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A method is provided for designing and training noise-driven recurrent neural networks as models of stochastic processes. The method unifies and generalizes two known separate modeling approaches, Echo State Networks (ESN) and Linear…

Adaptation and Self-Organizing Systems · Physics 2014-04-14 Mathieu N. Galtier , Camille Marini , Gilles Wainrib , Herbert Jaeger

In this chapter we present a new approach to the study of manifestations of chaos in real complex system. Recently we have achieved the following result. In real complex systems the informational measure of chaotic chatacter (IMC) can serve…

Medical Physics · Physics 2016-08-16 Renat M. Yulmetyev , Sergey A. Demin , Peter Hänggi

We show how the Shannon entropy function can be used as a basis to set up complexity measures weighting the economic efficiency of countries and the specialization of products beyond bare diversification. This entropy function guarantees…

Physics and Society · Physics 2021-06-04 Gianluca Teza , Michele Caraglio , Attilio L. Stella

We address the problem of estimating the parameters of a time-homogeneous Markov chain given only noisy, aggregate data. This arises when a population of individuals behave independently according to a Markov chain, but individual sample…

Machine Learning · Computer Science 2016-04-15 Garrett Bernstein , Daniel Sheldon

Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…

Optimization and Control · Mathematics 2018-05-29 Xiaoming Duan , Mishel George , Francesco Bullo

We train an artificial neural network which distinguishes chaotic and regular dynamics of the two-dimensional Chirikov standard map. We use finite length trajectories and compare the performance with traditional numerical methods which need…

Machine Learning · Computer Science 2020-04-24 Woo Seok Lee , Sergej Flach

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum…

Statistical Mechanics · Physics 2015-05-13 R. Piasecki , A. Plastino

To improve the robustness of transformer neural networks used for temporal-dynamics prediction of chaotic systems, we propose a novel attention mechanism called easy attention which we demonstrate in time-series reconstruction and…

Machine Learning · Computer Science 2025-06-05 Marcial Sanchis-Agudo , Yuning Wang , Roger Arnau , Luca Guastoni , Jasmin Lim , Karthik Duraisamy , Ricardo Vinuesa

A large number of biological systems - from bacteria to sheep - can be described as ensembles of self-propelled agents (active particles) with a complex internal dynamic that controls the agent's behavior: resting, moving slow, moving fast,…

Biological Physics · Physics 2021-09-03 L. Gómez-Nava , T. Goudon , F. Peruani

Shannon entropy ($S$), Fisher information ($I$) and a measure equivalent to Fisher-Shannon complexity $(C_{IS})$ of a ro-vibrational state of diatomic molecules (O$_2$, O$_2^+$, NO, NO$^+$) with generalized Kratzer potential is analyzed.…

Quantum Physics · Physics 2019-04-15 Sangita Majumdar , Neetik Mukherjee , Amlan K. Roy

This paper studies cross-domain lossy compression through the lens of minimum entropy coupling (MEC) with rate and classification constraints. In this setting, an encoder observes samples from a degraded source domain, while the decoder is…

Information Theory · Computer Science 2026-05-12 Nam Nguyen , Hassan Tavakoli , An Vuong , Thinh Nguyen , Bella Bose

In this note we study contractivity of monotone systems and exponential convergence of positive systems using non-Euclidean norms. We first introduce the notion of conic matrix measure as a framework to study stability of monotone and…

Optimization and Control · Mathematics 2022-08-23 Saber Jafarpour , Alexander Davydov , Francesco Bullo

Lightweight Temporal Compression (LTC) is among the lossy stream compression methods that provide the highest compression rate for the lowest CPU and memory consumption. As such, it is well suited to compress data streams in…

Information Theory · Computer Science 2018-11-27 Bo Li , Omid Sarbishei , Hosein Nourani , Tristan Glatard

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

Dynamical Systems · Mathematics 2026-03-26 Philipp Gohlke , Andrew Mitchell

Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…

Statistics Theory · Mathematics 2019-08-06 Alexander L Young , David B Dunson

Shannon entropy in position ($S_{\rvec}$) and momentum ($S_{\pvec}$) spaces, along with their sum ($S_t$) are presented for unit-normalized densities of He, Li$^+$ and Be$^{2+}$ ions, spatially confined at the center of an impenetrable…

Quantum Physics · Physics 2021-03-01 Sangita Majumdar , Amlan K. Roy

We use standard deep neural networks to classify univariate time series generated by discrete and continuous dynamical systems based on their chaotic or non-chaotic behaviour. Our approach to circumvent the lack of precise models for some…

Signal Processing · Electrical Eng. & Systems 2020-02-26 Nicolas Boullé , Vassilios Dallas , Yuji Nakatsukasa , D. Samaddar

We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Ibon Gracia , Dimitris Boskos , Morteza Lahijanian , Luca Laurenti , Manuel Mazo

Chaotic time series forecasting has been far less understood despite its tremendous potential in theory and real-world applications. Traditional statistical/ML methods are inefficient to capture chaos in nonlinear dynamical systems,…

Numerical Analysis · Mathematics 2023-10-24 Xiangyi Meng , Tong Yang

Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and natural language processing. A number of approaches have been…

Methodology · Statistics 2023-03-22 Ioannis Papageorgiou , Ioannis Kontoyiannis