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A new interpretation for the wavelet analysis is reported, which can is viewed as an information processing technique. It was recently proposed that every basic wavelet could be associated with a proper probability density, allowing…

Information Theory · Computer Science 2015-02-23 H. M. de Oliveira , D. F. de Souza

In this work, a strategy to estimate the information transfer between the elements of a complex system, from the time series associated to the evolution of this elements, is presented. By using the nearest neighbors of each state, the local…

Information Theory · Computer Science 2018-12-05 P. Garcia , R. Mujica

Estimating Mutual Information (MI), a key measure of dependence of random quantities without specific modelling assumptions, is a challenging problem in high dimensions. We propose a novel mutual information estimator based on parametrizing…

Machine Learning · Statistics 2025-10-24 Haoran Ni , Martin Lotz

Modeling human dynamics responsible for the formation and evolution of the so-called social networks - structures comprised of individuals or organizations and indicating connectivities existing in a community - is a topic recently…

Computers and Society · Computer Science 2007-05-23 Victor V. Kryssanov , Frank J. Rinaldo , Evgeny L. Kuleshov , Hitoshi Ogawa

When two variables are related by a known function, the coefficient of determination (denoted $R^2$) measures the proportion of the total variance in the observations that is explained by that function. This quantifies the strength of the…

Applications · Statistics 2013-03-11 Ben Murrell , Daniel Murrell , Hugh Murrell

This paper introduces a novel metric, termed the Generalized Fiedler Vector (GFV), to evaluate the \textit{dynamic connectivity} in power systems. The proposed metric leverages the network connectivity, represented by the system Laplacian…

Systems and Control · Electrical Eng. & Systems 2026-03-03 Bruno Pinheiro , Daniel Dotta

Dynamical systems across many disciplines are modeled as interacting particles or agents, with interaction rules that depend on a very small number of variables (e.g. pairwise distances, pairwise differences of phases, etc...), functions of…

Machine Learning · Computer Science 2022-08-05 Jinchao Feng , Mauro Maggioni , Patrick Martin , Ming Zhong

Revealing physical interactions in complex systems from observed collective dynamics constitutes a fundamental inverse problem in science. Current reconstruction methods require access to a system's model or dynamical data at a level of…

Physics and Society · Physics 2018-01-18 Mor Nitzan , Jose Casadiego , Marc Timme

The coupling complexity index is an information measure introduced within the framework of ordinal symbolic dynamics. This index is used to characterize the complexity of the relationship between dynamical system components. In this work,…

Chaotic Dynamics · Physics 2015-06-15 Roberto Monetti , José María Amigó , Thomas Aschenbrenner , Wolfram Bunk

Characteristic scale is a notion that pervades the geophysical sciences, but it has no widely accepted precise definition. The wavelet transform decomposes a time series into coefficients that are associated with different scales. The…

Methodology · Statistics 2010-07-26 Michael J. Keim , Donald B. Percival

In this paper we combine two powerful computational techniques, well-tempered metadynamics and time lagged independent component analysis. The aim is to develop a new tool for studying rare events and exploring complex free energy…

Statistical Mechanics · Physics 2017-12-08 James McCarty , Michele Parrinello

Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…

Machine Learning · Computer Science 2019-06-10 Sudipto Mukherjee , Himanshu Asnani , Sreeram Kannan

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture

Dynamic network data have become ubiquitous in social network analysis, with new information becoming available that captures when friendships form, when corporate transactions happen and when countries interact with each other. Flexible…

Applications · Statistics 2023-05-16 Yunran Chen , Alexander Volfovsky

This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

Constraint-based causal discovery algorithms utilize many statistical tests for conditional independence to uncover networks of causal dependencies. These approaches to causal discovery rely on an assumed correspondence between the…

Machine Learning · Computer Science 2025-04-18 Bijan Mazaheri , Jiaqi Zhang , Caroline Uhler

Correlations disguised in various forms underlie a host of important phenomena in classical and quantum systems, such as information and energy exchanges. The quantum mutual information and the norm of the correlation matrix are both…

Quantum Physics · Physics 2020-04-15 S. Alipour , S. Tuohino , A. T. Rezakhani , T. Ala-Nissila

This paper studies a recently proposed continuous-time distributed self-appraisal model with time-varying interactions among a network of $n$ individuals which are characterized by a sequence of time-varying relative interaction matrices.…

Optimization and Control · Mathematics 2017-03-17 Weiguo Xia , Ji Liu , Tamer Basar , Xi-Ming Sun

Variational inference (VI) has become a widely used approach for scalable Bayesian inference, but its performance strongly depends on the flexibility of the chosen variational family. In this work, we propose a novel variational family that…

Methodology · Statistics 2026-04-03 Giovanni Piccirilli , Aluísio Pinheiro

Link prediction models are increasingly used to recommend interactions in evolving networks, yet their impact on network structure is typically assessed from static snapshots. In particular, observed homophily conflates intrinsic…

Social and Information Networks · Computer Science 2026-03-05 Mathilde Perez , Raphaël Romero , Jefrey Lijffijt , Charlotte Laclau