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Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of…

Machine Learning · Computer Science 2021-05-11 Chainarong Amornbunchornvej , Elena Zheleva , Tanya Berger-Wolf

The paper introduces a novel approach to global sensitivity analysis, grounded in the variance-covariance structure of random variables derived from random measures. The proposed methodology facilitates the application of…

Methodology · Statistics 2025-10-20 Caleb Deen Bastian , Herschel Rabitz , Grzegorz A Rempala

Uncertainty relations give upper bounds on the accuracy by which the outcomes of two incompatible measurements can be predicted. While established uncertainty relations apply to cases where the predictions are based on purely classical data…

Quantum Physics · Physics 2012-10-18 Marco Tomamichel , Renato Renner

A measure called Physical Complexity is established and calculated for a population of sequences, based on statistical physics, automata theory, and information theory. It is a measure of the quantity of information in an organism's genome.…

Biological Physics · Physics 2011-12-02 Gerard Briscoe , Philippe De Wilde

The increased uncertainty and complexity of nonlinear systems have motivated investigators to consider generalized approaches to defining an entropy function. New insights are achieved by defining the average uncertainty in the probability…

Statistics Theory · Mathematics 2025-11-25 Kenric P. Nelson , Sabir Umarov , Mark A. Kon

This paper is prepared as a contribution to the proceedings after the 12th ICSSUR/Feynfest Conference held in Foz do Iguacu (Brazil) from 2 to 6 May 2011. In the first part I briefy report the topic of entropic uncertainty relations for…

Quantum Physics · Physics 2011-09-29 Łukasz Rudnicki

Heisenberg's uncertainty principle has recently led to general measurement uncertainty relations for quantum systems: incompatible observables can be measured jointly or in sequence only with some unavoidable approximation, which can be…

Quantum Physics · Physics 2017-06-27 Alberto Barchielli , Matteo Gregoratti , Alessandro Toigo

The concept of varentropy has been recently introduced as a dispersion index of the reliability of measure of information. In this paper, we introduce new measures of variability for two measures of uncertainty, the Kerridge inaccuracy…

Probability · Mathematics 2021-12-16 Francesco Buono , Camilla Calì , Maria Longobardi

Under the scenario of generalized measurements, it can be questioned how much of quantum uncertainty can be attributed to measuring device, independent of the uncertainty in the measured system. On the course to answer the question, we…

Quantum Physics · Physics 2016-08-01 Kyunghyun Baek , Wonmin Son

Entropy estimation plays a crucial role in various fields, such as information theory, statistical data science, and machine learning. However, traditional entropy estimation methods often struggle with complex data distributions.…

Methodology · Statistics 2025-05-16 Luca Scrucca

Specially customised Entropies are widely applied in measuring the degree of uncertainties existing in the frame of discernment. However, all of these entropies regard the frame as a whole that has already been determined which dose not…

Artificial Intelligence · Computer Science 2021-02-26 Yuanpeng He

There are numerous characterizations of Shannon entropy and Tsallis entropy as measures of information obeying certain properties. Using work by Faddeev and Furuichi, we derive a very simple characterization. Instead of focusing on the…

Information Theory · Computer Science 2017-08-22 John C. Baez , Tobias Fritz , Tom Leinster

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,…

Applications · Statistics 2015-06-05 Lionel Barnett , Terry Bossomaier

For control systems in discrete time, this paper discusses measure-theoretic invariance entropy for a subset Q of the state space with respect to a quasi-stationary measure obtained by endowing the control range with a probability measure.…

Dynamical Systems · Mathematics 2018-04-05 Fritz Colonius

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked…

Statistical Finance · Quantitative Finance 2018-08-01 Linda Ponta , Anna Carbone

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

The aim of this work is to provide a unified framework for ordinal representations of uncertainty lying at the crosswords between possibility and probability theories. Such confidence relations between events are commonly found in monotonic…

Artificial Intelligence · Computer Science 2012-08-07 Didier Dubois , Helene Fargier

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David H. Wolpert , David R. Wolf

Various theories that aim at unifying gravity with quantum mechanics suggest modifications of the Heisenberg algebra for position and momentum. From the perspective of quantum mechanics, such modifications lead to new uncertainty relations…

We use the $f-divergence$ also called relative entropy as a measure of diversity between probability densities and review its basic properties. In the sequence we define a few objects which capture relevant information from the sample of a…

Statistics Theory · Mathematics 2012-06-20 A. R. Baigorri , C. R. Goncalves , P. A. A. Resende
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