Related papers: Estimating entropy rate from censored symbolic tim…
In this work we implement the so-called matching time estimators for estimating the entropy rate as well as the entropy production rate for symbolic sequences. These estimators are based on recurrence properties of the system, which have…
Measuring entropy production of a system directly from the experimental data is highly desirable since it gives a quantifiable measure of the time-irreversibility for non-equilibrium systems and can be used as a cost function to optimize…
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…
Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…
The rate of entropy production provides a useful quantitative measure of a non-equilibrium system and estimating it directly from time-series data from experiments is highly desirable. Several approaches have been considered for stationary…
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…
Estimating the dissipation, or the entropy production rate (EPR), can provide insights into the underlying mechanisms of nonequilibrium driven processes. Experimentally, however, only partial information can be accessed, and the ability to…
The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…
The goal of this paper is to develop an estimate for the entropy of random long-range correlated symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov…
The entropy production rate is central to the study of non-equilibrium systems. This parameter is closely connected to violation of time-reversal symmetry, energy consumption, efficiency, and other properties of interest; in short, it…
Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…
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…
Living systems operate far from thermal equilibrium by converting the chemical potential of ATP into mechanical work to achieve growth, replication or locomotion. Given time series observations of intra-, inter- or multicellular processes,…
The rate of entropy production by a stochastic process quantifies how far it is from thermodynamic equilibrium. Equivalently, entropy production captures the degree to which detailed balance and time-reversal symmetry are broken. Despite…
We derive a bound for entropy production in terms of the mean of normalizable path-antisymmetric observables. The optimal observable for this bound is shown to be the signum of entropy production, which is often easier determined or…
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…
Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…
Estimating entropy production from real observation data can be difficult due to finite resolution in both space and time and finite measurement statistics. We characterize the statistical error introduced by finite sample size and compare…
There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…
Predictability of behavior has emerged an an important characteristic in many fields including biology, medicine, and marketing. Behavior can be recorded as a sequence of actions performed by an individual over a given time period. This…