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Recently, the importance of analysing data and collecting valuable insight efficiently has been increasing in various fields. Estimating mutual information (MI) plays a critical role to investigate the relationship among multiple random…

Quantum Physics · Physics 2025-03-10 Yota Maeda , Hideaki Kawaguchi , Hiroyuki Tezuka

The inference of an underlying network topology from local observations of a complex system composed of interacting units is usually attempted by using statistical similarity measures, such as Cross-Correlation (CC) and Mutual Information…

Data Analysis, Statistics and Probability · Physics 2014-09-03 Nicolás Rubido , Arturo C. Martí , Ezequiel Bianco-Martínez , Celso Grebogi , Murilo S. Baptista , Cristina Masoller

Measuring model performance is a key issue for deep learning practitioners. However, we often lack the ability to explain why a specific architecture attains superior predictive accuracy for a given data set. Often, validation accuracy is…

Machine Learning · Computer Science 2022-04-01 Marius C. Landverk , Signe Riemer-Sørensen

We study the collective behaviour of an ensemble of coupled motile elements whose interactions depend on time and are alternatively attractive or repulsive. The evolution of interactions is driven by individual internal variables with…

Statistical Mechanics · Physics 2009-11-10 Damian H. Zanette , Alexander S. Mikhailov

Most information dynamics and statistical causal analysis frameworks rely on the common intuition that causal interactions are intrinsically pairwise -- every 'cause' variable has an associated 'effect' variable, so that a 'causal arrow'…

Neurons and Cognition · Quantitative Biology 2019-09-06 Pedro A. M. Mediano , Fernando Rosas , Robin L. Carhart-Harris , Anil K. Seth , Adam B. Barrett

We introduce WaveSim, a multi-scale similarity metric for the evaluation of spatial fields in weather and climate applications. WaveSim exploits wavelet transforms to decompose input fields into scale-specific wavelet coefficients. The…

Atmospheric and Oceanic Physics · Physics 2025-12-17 Gabriele Accarino , Viviana Acquaviva , Sara Shamekh , Duncan Watson-Parris , David Lawrence

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

Machine Learning · Statistics 2025-09-30 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

Dynamic transportation networks have been analyzed for years by means of static graph-based indicators in order to study the temporal evolution of relevant network components, and to reveal complex dependencies that would not be easily…

Machine Learning · Statistics 2022-02-25 Hector Rodriguez-Deniz , Mattias Villani , Augusto Voltes-Dorta

Species interactions (ranging from direct predator prey relationships to indirect effects mediated by the environment) are central to ecosystem balance and biodiversity. While empirical methods for measuring these interactions exist, their…

Populations and Evolution · Quantitative Biology 2025-08-27 Javier Aguilar , Samir Suweis , Amos Maritan , Sandro Azaele

Large-scale online campaigns, malicious or otherwise, require a significant degree of coordination among participants, which sparked interest in the study of coordinated online behavior. State-of-the-art methods for detecting coordinated…

Social and Information Networks · Computer Science 2024-05-10 Serena Tardelli , Leonardo Nizzoli , Maurizio Tesconi , Mauro Conti , Preslav Nakov , Giovanni Da San Martino , Stefano Cresci

Multivariate processes with long-range dependence properties can be encountered in many fields of application. Two fundamental characteristics in such frameworks are long-range dependence parameters and correlations between component time…

Statistics Theory · Mathematics 2022-04-07 Irène Gannaz

We propose a data-driven framework to simplify the description of spatiotemporal climate variability into few entities and their causal linkages. Given a high-dimensional climate field, the methodology first reduces its dimensionality into…

Atmospheric and Oceanic Physics · Physics 2024-04-08 Fabrizio Falasca , Pavel Perezhogin , Laure Zanna

In this work, we proposes a CO2-temperature network model that links multi-zone mass transport and thermal dynamics through shared latent drivers, airflow and occupancy. The thermal component is formulated as a resistance-capacitance (RC)…

Numerical Analysis · Mathematics 2026-05-12 Zhijian Wang , Stein K. F. Stoter , Clemens V. Verhoosel , Idoia Cortes Garcia

Temporal dynamics, characterised by time-varying degree heterogeneity and homophily effects, are often exhibited in many real-world networks. As observed in an MIT Social Evolution study, the in-degree and out-degree of the nodes show…

Methodology · Statistics 2025-07-29 Yuguo Chen , Lianqiang Qu , Jinfeng Xu , Ting Yan , Yunpeng Zhou

Background: Coevolution within a protein family is often predicted using statistics that measure the degree of covariation between positions in the protein sequence. Mutual Information is a measure of dependence between two random variables…

Populations and Evolution · Quantitative Biology 2013-04-17 Russell J. Dickson , Gregory B. Gloor

Measures of linear dependence (coherence) and nonlinear dependence (phase synchronization) between any number of multivariate time series are defined. The measures are expressed as the sum of lagged dependence and instantaneous dependence.…

Methodology · Statistics 2007-11-12 Roberto D. Pascual-Marqui

In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains…

Statistics Theory · Mathematics 2018-12-31 Jozef Baruník , Tobias Kley

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

Network data arises through observation of relational information between a collection of entities. Recent work in the literature has independently considered when (i) one observes a sample of networks, connectome data in neuroscience being…

Methodology · Statistics 2022-06-22 George Bolt , Simón Lunagómez , Christopher Nemeth