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Related papers: Estimating Transfer Entropy via Copula Entropy

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Evaluating the entropy production (EP) along a stochastic trajectory requires the knowledge of the system probability distribution, an ensemble quantity notoriously difficult to measure. In this paper, we show that the EP of nonautonomous…

Statistical Mechanics · Physics 2015-06-18 Gregory Bulnes Cuetara , Massimiliano Esposito , Alberto Imparato

We present a new non-parametric estimator of the conditional density of the kernel type. It is based on an efficient transformation of the data by quantile transform. By use of the copula representation, it turns out to have a remarkable…

Methodology · Statistics 2008-06-13 Olivier P. Faugeras

In causality, estimating the effect of a treatment without confounding inference remains a major issue because requires to assess the outcome in both case with and without treatment. Not being able to observe simultaneously both of them,…

Machine Learning · Computer Science 2021-12-09 Celine Beji , Florian Yger , Jamal Atif

Similarity-sensitive entropy measures the uncertainty of a probability law relative to a similarity kernel that encodes the distinguishability between states. We develop a measure-theoretic treatment covering both finite similarity matrices…

Probability · Mathematics 2026-05-29 Joseph Samuel Miller

The dispersion coefficient of the constant phase element (CPE) is typically treated as an empirical fitting parameter in the analysis of impedance spectroscopy data, with no clear physical meaning. Here we seek to establish a energy-based…

Applied Physics · Physics 2025-10-22 Anis Allagui , Enrique H. Balaguera , Ahmed Elwakil

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

Time series forecasting is an important task that involves analyzing temporal dependencies and underlying patterns (such as trends, cyclicality, and seasonality) in historical data to predict future values or trends. Current deep…

Machine Learning · Computer Science 2025-12-01 Jieting Wang , Huimei Shi , Feijiang Li , Xiaolei Shang

Information transfer between time series is calculated by using the asymmetric information-theoretic measure known as transfer entropy. Geweke's autoregressive formulation of Granger causality is used to find linear transfer entropy, and…

Data Analysis, Statistics and Probability · Physics 2023-03-24 Z. Keskin , T. Aste

Covariate balance is a conventional key diagnostic for methods used estimating causal effects from observational studies. Recently, there is an emerging interest in directly incorporating covariate balance in the estimation. We study a…

Methodology · Statistics 2017-02-14 Qingyuan Zhao , Daniel Percival

The maximum entropy principle (MEP) apparently allows us to derive, or justify, fundamental results of equilibrium statistical mechanics. Because of this, a school of thought considers the MEP as a powerful and elegant way to make…

Statistical Mechanics · Physics 2015-12-09 Gennaro Auletta , Lamberto Rondoni , Angelo Vulpiani

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…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

We introduce "Replicated Entanglement Entropy (REE)" as the entanglement entropy of a subspace in a replicated theory. We calculate this quantity by replicating the original theory in two steps along the same entangling region and taking…

High Energy Physics - Theory · Physics 2016-02-11 Amir Esmaeil Mosaffa

We introduce a broadly applicable statistical procedure for testing which parametric distribution family generated a random sample of data. The method, termed the Difference in Differential Entropy (DDE) test, provides a unified framework…

Econometrics · Economics 2025-12-15 Ron Mittelhammer , George Judge , Miguel Henry

Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions. This paper presents estimators of entropy via inference…

Machine Learning · Statistics 2022-12-13 Feras A. Saad , Marco Cusumano-Towner , Vikash K. Mansinghka

A new form of two-photon exchange(TPE) effect is studied to explain the discrepancy between unpolarized and polarized experimental data in elastic $ep$ scattering. The mechanism is based on a simple idea that apart from the usual TPE…

High Energy Physics - Phenomenology · Physics 2015-06-18 Hong-Yu Chen , Hai-Qing Zhou

We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data,…

Econometrics · Economics 2025-11-04 Xuelin Yang , Licong Lin , Susan Athey , Michael I. Jordan , Guido W. Imbens

In nonlinear dynamics, and to a lesser extent in other fields, a widely used measure of complexity is the Permutation Entropy. But there is still no known method to determine the accuracy of this measure. There has been little research on…

Methodology · Statistics 2017-11-22 Francisco Traversaro , Francisco Redelico

To infer information flow in any network of agents, it is important first and foremost to establish causal temporal relations between the nodes. Practical and automated methods that can infer causality are difficult to find, and the subject…

Neural and Evolutionary Computing · Computer Science 2024-12-11 Ali Tehrani-Saleh , Christoph Adami

Loss functions play a crucial role in deep metric learning thus a variety of them have been proposed. Some supervise the learning process by pairwise or tripletwise similarity constraints while others take advantage of structured similarity…

Machine Learning · Computer Science 2019-11-25 Xinshao Wang , Elyor Kodirov , Yang Hua , Neil Robertson

Topological entanglement entropy (TEE) is an efficient way to detect topological order in the ground state of gapped Hamiltonians. The seminal work of Kitaev and Preskill~\cite{preskill-kitaev-tee} and simultaneously by Levin and…

Quantum Physics · Physics 2026-05-05 Joydeep Naskar , Sai Satyam Samal