Related papers: Quantifying High-order Interdependencies via Multi…
The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…
A music piece is both comprehended hierarchically, from sonic events to melodies, and sequentially, in the form of repetition and variation. Music from different cultures establish different aesthetics by having different style conventions…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
We propose a new framework for reasoning about information in complex systems. Our foundation is based on a variational extension of Shannon's information theory that takes into account the modeling power and computational constraints of…
Nonignorable missing data, where the probability of missingness depends on unobserved values, presents a significant challenge in statistical analysis. Traditional methods often rely on strong parametric assumptions that are difficult to…
Nonlinear dynamical systems possessing an invariant subspace in the phase space and chaotic or stochastic motion within the subspace often display on-off intermittency close to the threshold of stability of the subspace. In a class of…
The out-of-time ordered correlator (OTOC) is a measure of scrambling of quantum information. Scrambling is intuitively considered to be a significant feature of chaotic systems and thus the OTOC is widely used as a measure of chaos. For…
This Thesis explores how tools from Statistical Physics and Information Theory can help us describe and understand complex systems. In the first part, we study the interplay between internal interactions, environmental changes, and…
Ordinal user-provided ratings across multiple items are frequently encountered in both scientific and commercial applications. Whilst recommender systems are known to do well on these type of data from a predictive point of view, their…
Temporal irreversibility, often referred to as the arrow of time, is a fundamental concept in statistical mechanics. Markers of irreversibility also provide a powerful characterisation of information processing in biological systems.…
The concept of entropy, firstly introduced in information theory, rapidly became popular in many applied sciences via Shannon's formula to measure the degree of heterogeneity among observations. A rather recent research field aims at…
Multielectrode arrays allow recording of the activity of many single neurons, from which correlations can be calculated. The functional roles of correlations can be revealed by the measures of the information conveyed by neuronal activity;…
We derive a well-defined renormalized version of mutual information that allows to estimate the dependence between continuous random variables in the important case when one is deterministically dependent on the other. This is the situation…
Two families of dependence measures between random variables are introduced. They are based on the R\'enyi divergence of order $\alpha$ and the relative $\alpha$-entropy, respectively, and both dependence measures reduce to Shannon's mutual…
The Information bottleneck method is an unsupervised non-parametric data organization technique. Given a joint distribution P(A,B), this method constructs a new variable T that extracts partitions, or clusters, over the values of A that are…
Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…
We present a model for capturing musical features and creating novel sequences of music, called the Convolutional Variational Recurrent Neural Network. To generate sequential data, the model uses an encoder-decoder architecture with latent…
A fundamental task in statistical learning is quantifying the joint dependence or association between two continuous random variables. We introduce a novel, fully non-parametric measure that assesses the degree of association between…
Quantum Darwinism recognizes the role of the environment as a communication channel: Decoherence can selectively amplify information about the pointer states of a system of interest (preventing access to complementary information about…
In this paper, we use a probabilistic model to estimate the number of uncorrelated features in a large dataset. Our model allows for both pairwise feature correlation (collinearity) and interdependency of multiple features…