Related papers: Transfer Entropy Rate Through Lempel-Ziv Complexit…
Partly motivated by entropy-estimation problems in neuroscience, we present a detailed and extensive comparison between some of the most popular and effective entropy estimation methods used in practice: The plug-in method, four different…
Transfer entropy measures directed information flow in time series, and it has become a fundamental quantity in applications spanning neuroscience, finance, and complex systems analysis. However, existing estimation methods suffer from the…
We introduce and analyze the notion of mutual entropy-production (MEP) in autonomous systems. Evaluating MEP rates is in general a difficult task due to non-Markovian effects. For bipartite systems, we provide closed expressions in various…
Transfer entropy is a measure of the magnitude and the direction of information flow between jointly distributed stochastic processes. In recent years, its permutation analogues are considered in the literature to estimate the transfer…
We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…
The accurate estimation of human activity in cities is one of the first steps towards understanding the structure of the urban environment. Human activities are highly granular and dynamic in spatial and temporal dimensions. Estimating…
An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…
We propose an entropy function for simplicial complices. Its value gives the expected cost of the optimal encoding of sequences of vertices of the complex, when any two vertices belonging to the same simplex are indistinguishable. We show…
When presented with a data stream of two statistically dependent variables, predicting the future of one of the variables (the target stream) can benefit from information about both its history and the history of the other variable (the…
For the evaluation of information flow in bivariate time series, information measures have been employed, such as the transfer entropy (TE), the symbolic transfer entropy (STE), defined similarly to TE but on the ranks of the components of…
A recently introduced model of coupled non linear oscillators in a ring is revisited in terms of its information processing capabilities. The use of Lempel-Ziv based entropic measures allows to study thoroughly the complex patterns…
Transfer entropy has been used to quantify the directed flow of information between source and target variables in many complex systems. While transfer entropy was originally formulated in discrete time, in this paper we provide a framework…
To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…
For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information transmission above which a given compact subset of the state…
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…
Whether a system is to be considered complex or not depends on how one searches for correlations. We propose a general scheme for calculation of entropies in lattice systems that has high flexibility in how correlations are successively…
The key issue in importance sampling is the choice of the alternative sampling distribution, which is often chosen from the exponential tilt family of the underlying distribution. However, when the problem exhibits certain kind of…
An updated review [1] of nonextensive statistical mechanics and thermodynamics is colloquially presented. Quite naturally the possibility emerges for using the value of q-1 (entropic nonextensivity) as a simple and efficient manner to…
This paper discusses the transmission line pulse (TLP) analysis, generally used for electrostatic discharge (ESD) device characterization, as high potential usable tool also for non-ESD structures. TLP technique, combined with DC and pulsed…
One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…