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We review possible measures of complexity which might in particular be applicable to situations where the complexity seems to arise spontaneously. We point out that not all of them correspond to the intuitive (or "naive") notion, and that…

Data Analysis, Statistics and Probability · Physics 2012-08-20 Peter Grassberger

Measurement system analysis aims to quantify the variability in data attributable to the measurement system and evaluate its contribution to overall data variability. This paper conducts a rigorous theoretical investigation of the…

Applications · Statistics 2025-01-31 Banafsheh Lashkari , Shojaeddin Chenouri

We propose a new multivariate dependency measure. It is obtained by considering a Gaussian kernel based distance between the copula transform of the given d-dimensional distribution and the uniform copula and then appropriately normalizing…

Statistics Theory · Mathematics 2019-11-12 Angshuman Roy , Alok Goswami , C. A. Murthy

The partial correlation coefficient is a commonly used measure to assess the conditional dependence between two random variables. We provide a thorough explanation of the partial copula, which is a natural generalization of the partial…

Methodology · Statistics 2017-06-13 Fabian Spanhel , Malte S. Kurz

For general non-Gaussian distributions, the covariance and precision matrices do not encode the independence structure of the variables, as they do for the multivariate Gaussian. This paper builds on previous work to show that for a class…

Machine Learning · Computer Science 2025-08-18 Ujas Shah , Manuel Lladser , Rebecca Morrison

Basic quantum information measures involved in the information analysis of quantum systems are considered. It is shown that the main quantum information measurement methods depend on whether the corresponding quantum events are compatible…

Quantum Physics · Physics 2007-05-23 B. A. Grishanin , V. N. Zadkov

Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…

Methodology · Statistics 2025-06-19 Kontemeniotis Nikolaos , Vargiakakis Rafail , Tsagris Michail

The goal of this research is to derive an approach to assess uncertainty in an arbitrary volume conditioned by sampling data, without using geostatistical simulation. We have accomplished this goal by deriving an numerical tool suitable for…

Methodology · Statistics 2019-07-22 Alvaro I. Riquelme , Julian M. Ortiz

This thesis details a class of partial orders on the space of probability distributions and the space of density operators which capture the idea of information content. Some links to domain theory and computational linguistics are also…

Logic in Computer Science · Computer Science 2017-01-25 John van de Wetering

Recently, the partial information decomposition emerged as a promising framework for identifying the meaningful components of the information contained in a joint distribution. Its adoption and practical application, however, have been…

Information Theory · Computer Science 2018-08-28 Ryan G. James , Jeffrey Emenheiser , James P. Crutchfield

Information and uncertainty are closely related and extensively studied concepts in a number of scientific disciplines such as communication theory, probability theory, and statistics. Increasing the information arguably reduces the…

Probability · Mathematics 2011-08-09 Jiahua Chen

The paper contains results in three areas: First we present a general estimate for tail probabilities of Gaussian quadratic forms with known expectation and variance. Thereafter we analyze the distribution of norms of complex Gaussian…

Probability · Mathematics 2019-03-20 Georg Berschneider , Björn Böttcher

We extend previously proposed measures of complexity, emergence, and self-organization to continuous distributions using differential entropy. This allows us to calculate the complexity of phenomena for which distributions are known. We…

Adaptation and Self-Organizing Systems · Physics 2016-04-01 Guillermo Santamaría-Bonfil , Nelson Fernández , Carlos Gershenson

In the standard picture of structure formation, initially random-phase fluctuations are amplified by non-linear gravitational instability to produce a final distribution of mass which is highly non-Gaussian and has highly coupled Fourier…

Astrophysics · Physics 2009-10-31 Peter Coles , Lung-Yih Chiang

Efficient information processing is crucial for both living organisms and engineered systems. The mutual information rate, a core concept of information theory, quantifies the amount of information shared between the trajectories of input…

Molecular Networks · Quantitative Biology 2025-09-01 Manuel Reinhardt , Age J. Tjalma , Anne-Lena Moor , Christoph Zechner , Pieter Rein ten Wolde

In this article, we study tests of independence for data with arbitrary distributions in the non-serial case, i.e., for independent and identically distributed random vectors, as well as in the serial case, i.e., for time series. These…

Methodology · Statistics 2023-06-13 Bouchra R. Nasri , Bruno N. Remillard

We give a new insight into the upper bounding of the 3-SAT threshold by the first moment method. The best criteria developed so far to select the solutions to be counted discriminate among neighboring solutions on the basis of uniform…

Discrete Mathematics · Computer Science 2010-04-19 Thomas Hugel , Yacine Boufkhad

Relevance of key quantum information measures for analysis of quantum systems is discussed. It is argued that possible ways of measuring quantum information are based on compatibility/incompatibility of the quantum states of a quantum…

Quantum Physics · Physics 2015-06-26 B. A. Grishanin , V. N. Zadkov

The information that two random variables $Y$, $Z$ contain about a third random variable $X$ can have aspects of shared information (contained in both $Y$ and $Z$), of complementary information (only available from $(Y,Z)$ together) and of…

Information Theory · Computer Science 2015-03-05 Johannes Rauh , Nils Bertschinger , Eckehard Olbrich , Jürgen Jost

We develop the information-theoretical concepts required to study the statistical dependencies among three variables. Some of such dependencies are pure triple interactions, in the sense that they cannot be explained in terms of a…

Computation and Language · Computer Science 2015-09-02 Damián G. Hernández , Damián H. Zanette , Inés Samengo