Related papers: A Development of Continuous-Time Transfer Entropy
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…
Transfer entropy (TE) is a popular measure of information flow found to perform consistently well in different settings. Symbolic transfer entropy (STE) is defined similarly to TE but on the ranks of the components of the reconstructed…
Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences,…
Transfer entropy (TE) is an information theoretic measure that reveals the directional flow of information between processes, providing valuable insights for a wide range of real-world applications. This work proposes Transfer Entropy…
R\'enyi transfer entropy (RTE) is a generalization of classical transfer entropy that replaces Shannon's entropy with R\'enyi's information measure. This, in turn, introduces a new tunable parameter $\alpha$, which accounts for sensitivity…
Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivariate system and infers only about direct causality. However,…
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…
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…
Persistent entropy (PE) is an information-theoretic summary statistic of persistence barcodes that has been widely used to detect regime changes in complex systems. Despite its empirical success, a general theoretical understanding of when…
We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…
Current neural networks architectures are many times harder to train because of the increasing size and complexity of the used datasets. Our objective is to design more efficient training algorithms utilizing causal relationships inferred…
Transfer Entropy and Directed Information are information-theoretic measures of the directional dependency between stochastic processes. Following the definitions of Schreiber and Massey in discrete time, we define and evaluate these…
We address the problem of evaluating the transfer entropy (TE) produced by biochemical reactions from experimentally measured data. Although these reactions are generally non-linear and non-stationary processes making it challenging to…
Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…
Causal discovery is a fundamental problem in statistics and has wide applications in different fields. Transfer Entropy (TE) is a important notion defined for measuring causality, which is essentially conditional Mutual Information (MI).…
Estimating entropy production in continuous systems that can only be observed with a limited resolution remains an open problem in stochastic thermodynamics. Extant estimators based on the measurement of waiting-time distributions require…
We define the projected entropy S(T) at a given temperature T in the context of an Ising model transition matrix calculation as the entropy associated with the distribution of Markov chain realizations in energy-magnetization, E-H, space.…
Topological feedback entropy (TFE) was introduced in 2004 to measure the intrinsic rate at which a continuous, fully observed, deterministic control system generates information for controlled set-invariance. In this paper, we generalise…
We introduce the notion of metric entropy for a nonautonomous dynamical system given by a sequence of probability spaces and a sequence of measure-preserving maps between these spaces. This notion generalizes the classical concept of metric…
In this paper, we present a detailed framework to analyze the evolution of the random topology of a time-varying wireless network via the information theoretic notion of entropy rate. We consider a propagation channel varying over time with…