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An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

Efficient simulations of the dynamics of open systems is of wide importance for quantum science and tech-nology. Here, we introduce a generalization of the transfer-tensor, or discrete-time memory kernel, formalism to multi-time measurement…

Quantum Physics · Physics 2020-11-09 Mathias R. Jørgensen , Felix A. Pollock

Transfer entropy has been used to quantify the directed flow of information between source and target variables in many complex systems. While transfer entropy was originally formulated in discrete time, in this paper we provide a framework…

Information Theory · Computer Science 2017-04-05 Richard E. Spinney , Mikhail Prokopenko , Joseph T. Lizier

Continuous time Bayesian networks are investigated with a special focus on their ability to express causality. A framework is presented for doing inference in these networks. The central contributions are a representation of the intensity…

Machine Learning · Statistics 2016-01-26 Jonas Hallgren , Timo Koski

A central task in analyzing complex dynamics is to determine the loci of information storage and the communication topology of information flows within a system. Over the last decade and a half, diagnostics for the latter have come to be…

Statistical Mechanics · Physics 2016-06-20 Ryan G. James , Nix Barnett , James P. Crutchfield

Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…

Machine Learning · Computer Science 2024-09-27 Joseph Massingham , Ole Nielsen , Tore Butlin

Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivariate system and infers only about direct causality. However,…

Methodology · Statistics 2021-02-03 Angeliki Papana , Ariadni Papana-Dagiasis , Elsa Siggiridou

We introduce an accurate and robust technique for accessing causality of network transfer functions given in the form of bandlimited discrete frequency responses. These transfer functions are commonly used to represent the electrical…

Numerical Analysis · Mathematics 2014-11-17 Lyudmyla L. Barannyk , Hazem A. Aboutaleb , Aicha Elshabini , Fred D. Barlow

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

To infer information flow in any network of agents, it is important first and foremost to establish causal temporal relations between the nodes. Practical and automated methods that can infer causality are difficult to find, and the subject…

Neural and Evolutionary Computing · Computer Science 2024-12-11 Ali Tehrani-Saleh , Christoph Adami

Transfer Entropy, a generalisation of Granger Causality, promises to measure "information transfer" from a source to a target signal by ignoring self-predictability of a target signal when quantifying the source-target relationship. A…

Neurons and Cognition · Quantitative Biology 2022-05-23 Christoph Daube , Joachim Gross , Robin A. A. Ince

The spectral density matrix is a fundamental object of interest in time series analysis, and it encodes both contemporary and dynamic linear relationships between component processes of the multivariate system. In this paper we develop…

Statistics Theory · Mathematics 2025-02-04 Jinyuan Chang , Qing Jiang , Tucker S. McElroy , Xiaofeng Shao

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

Detecting coherence transfer in complex quantum networks can be challenging due to uncharacterized experimental conditions and limited system access. Here, we use static and dynamic coherence features to introduce a nonlinear criterion for…

A notion of entropy is introduced for causal fermion systems. This entropy is a measure of the state of disorder of a causal fermion system at a given time compared to the vacuum. The definition is given both in the finite and…

Mathematical Physics · Physics 2021-10-07 Felix Finster

Recent advances in signal processing and information theory are boosting the development of new approaches for the data-driven modelling of complex network systems. In the fields of Network Physiology and Network Neuroscience where the…

Methodology · Statistics 2024-01-23 Laura Sparacino , Yuri Antonacci , Gorana Mijatovic , Luca Faes

In this article we introduce an entropy-based, scale-dependent centrality that is evaluated as the Shannon entropy of the distribution at time t of a continuous-time random walk. It ranks nodes as a function of the time t, which acts as a…

Statistical Mechanics · Physics 2021-08-23 L. R. Schwengber , S. D. Prado , S. R. Dahmen

Transfer entropy (TE) is an information theoretic measure that reveals the directional flow of information between processes, providing valuable insights for a wide range of real-world applications. This work proposes Transfer Entropy…

Information Theory · Computer Science 2025-07-22 Omer Luxembourg , Dor Tsur , Haim Permuter

Measuring the complexity of high-dimensional data in physical systems becomes a critical factor in determining the information and quality of the systems. However, traditional metrics, such as Lyapunov exponent, fractal dimension, and…

Physics and Society · Physics 2026-03-03 Seong-Gyun Im , Taewoo Kang , S. Joon Kwon

Certain quantum sensing protocols rely on qubits that are initialized, coherently driven in the presence of a stimulus to be measured, then read out. Most widely employed pulse sequences used to drive sensing qubits act locally in either…