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We investigate the problem of estimating the causal effect of a treatment on individual subjects from observational data, this is a central problem in various application domains, including healthcare, social sciences, and online…

Methodology · Statistics 2019-01-30 Ahmed M. Alaa , Mihaela van der Schaar

For thermostatted dissipative systems the Fluctuation Theorem gives an analytical expression for the ratio of probabilities that the time averaged entropy production in a finite system observed for a finite time, takes on a specified value…

Statistical Mechanics · Physics 2009-10-31 Denis J. Evans , Debra J. Searles , Emil Mittag

We analyze dynamical properties of the Shannon information entropy of a continuous probability distribution, which is driven by a standard diffusion process. This entropy choice is confronted with another option, employing the conditional…

Statistical Mechanics · Physics 2016-08-31 Piotr Garbaczewski

A derivation of the Fluctuation-Dissipation Theorem for the microcanonical ensemble is presented using linear response theory. The theorem is stated as a relation between the frequency spectra of the symmetric correlation and response…

Statistical Mechanics · Physics 2008-09-12 Marcus V. S. Bonança

Multivariate datasets are common in various real-world applications. Recently, copulas have received significant attention for modeling dependencies among random variables. A copula-based information measure is required to quantify the…

Methodology · Statistics 2024-08-06 Mohd. Arshad , Swaroop Georgy Zachariah , Ashok Kumar Pathak

This paper addresses the problem of distributed detection in fixed and switching networks. A network of agents observe partially informative signals about the unknown state of the world. Hence, they collaborate with each other to identify…

Systems and Control · Computer Science 2016-01-01 Shahin Shahrampour , Alexander Rakhlin , Ali Jadbabaie

We study the response of dynamical systems to finite amplitude perturbation. A generalized Fluctuation-Response relation is derived, which links the average relaxation toward equilibrium to the invariant measure of the system and points out…

Chaotic Dynamics · Physics 2009-11-07 G. Boffetta , G. Lacorata , S. Musacchio , A. Vulpiani

We discuss a system of a nonlinear Kerr-like oscillator externally pumped by ultra-short, external, coherent pulses. For such a system, we analyse the application of the Kullback-Leibler quantum divergence $K[\rho||\sigma]$ to the detection…

Quantum Physics · Physics 2012-04-02 A. Kowalewska-Kudłaszyk , J. K. Kalaga , W. Leoński , V. Cao Long

We derive an exact expression of the response function to an infinitesimal magnetic field for the Ising-Glauber model with arbitrary exchange couplings.nThe result is expressed in terms of thermodynamic averages and does not depend on…

Statistical Mechanics · Physics 2007-05-23 Christophe Chatelain

This work outlines the novel application of the empirical analysis of causation, presented by Kutach, to the study of information theory and its role in physics. The central thesis of this paper is that causation and information are…

History and Philosophy of Physics · Physics 2018-12-04 Geoff Beck

Landauer's principle states that the erasure of one bit of information requires the free energy kT ln 2. We argue that the reliability of the bit erasure process is bounded by the accuracy inherent in the statistical state of the energy…

Quantum Physics · Physics 2007-05-23 Dominik Janzing , Pawel Wocjan , Robert Zeier , Rubino Geiss , Thomas Beth

We introduce an information-theoretic method for quantifying causality in chaotic systems. The approach, referred to as IT-causality, quantifies causality by measuring the information gained about future events conditioned on the knowledge…

Fluid Dynamics · Physics 2023-11-01 Adrián Lozano-Durán , Gonzalo Arranz , Yuenong Ling

Information theory is a practical and theoretical framework developed for the study of communication over noisy channels. Its probabilistic basis and capacity to relate statistical structure to function make it ideally suited for studying…

Neurons and Cognition · Quantitative Biology 2015-01-09 Robin A. A. Ince , Stefano Panzeri , Simon R. Schultz

For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current…

Statistical Mechanics · Physics 2015-12-07 Carlos Pérez-Espigares , Frank Redig , Cristian Giardinà

Nonequilibrium systems exchange the energy with an environment in the form of work and heat. The work done on a system obeys the fluctuation theorem, while the dissipated heat which differs from the work by the internal energy change does…

Statistical Mechanics · Physics 2014-02-04 Jae Dong Noh

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

Accurately determining dependency structure is critical to discovering a system's causal organization. We recently showed that the transfer entropy fails in a key aspect of this---measuring information flow---due to its conflation of dyadic…

Information Theory · Computer Science 2017-11-22 Ryan G. James , James P. Crutchfield

The fluctuation-dissipation theorem requires the presence of thermal noise in viscous fluids. The time and length scales of heavy ion collisions are small enough so that the thermal noise can have a measurable effect on observables. Thermal…

Nuclear Theory · Physics 2015-04-16 C. Young , J. I. Kapusta , C. Gale , S. Jeon , B. Schenke

In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…

Statistical Mechanics · Physics 2007-07-06 Federico Corberi , Eugenio Lippiello , Marco Zannetti

Transient phenomena play a key role in coordinating brain activity at multiple scales, however,their underlying mechanisms remain largely unknown. A key challenge for neural data science is thus to characterize the network interactions at…

Neurons and Cognition · Quantitative Biology 2022-09-16 Kaidi Shao , Nikos K. Logothetis , Michel Besserve