Related papers: Discovering Association with Copula Entropy
Spatial association and heterogeneity are two critical areas in the research about spatial analysis, geography, statistics and so on. Though large amounts of outstanding methods has been proposed and studied, there are few of them tend to…
We propose a novel method for sensitivity analysis to unobserved confounding in causal inference. The method builds on a copula-based causal graphical normalizing flow that we term $\rho$-GNF, where $\rho \in [-1,+1]$ is the sensitivity…
We prove that mutual information is actually negative copula entropy, based on which a method for mutual information estimation is proposed.
In a recent Letter [1] a framework for estimating entropy was introduced and applied to one-dimensional and two-dimensional systems. In this Comment we show that the method is not well suited for estimating entropy in bidimensional systems…
Implicit copulas are the most common copula choice for modeling dependence in high dimensions. This broad class of copulas is introduced and surveyed, including elliptical copulas, skew $t$ copulas, factor copulas, time series copulas and…
The use of coarse graining to connect physical and information theoretic entropies has recently been given a precise formulation in terms of ``observational entropy'', describing entropy for observers with respect to a measurement. Here we…
Based on recent progress in research on copula based dependence measures, we review the original Renyi's axioms on symmetric measures and propose a new set of axioms that applies to nonsymmetric measures. We show that nonsymmetric measures…
Copulas are now frequently used to construct or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the different variables while separately specifying marginal distributions.…
We propose a framework for determining whether the causal dependence of an outcome $Y$ on a covariate $X$ changes at a given time point, given confounders $\boldsymbol{Z}$. For instance, in financial markets, the effect of a market…
A charged entanglement entropy is a new measure which probes quantum entanglement between different charge sectors. We study symmetry protected topological (SPT) phases in 2+1 dimensional space-time by using this charged entanglement…
In this work, we propose extropy measures based on density copula, distributional copula, and survival copula, and explore their properties. We study the effect of monotone transformations for the proposed measures and obtain bounds. We…
Estimation of mutual information between random variables has become crucial in a range of fields, from physics to neuroscience to finance. Estimating information accurately over a wide range of conditions relies on the development of…
In Science, Reshef et al. (2011) proposed the concept of equitability for measures of dependence between two random variables. To this end, they proposed a novel measure, the maximal information coefficient (MIC). Recently a PNAS paper…
We present a new method to derive exact cumulant expressions of any order of von Neumann entropy over Hilbert-Schmidt ensemble. The new method uncovers hidden cumulant structures that decouple each cumulant in a summation-free manner into…
Handling highly dependent data is crucial in clinical trials, particularly in fields related to ophthalmology. Incorrectly specifying the dependency structure can lead to biased inferences. Traditionally, models rely on three fixed…
In modern high-throughput applications, it is important to identify pairwise associations between variables, and desirable to use methods that are powerful and sensitive to a variety of association relationships. We describe RankCover, a…
The dynamics of a power system with a significant presence of renewable energy resources are growing increasingly nonlinear. This nonlinearity is a result of the intermittent nature of these resources and the switching behavior of their…
The topological entanglement entropy is used to measure long-range quantum correlations in the ground state of topological phases. Here we obtain closed form expressions for topological entropy of (2+1)- and (3+1)-dimensional loop gas…
In this paper we seek to understand what current knowledge of entanglement entropies suggests about the appropriate way to interpret the covariant entropy bound. We first begin by arguing that just as in the classical case, a universal…
Coarse geometry studies metric spaces on the large scale. Our goal here is to study dynamics from a coarse point of view. To this end we introduce a coarse version of topological entropy, suitable for unbounded metric spaces, consistent…