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Permutation Entropy (PE) is a powerful tool for quantifying the complexity of a signal which includes measuring the regularity of a time series. Additionally, outside of entropy and information theory, permutations have recently been…

Data Analysis, Statistics and Probability · Physics 2024-09-05 Audun D. Myers , Max M. Chumley , Firas A. Khasawneh

With the aim of generalizing histogram statistics to higher dimensional cases, density estimation via discrepancy based sequential partition (DSP) has been proposed to learn an adaptive piecewise constant approximation defined on a binary…

Machine Learning · Statistics 2025-12-23 Zhengyang Lei , Lirong Qu , Sihong Shao , Yunfeng Xiong

Over the last years, radio detection has matured to become a competitive method for the detection of air showers. Arrays of thousands of antennas are now envisioned for the detection of cosmic rays of ultra high energy or neutrinos of…

In this paper, we developed a novel method of nonparametric relative entropy (RlEn) for modelling loss of complexity in intermittent time series. The method consists of two steps. We first fit a nonlinear autoregressive model to each…

Methodology · Statistics 2025-01-08 Jie Li , Jian Zhang , Samantha L. Winter , Mark Burnley

Temporal data, obtained in the setting where it is only possible to observe one time point per experiment, is widely used in different research fields, yet remains insufficiently addressed from the statistical point of view. Such data often…

Methodology · Statistics 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

Anomaly detection when observing a large number of data streams is essential in a variety of applications, ranging from epidemiological studies to monitoring of complex systems. High-dimensional scenarios are usually tackled with…

Methodology · Statistics 2025-12-18 Ivo V. Stoepker , Rui M. Castro , Ery Arias-Castro , Edwin van den Heuvel

Many measurements on soft condensed matter (e.g., biological and materials) systems track low-dimensional observables projected from the full system phase space as a function of time. Examples are dynamic structure factors, spectroscopic…

Statistical Mechanics · Physics 2021-02-03 Alessio Lapolla , Jeremy C. Smith , Aljaž Godec

Quantifying the complexity and irregularity of time series data is a primary pursuit across various data-scientific disciplines. Sample entropy (SampEn) is a widely adopted metric for this purpose, but its reliability is sensitive to the…

Applications · Statistics 2024-05-13 Zachary Blanks , Donald E. Brown

This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…

Methodology · Statistics 2014-07-14 Flore Harlé , Florent Chatelain , Cédric Gouy-Pailler , Sophie Achard

Climate change poses increasingly complex challenges to our society. Extreme weather events such as floods, wild fires or droughts are becoming more frequent, spontaneous and difficult to foresee or counteract. In this work we specifically…

Machine Learning · Computer Science 2024-01-08 Teodor Chiaburu , Felix Biessmann

Despite recent advances in subquadratic attention mechanisms or state-space models, processing long token sequences still imposes significant computational requirements. Token merging has emerged as a solution to increase computational…

Machine Learning · Computer Science 2025-08-06 Leon Götz , Marcel Kollovieh , Stephan Günnemann , Leo Schwinn

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

The major problem in information theoretic analysis of neural responses and other biological data is the reliable estimation of entropy--like quantities from small samples. We apply a recently introduced Bayesian entropy estimator to…

Data Analysis, Statistics and Probability · Physics 2009-09-29 Ilya Nemenman , William Bialek , Rob de Ruyter van Steveninck

We demonstrate the use of spatially encoded magnetic resonance to quantify ensemble dynamics of microscopic particles below the spatial resolution. By evaluating time series of k-space data-points, k-dependent motion patterns can be…

Instrumentation and Detectors · Physics 2018-05-16 Volker Herold , Thomas Kampf , Peter Michael Jakob

In its continuous version, the entropy functional measuring the information content of a given probability density may be plagued by a "measure" problem that results from improper weighting of phase space. This issue is addressed…

Statistical Mechanics · Physics 2011-06-08 P. Maynar , E. Trizac

Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…

Information Theory · Computer Science 2020-12-22 Yuval Shalev , Amichai Painsky , Irad Ben-Gal

The characterization of many-body correlations provides a powerful tool for analyzing correlated quantum materials. However, experimental extraction of quantum entanglement in correlated electronic systems remains an open problem in…

Strongly Correlated Electrons · Physics 2023-04-21 Faluke Aikebaier , Teemu Ojanen , Jose L. Lado

Time series anomaly detection is an important process for system monitoring and model switching, among other applications in cyber-physical systems. In this document, we present a fast subspace method for time series anomaly detection, with…

Systems and Control · Electrical Eng. & Systems 2022-05-23 Fredy Vides , Esteban Segura , Carlos Vargas-Agüero

We develop a general theoretical framework for measurement protocols employing statistical correlations of randomized measurements. We focus on locally randomized measurements implemented with local random unitaries in quantum lattice…

Quantum Physics · Physics 2019-05-21 Andreas Elben , Benoît Vermersch , Christian F. Roos , Peter Zoller

Given the growing environmental challenges, accurate monitoring and prediction of changes in water bodies are essential for sustainable management and conservation. The Continuous Monitoring of Land Disturbance (COLD) algorithm provides a…

Machine Learning · Computer Science 2025-04-07 Huong Pham , Samuel Cheng , Tao Hu , Chengbin Deng