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In complex dynamical systems, the detection of coupling and its direction from observed time series is a challenging task. We study coupling in coupled Duffing oscillator systems in regular and chaotic dynamical regimes. By observing the…

Adaptation and Self-Organizing Systems · Physics 2021-06-22 Martin Brešar , Pavle Boškoski , Martin Horvat

The idea that information-processing systems operate near criticality to enhance computational performance is supported by scaling signatures in brain activity. However, external signals raise the question of whether this behavior is…

Neurons and Cognition · Quantitative Biology 2026-02-10 Rubén Calvo , Carles Martorell , Adrián Roig , Miguel A. Muñoz

A major obstacle in analyzing the evolution of information exchange and processing is our insufficient understanding of the underlying signaling and decision-making biological mechanisms. For instance, it is unclear why are humans unique in…

Populations and Evolution · Quantitative Biology 2008-09-06 A. Feigel

Part 1 has studied the conversion of observed random process with its hidden information to related dynamic process, applying entropy functional measure (EF) of the random process and path functional information measure (IPF) of the dynamic…

Adaptation and Self-Organizing Systems · Physics 2013-08-20 Vladimir S. Lerner

This Letter proposes a controlled coupling process for information processing. The net effect of conventional coupling is isolated from the dynamical system and is analyzed in depth. The stability of the process is studied. We show that the…

Chaotic Dynamics · Physics 2007-05-23 G. W. Wei , Shan Zhao

A recurrent idea in the study of complex systems is that optimal information processing is to be found near bifurcation points or phase transitions. However, this heuristic hypothesis has few (if any) concrete realizations where a standard…

Neurons and Cognition · Quantitative Biology 2007-05-23 Osame Kinouchi , Mauro Copelli

Stochastic volatility models describe asset prices $S_t$ as driven by an unobserved process capturing the random dynamics of volatility $\sigma_t$. Here, we quantify how much information about $\sigma_t$ can be inferred from asset prices…

Statistical Finance · Quantitative Finance 2015-12-29 Nils Bertschinger , Oliver Pfante

Systems that comprise many interacting dynamical networks, such as the human body with its biological networks or the global economic network consisting of regional clusters, often exhibit complicated collective dynamics. To understand the…

The progress of machine learning over the past decade is undeniable. In retrospect, it is both remarkable and unsettling that this progress was achievable with little to no rigorous theory to guide experimentation. Despite this fact,…

Machine Learning · Statistics 2025-05-23 Hong Jun Jeon , Benjamin Van Roy

Predicting long-term loan defaults is hard because borrower behavior often changes and data distributions shift over time. This paper presents HYDRA-EI, a hybrid ensemble incremental learning framework. It uses several stages of feature…

Machine Learning · Computer Science 2025-10-10 Jiajing Wang

Complex systems are typically characterized as an intermediate situation between a complete regular structure and a random system. Brain signals can be studied as a striking example of such systems: cortical states can range from highly…

The growth of machine-readable data in finance, such as alternative data, requires new modeling techniques that can handle non-stationary and non-parametric data. Due to the underlying causal dependence and the size and complexity of the…

Computational Finance · Quantitative Finance 2022-05-04 Nicole Koenigstein

This work proposes a novel computing performance unit grounded in information theory. Modern computing systems are increasingly diverse, supporting low-precision formats, hardware specialization, and emerging paradigms such as analog,…

Performance · Computer Science 2025-08-08 Max Hawkins , Richard Vuduc

A general information equilibrium model in the case of ideal information transfer is defined and then used to derive the relationship between supply (information destination) and demand (information source) with the price as the detector of…

Economics · Quantitative Finance 2015-10-09 Jason Smith

In the analysis of any type of system, granting maximum information extraction from its data is non-trivial. Confidence in successful information extraction typically builds on prior knowledge of the studied system or on the user's…

Data Analysis, Statistics and Probability · Physics 2026-01-01 Matteo Becchi , Giovanni Maria Pavan

We formulate meta learning using information theoretic concepts; namely, mutual information and the information bottleneck. The idea is to learn a stochastic representation or encoding of the task description, given by a training set, that…

Machine Learning · Computer Science 2021-07-06 Michalis K. Titsias , Francisco J. R. Ruiz , Sotirios Nikoloutsopoulos , Alexandre Galashov

Current methods for pattern analysis in time series mainly rely on statistical features or probabilistic learning and inference methods to identify patterns and trends in the data. Such methods do not generalize well when applied to…

Artificial Intelligence · Computer Science 2023-05-01 Yushan Huang , Yuchen Zhao , Alexander Capstick , Francesca Palermo , Hamed Haddadi , Payam Barnaghi

The analysis of financial markets using models inspired by statistical physics offers a fruitful approach to understand collective and extreme phenomena [3, 14, 15] In this paper, we present a study based on a 2D Ising network model where…

Statistical Finance · Quantitative Finance 2025-12-23 Hernán Ezequiel Benítez , Claudio Oscar Dorso

Distributed systems, such as biological and artificial neural networks, process information via complex interactions engaging multiple subsystems, resulting in high-order patterns with distinct properties across scales. Investigating how…

Information Theory · Computer Science 2025-04-23 Aaron J. Gutknecht , Fernando E. Rosas , David A. Ehrlich , Abdullah Makkeh , Pedro A. M. Mediano , Michael Wibral

Sequential recommendation aims to choose the most suitable items for a user at a specific timestamp given historical behaviors. Existing methods usually model the user behavior sequence based on the transition-based methods like Markov…

Information Retrieval · Computer Science 2022-07-11 Zijian Li , Ruichu Cai , Fengzhu Wu , Sili Zhang , Hao Gu , Yuexing Hao , Yuguang
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