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A message of any sort can be regarded as a source of information. Claude. E. Shannon showed in the last century that information ("what we don't already know") is equivalent to the entropy as defined in statistical mechanics. A string of…

Fluid Dynamics · Physics 2016-09-05 W. I. Goldburg , R. T. Cerbus

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

Multiplex graphs, characterised by their layered structure, exhibit informative interdependencies within layers that are crucial for understanding complex network dynamics. Quantifying the interaction and shared information among these…

Statistics Theory · Mathematics 2024-05-24 Anda Skeja , Sofia C. Olhede

An information theory description of finite systems explicitly evolving in time is presented. We impose a MaxEnt variational principle on the Shannon entropy at a given time while the constraints are set at a former time. The resulting…

Nuclear Theory · Physics 2008-11-26 F. Gulminelli , Ph. Chomaz , O. Juillet , M. J. Ison , C. O. Dorso

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that…

Statistical Finance · Quantitative Finance 2013-05-02 Galen Sher , Pedro Vitoria

We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion…

Quantitative Methods · Quantitative Biology 2015-06-04 S. Stramaglia , Guo-Rong Wu , M. Pellicoro , D. Marinazzo

One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial…

Machine Learning · Statistics 2014-10-14 R. Chaves , L. Luft , T. O. Maciel , D. Gross , D. Janzing , B. Schölkopf

How does the information flow between different brain regions during various stimuli? This is the question we aim to address by studying complex cognitive paradigms in terms of Information Theory. To assess creativity and the emergence of…

Neurons and Cognition · Quantitative Biology 2025-07-08 Ania Mesa-Rodríguez , Ernesto Estevez-Rams , Holger Kantz

Transfer entropy provides a general tool for analyzing the magnitudes and directions---but not the \emph{kinds}---of information transfer in a system. We extend transfer entropy in two complementary ways. First, we distinguish…

Data Analysis, Statistics and Probability · Physics 2011-02-09 Paul L. Williams , Randall D. Beer

We propose a new interpretation of measures of information and disorder by connecting these concepts to group theory in a new way. Entropy and group theory are connected here by their common relation to sets of permutations. A combinatorial…

Information Theory · Computer Science 2019-11-25 David J. Galas

After Shannon, entropy becomes a fundamental quantity to describe not only uncertainity or chaos of a system but also information carried by the system. Shannon's important discovery is to give a mathematical expression of the mutual…

Quantum Physics · Physics 2007-05-23 Masanori Ohya

Causal knowledge is vital for effective reasoning in science, as causal relations, unlike correlations, allow one to reason about the outcomes of interventions. Algorithms that can discover causal relations from observational data are based…

Machine Learning · Statistics 2019-11-12 Anish Dhir , Ciarán M. Lee

Information theory is an outstanding framework to measure uncertainty, dependence and relevance in data and systems. It has several desirable properties for real world applications: it naturally deals with multivariate data, it can handle…

Machine Learning · Statistics 2024-10-30 Valero Laparra , J. Emmanuel Johnson , Gustau Camps-Valls , Raul Santos-Rodríguez , Jesus Malo

This article serves as a brief introduction to the Shannon information theory. Concepts of information, Shannon entropy and channel capacity are mainly covered. All these concepts are developed in a totally combinatorial flavor. Some issues…

Information Theory · Computer Science 2021-04-26 Ricky X. F. Chen

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

In this paper, we present a new multi-scale information content calculation method based on Shannon information (and Shannon entropy). The original method described by Claude E. Shannon and based on the logarithm of the probability of…

Information Theory · Computer Science 2023-05-23 Zsolt Pocze

Information plays an important role in our understanding of the physical world. We hence propose an entropic measure of information for any physical theory that admits systems, states and measurements. In the quantum and classical world,…

Quantum Physics · Physics 2010-05-04 Anthony J. Short , Stephanie Wehner

In this paper, we develop a natural (empirical) relational theory for describing and modeling complex biological phenomena. We have as stepping stone the assertion: function implies structure. The theory is built upon a graph's theory…

Adaptation and Self-Organizing Systems · Physics 2017-05-31 Pedro J. Miranda , Giuliano La Guardia

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

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Andrea Somazzi , Diego Garlaschelli