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Related papers: A Development of Continuous-Time Transfer Entropy

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Quantifying the directionality of information flow is instrumental in understanding, and possibly controlling, the operation of many complex systems, such as transportation, social, neural, or gene-regulatory networks. The standard Transfer…

Information Theory · Computer Science 2020-01-09 Jingjing Zhang , Osvaldo Simeone , Zoran Cvetkovic , Eugenio Abela , Mark Richardson

The ability to quantify the directional flow of information is vital to understanding natural systems and designing engineered information-processing systems. A widely used measure to quantify this information flow is the transfer entropy.…

Molecular Networks · Quantitative Biology 2025-07-11 Avishek Das , Pieter Rein ten Wolde

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of…

Information Theory · Computer Science 2015-11-24 Patricia Wollstadt , Mario Martínez-Zarzuela , Raul Vicente , Francisco J. Díaz-Pernas , Michael Wibral

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…

Chaotic Dynamics · Physics 2013-03-12 Taichi Haruna , Kohei Nakajima

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…

Methodology · Statistics 2015-06-15 Dimitris Kugiumtzis

Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…

Statistics Theory · Mathematics 2019-08-06 Alexander L Young , David B Dunson

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

Probability · Mathematics 2007-05-23 Jean-Rene Chazottes , Cristian Giardina , Frank Redig

Transfer entropy (TE) is an attractive model-free method to detect causality and infer structural connectivity of general digital systems. However it relies on high dimensions used in its definition to clearly remove the memory effect and…

Quantitative Methods · Quantitative Biology 2019-05-13 Zhong-Qi Kyle Tian , Douglas Zhou , David Cai

The estimation of entropy rates for stationary discrete-valued stochastic processes is a well studied problem in information theory. However, estimating the entropy rate for stationary continuous-valued stochastic processes has not received…

Information Theory · Computer Science 2021-05-26 Andrew Feutrill , Matthew Roughan

In this paper we advance the entropy theory of discrete nonautonomous dynamical systems that was initiated by Kolyada and Snoha in 1996. The first part of the paper is devoted to the measure-theoretic entropy theory of general topological…

Dynamical Systems · Mathematics 2015-07-31 Christoph Kawan , Yuri Latushkin

We study the notion of approximate entropy within the framework of network theory. Approximate entropy is an uncertainty measure originally proposed in the context of dynamical systems and time series. We firstly define a purely structural…

Disordered Systems and Neural Networks · Physics 2013-05-30 James West , Lucas Lacasa , Simone Severini , Andrew Teschendorff

Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Data Analysis, Statistics and Probability · Physics 2025-11-27 Alec Kirkley

Transfer entropy (TE) is a powerful tool for measuring causal relationships within interaction networks. Traditionally, TE and its conditional variants are applied pairwise between dynamic variables to infer these causal relationships.…

Statistical Mechanics · Physics 2024-10-02 Julian Lee

The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer…

Statistical Mechanics · Physics 2018-07-23 Sosuke Ito

For continuous-time Markov jump processes on irreducible networks with time-independent rate constants, we employ a transition-based formalism to express the long-time precision of a single integrated current over an observable channel in…

Statistical Mechanics · Physics 2026-05-25 Alberto Garilli , Diego Frezzato

In this paper we show that the existence of a primarily discrete space-time may be a fruitful assumption from which we may develop a new approach of statistical thermodynamics in pre-relativistic conditions. The discreetness of space-time…

Quantum Physics · Physics 2010-05-17 J. P. Badiali

Inferring the directionality of interactions between cellular processes is a major challenge in systems biology. Time-lagged correlations allow to discriminate between alternative models, but they still rely on assumed underlying…

Quantitative Methods · Quantitative Biology 2017-11-15 Sourabh Lahiri , Philippe Nghe , Sander J. Tans , Martin Luc Rosinberg , David Lacoste

Brain connectivity characterizes interactions between different regions of a brain network during resting-state or performance of a cognitive task. In studying brain signals such as electroencephalograms (EEG), one formal approach to…

Methodology · Statistics 2024-10-30 Paolo Victor Redondo , Raphael Huser , Hernando Ombao

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and natural language processing. A number of approaches have been…

Methodology · Statistics 2023-03-22 Ioannis Papageorgiou , Ioannis Kontoyiannis