Related papers: Linked by dynamics: wavelet--based mutual informat…
Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…
We consider dynamic versions of the mutual information of lifetime distributions, with focus on past lifetimes, residual lifetimes and mixed lifetimes evaluated at different instants. This allows to study multicomponent systems, by…
The dynamics of systems of interacting agents is determined by the structure of their coupling network. The knowledge of the latter is, therefore, highly desirable, for instance, to develop efficient control schemes, to accurately predict…
Statistical analysis on networks has received growing attention due to demand from various emerging applications. In dynamic networks, one of the key interests is to model the event history of time-stamped interactions amongst nodes. We…
Context dependence is central to the description of complexity. Keying on the pairwise definition of "set complexity" we use an information theory approach to formulate general measures of systems complexity. We examine the properties of…
While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their…
This paper presents expression of mutual information that defines the information gain in planning of sensing resources, when the goal is to reduce the forecast uncertainty of some quantities of interest and the system dynamics is described…
Mutual information is a well-known tool to measure the mutual dependence between variables. In this paper, a Bayesian nonparametric estimation of mutual information is established by means of the Dirichlet process and the $k$-nearest…
Humans can synchronize with musical events whilst coordinating their movements with others. Interpersonal entrainment phenomena, such as dance, involve multiple body parts and movement directions. Along with being multidimensional, dance…
Identifying the origin of nonequilibrium characteristics in a generic interacting system having multiple degrees of freedom is a challenging task. In this context, information theoretic measures such as mutual information and related…
We quantify nonlinear interactions between coupled complex processes, when the system is subject to noise and not all its components are measurable. Our method is applicable even when the system cannot be continuously monitored over time,…
Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…
In networks of dynamic systems, one challenge is to identify the interconnection structure on the basis of measured signals. Inspired by a Bayesian approach in [1], in this paper, we explore a Bayesian model selection method for identifying…
We describe a simple automated method to extract and quantify transient heterogeneous dynamical changes from large datasets generated in single molecule/particle tracking experiments. Based on wavelet transform, the method transforms raw…
The growing complexity of the power grid, driven by increasing share of distributed energy resources and by massive deployment of intelligent internet-connected devices, requires new modelling tools for planning and operation. Physics-based…
Modeling heterogeneous correlated time series requires the ability to learn hidden dynamic relationships between component time series with possibly varying periodicities and generative processes. To address this challenge, we formulate and…
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…
Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…
We will consider multivariate stochastic processes indexed either by vertices or pairs of vertices of a dynamic network. Under a dynamic network we understand a network with a fixed vertex set and an edge set which changes randomly over…
We devised a measure based on the distributions of relative event timings of two coupled units. The measure dynamically evaluates temporal interdependencies between the two coupled units. Using this we show that even in the event of…