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Related papers: Transfer Entropy: where Shannon meets Turing

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Whether the system under study is a shoal of fish, a collection of neurons, or a set of interacting atmospheric and oceanic processes, transfer entropy measures the flow of information between time series and can detect possible causal…

Machine Learning · Computer Science 2024-11-08 Kieran A. Murphy , Zhuowen Yin , Dani S. Bassett

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…

Information Theory · Computer Science 2025-01-14 Roberto Murcio , Balamurugan Soundararaj

Functional and effective networks inferred from time series are at the core of network neuroscience. Interpreting their properties requires inferred network models to reflect key underlying structural features; however, even a few spurious…

Neurons and Cognition · Quantitative Biology 2022-09-22 Leonardo Novelli , Joseph T. Lizier

Transfer Entropy, a generalisation of Granger Causality, promises to measure "information transfer" from a source to a target signal by ignoring self-predictability of a target signal when quantifying the source-target relationship. A…

Neurons and Cognition · Quantitative Biology 2022-05-23 Christoph Daube , Joachim Gross , Robin A. A. Ince

A central task in analyzing complex dynamics is to determine the loci of information storage and the communication topology of information flows within a system. Over the last decade and a half, diagnostics for the latter have come to be…

Statistical Mechanics · Physics 2016-06-20 Ryan G. James , Nix Barnett , James P. Crutchfield

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…

Machine Learning · Computer Science 2026-04-10 Simon Pedro Galeano Munoz , Mustapha Bounoua , Giulio Franzese , Pietro Michiardi , Maurizio Filippone

Entropy production is a universal measure of irreversibility and energy dissipation in physical, chemical, and biological systems operating far from equilibrium. However, quantifying and spatiotemporally localising it in complex processes…

Statistical Mechanics · Physics 2026-05-18 Biswajit Das , Sreekanth K Manikandan

The thermodynamic definition of entropy can be extended to nonequilibrium systems based on its relation to information. To apply this definition in practice requires access to the physical system's microstates, which may be prohibitively…

Statistical Mechanics · Physics 2020-08-21 Gil Ariel , Haim Diamant

The translation of written language has been known since the 3rd century BC; however, its necessity has become increasingly common in the information age. Today, many translators exist, based on encoder-decoder deep architectures,…

Computation and Language · Computer Science 2025-11-18 Ronit D. Gross , Yanir Harel , Ido Kanter

Data transformation, e.g. feature transformation and selection, is an integral part of any machine learning procedure. In this paper we introduce an information-theoretic model and tools to assess the quality of data transformations in…

Information Theory · Computer Science 2018-10-11 Francisco J. Valverde-Albacete , Carmen Peláez-Moreno

In this paper we develop the concept of information transfer between the Borel-measurable sets for a dynamical system described by a measurable space and a non-singular transformation. The concept is based on how Shannon entropy is…

Systems and Control · Electrical Eng. & Systems 2019-10-01 Subhrajit Sinha , Umesh Vaidya , Enoch Yeung

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

Statistical Mechanics · Physics 2013-05-24 Amir Aghamohammadi , Amir H. Fatollahi , Mohammad Khorrami , Ahmad Shariati

In this paper, I expand Shannon's definition of entropy into a new form of entropy that allows integration of information from different random events. Shannon's notion of entropy is a special case of my more general definition of entropy.…

Machine Learning · Computer Science 2008-11-04 Stefan Jaeger

Understanding information processing in the brain requires the ability to determine the functional connectivity between the different regions of the brain. We present a method using transfer entropy to extract this flow of information…

Neurons and Cognition · Quantitative Biology 2019-03-06 Benjamin Walker , Katherine Newhall

After Shannon, entropy becomes a fundamental quantity to describe not only uncertainity or chaos of a system but also information carried by the system. Shannon's important discovery is to give a mathematical expression of the mutual…

Quantum Physics · Physics 2007-05-23 Masanori Ohya

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

Thermodynamic uncertainty relations reveal a fundamental trade-off between the precision of a trajectory observable and entropy production, where the uncertainty of the observable is quantified by its variance. In information theory,…

Statistical Mechanics · Physics 2025-11-25 Yoshihiko Hasegawa , Tomohiro Nishiyama

We present a measure of local information transfer, derived from an existing averaged information-theoretical measure, namely transfer entropy. Local transfer entropy is used to produce profiles of the information transfer into each…

Cellular Automata and Lattice Gases · Physics 2008-09-22 Joseph T. Lizier , Mikhail Prokopenko , Albert Y. Zomaya

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

Symbolic transfer entropy is a powerful non-parametric tool to detect lead-lag between time series. Because a closed expression of the distribution of Transfer Entropy is not known for finite-size samples, statistical testing is often…

Statistical Finance · Quantitative Finance 2022-06-22 Christian Bongiorno , Damien Challet