Part II of a two-part series devoting to the study of systematic measures in a complex bio-network modeled by a system of ordinary differential equations. In this part, we quantify several systematic measures of a biological…

Probability · Mathematics 2016-06-13 Yao Li , Yingfei Yi

We propose a unified theoretical framework for quantifying spatio-temporal interactions in a stochastic dynamical system based on information geometry. In the proposed framework, the degree of interactions is quantified by the divergence…

Neurons and Cognition · Quantitative Biology 2016-12-08 Masafumi Oizumi , Naotsugu Tsuchiya , Shun-ichi Amari

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

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

Bayesian networks provide a method of representing conditional independence between random variables and computing the probability distributions associated with these random variables. In this paper, we extend Bayesian network structures to…

Artificial Intelligence · Computer Science 2013-02-21 Eric Driver , Darryl Morrell

Although some information-theoretic measures of uncertainty or granularity have been proposed in rough set theory, these measures are only dependent on the underlying partition and the cardinality of the universe, independent of the lower…

Artificial Intelligence · Computer Science 2011-02-02 Ping Zhu , Qiaoyan Wen

Graph based entropy, an index of the diversity of events in their distribution to parts of a co-occurrence graph, is proposed for detecting signs of structural changes in the data that are informative in explaining latent dynamics of…

Social and Information Networks · Computer Science 2019-05-03 Yukio Ohsawa

Entropy metrics (for example, permutation entropy) are nonlinear measures of irregularity in time series (one-dimensional data). Some of these entropy metrics can be generalised to data on periodic structures such as a grid or lattice…

Combinatorics · Mathematics 2021-10-22 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…

This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2019-11-19 Paul Dupuis , Yixiang Mao

In this paper we examine the concept of complexity as it applies to generative art and design. Complexity has many different, discipline specific definitions, such as complexity in physical systems (entropy), algorithmic measures of…

Neural and Evolutionary Computing · Computer Science 2021-02-05 Jon McCormack , Camilo Cruz Gambardella , Andy Lomas

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic

This paper is concerned with distributed computation of several commonly used centrality measures in complex networks. In particular, we propose deterministic algorithms, which converge in finite time, for the distributed computation of the…

Systems and Control · Computer Science 2016-11-15 Keyou You , Roberto Tempo , Li Qiu

In estimating the complexity of objects, in particular of graphs, it is common practice to rely on graph- and information-theoretic measures. Here, using integer sequences with properties such as Borel normality, we explain how these…

Information Theory · Computer Science 2017-07-12 Hector Zenil , Narsis Kiani , Jesper Tegnér

The lack of efficiency in urban diffusion is a debated issue, important for biologists, urban specialists, planners and statisticians, both in developed and new developing countries. Many approaches have been considered to measure urban…

Applications · Statistics 2018-05-14 Linda Altieri , Daniela Cocchi , Giulia Roli

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

We consider the differential entropy of probability measures absolutely continuous with respect to a given $\sigma$-finite reference measure on an arbitrary measurable space. We state the asymptotic equipartition property in this general…

Information Theory · Computer Science 2021-07-12 Juan Pablo Vigneaux

Complex systems can be described at myriad different scales, and their causal workings often have multiscale structure (e.g., a computer can be described at the microscale of its hardware circuitry, the mesoscale of its machine code, and…

Information Theory · Computer Science 2025-04-22 Erik Hoel