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Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here, we show that a pairwise maximum entropy model (or auto-logistic model) is able to describe switches…

Statistical Finance · Quantitative Finance 2014-01-28 Thomas Bury

The field of complex networks studies a wide variety of interacting systems by representing them as networks. To understand their properties and mutual relations, the randomisation of network connections is a commonly used tool. However,…

Statistical Mechanics · Physics 2024-10-18 Noam Abadi , Franco Ruzzenenti

Maximum entropy models are increasingly being used to describe the collective activity of neural populations with measured mean neural activities and pairwise correlations, but the full space of probability distributions consistent with…

Biological Physics · Physics 2017-08-22 Badr F. Albanna , Christopher Hillar , Jascha Sohl-Dickstein , Michael R. DeWeese

Networks can describe the structure of a wide variety of complex systems by specifying which pairs of entities in the system are connected. While such pairwise representations are flexible, they are not necessarily appropriate when the…

Social and Information Networks · Computer Science 2022-01-17 Jean-Gabriel Young , Giovanni Petri , Tiago P. Peixoto

We evaluate the mutual information between the input and the output of a two layer network in the case of a noisy and non-linear analogue channel. In the case where the non-linearity is small with respect to the variability in the noise, we…

Statistical Mechanics · Physics 2009-10-31 E. Korutcheva , V. Del Prete , J. -P. Nadal

A typical complex system should be described by a supernetwork or a network of networks, in which the networks are coupled to some other networks. As the first step to understanding the complex systems on such more systematic level,…

Physics and Society · Physics 2015-05-20 Xiu-Lian Xu , Yan-Qin Qu , Shan Guan , Yu-Mei Jiang , Da-Ren He

Estimating mutual correlations between random variables or data streams is essential for intelligent behavior and decision-making. As a fundamental quantity for measuring statistical relationships, mutual information has been extensively…

Information Theory · Computer Science 2024-02-16 Zhengyang Hu , Song Kang , Qunsong Zeng , Kaibin Huang , Yanchao Yang

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

Pairwise models like the Ising model or the generalized Potts model have found many successful applications in fields like physics, biology, and economics. Closely connected is the problem of inverse statistical mechanics, where the goal is…

Disordered Systems and Neural Networks · Physics 2022-01-12 Christoph Feinauer , Carlo Lucibello

Complex systems are characterized by many interacting units that give rise to emergent behavior. A particularly advantageous way to study these systems is through the analysis of the networks that encode the interactions among the system's…

Physics and Society · Physics 2019-03-21 Alberto Aleta , Yamir Moreno

Pairwise interactions between perturbations to a system can provide evidence for the causal dependencies of the underlying underlying mechanisms of a system. When observations are low dimensional, hand crafted measurements, detecting…

Machine Learning · Computer Science 2024-09-13 Zuheng , Xu , Moksh Jain , Ali Denton , Shawn Whitfield , Aniket Didolkar , Berton Earnshaw , Jason Hartford

Most nervous systems encode information about stimuli in the responding activity of large neuronal networks. This activity often manifests itself as dynamically coordinated sequences of action potentials. Since multiple electrode recordings…

Neurons and Cognition · Quantitative Biology 2011-11-09 Kristina Lisa Klinkner , Cosma Rohilla Shalizi , Marcelo F. Camperi

The inverse problem of statistical mechanics involves finding the minimal Hamiltonian that is consistent with some observed set of correlation functions. This problem has received renewed interest in the analysis of biological networks; in…

Neurons and Cognition · Quantitative Biology 2010-12-30 Feraz Azhar , William Bialek

Online social systems are multiplex in nature as multiple links may exist between the same two users across different social networks. In this work, we introduce a framework for studying links and interactions between users beyond the…

Social and Information Networks · Computer Science 2015-09-01 Desislava Hristova , Anastasios Noulas , Chloë Brown , Mirco Musolesi , Cecilia Mascolo

This chapter provides a comprehensive and self-contained discussion of the most recent developments of information theory of networks. Maximum entropy models of networks are the least biased ensembles enforcing a set of constraints and are…

Disordered Systems and Neural Networks · Physics 2022-06-14 Ginestra Bianconi

Recent work has shown that probabilistic models based on pairwise interactions-in the simplest case, the Ising model-provide surprisingly accurate descriptions of experiments on real biological networks ranging from neurons to genes.…

Quantitative Methods · Quantitative Biology 2007-12-18 Tamara Broderick , Miroslav Dudik , Gasper Tkacik , Robert E. Schapire , William Bialek

Psychological network approaches propose to see symptoms or questionnaire items as interconnected nodes, with links between them reflecting pairwise statistical dependencies evaluated cross-sectional, time-series, or panel data. These…

Functional and effective networks inferred from time series are at the core of network neuroscience. Interpreting their properties requires inferred network models to reflect key underlying structural features; however, even a few spurious…

Neurons and Cognition · Quantitative Biology 2022-09-22 Leonardo Novelli , Joseph T. Lizier

One of the most critical problems we face in the study of biological systems is building accurate statistical descriptions of them. This problem has been particularly challenging because biological systems typically contain large numbers of…

Quantitative Methods · Quantitative Biology 2015-05-13 Yasser Roudi , Sheila Nirenberg , Peter Latham

Network graphs have become a popular tool to represent complex systems composed of many interacting subunits; especially in neuroscience, network graphs are increasingly used to represent and analyze functional interactions between neural…

Information Theory · Computer Science 2015-11-24 Patricia Wollstadt , Ulrich Meyer , Michael Wibral