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We propose a novel method of detecting directed interactions of a general dynamic network from measured data. By repeating random state variable resetting of a target node and appropriately averaging over the measurable data, the pairwise…

Data Analysis, Statistics and Probability · Physics 2018-11-14 Rundong Shi , Changbao Deng , Shihong Wang

Recently, we have demonstrated that our approach is a highly effective tool while analysing complex phenomena existing in networks of coupled nonlinear systems. In the present article we present the results of our investigations into a…

Dynamical Systems · Mathematics 2025-07-04 Volodymyr Denysenko , Artur Dabrowski

Experimentally observed networks of interacting dynamical systems are inferred from recorded multivariate time series by evaluating a statistical measure of dependence, usually the cross-correlation coefficient, or mutual information. These…

Data Analysis, Statistics and Probability · Physics 2017-07-03 Milan Palus

We introduce two families of criteria for detecting and quantifying the entanglement of a bipartite quantum state of arbitrary local dimension. The first is based on measurements in mutually unbiased bases and the second is based on…

Quantum Physics · Physics 2023-11-08 Simon Morelli , Marcus Huber , Armin Tavakoli

We study the entanglement detection by using mutually unbiased measurements and provide a quantum separability criterion that can be experimentally implemented for arbitrary $d$-dimensional bipartite systems. We show that this criterion is…

Quantum Physics · Physics 2015-06-22 Bin Chen , Teng Ma , Shao-Ming Fei

Building upon the Chatterjee correlation (2021: J. Am. Stat. Assoc. 116, p2009) for two real-valued variables, this study introduces a generalized measure of directed association between two vector variables, real or complex-valued, and of…

Methodology · Statistics 2024-06-26 Roberto D. Pascual-Marqui , Kieko Kochi , Toshihiko Kinoshita

Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

Methodology · Statistics 2023-06-01 Antonin Arsac , Aurore Lomet , Jean-Philippe Poli

Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…

Methodology · Statistics 2010-08-13 Stefan Haufe , Guido Nolte , Klaus-Robert Mueller , Nicole Kraemer

Dynamic conditional correlation (DCC) is a method that estimates the correlation between two time series across time. Although used primarily in finance so far, DCC has been proposed recently as a model-based estimation method for…

Applications · Statistics 2020-06-05 Aparna John , Toshikazu Ikuta , Janina D Ferbinteanu , Majnu John

Mathematical models are fundamental building blocks in the design of dynamical control systems. As control systems are becoming increasingly complex and networked, approaches for obtaining such models based on first principles reach their…

Machine Learning · Computer Science 2022-07-19 Dominik Baumann , Friedrich Solowjow , Karl H. Johansson , Sebastian Trimpe

Data-based inference of directed interactions in complex dynamical systems is a problem common to many disciplines of science. In this work, we study networks of spatially separate dynamical entities, which could represent physical systems…

Statistical Mechanics · Physics 2024-03-15 Tim Hempel , Sarah A. M. Loos

Learning causal relationships between pairs of complex traits from observational studies is of great interest across various scientific domains. However, most existing methods assume the absence of unmeasured confounding and restrict causal…

Methodology · Statistics 2024-07-17 Wei Li , Rui Duan , Sai Li

The measurement of dynamic correlation functions of quantum systems is complicated by measurement backaction. To facilitate such measurements we introduce a protocol, based on weak ancilla--system couplings, that is applicable to arbitrary…

Quantum Physics · Physics 2017-08-23 Philipp Uhrich , Salvatore Castrignano , Hermann Uys , Michael Kastner

The inference of an underlying network topology from local observations of a complex system composed of interacting units is usually attempted by using statistical similarity measures, such as Cross-Correlation (CC) and Mutual Information…

Data Analysis, Statistics and Probability · Physics 2014-09-03 Nicolás Rubido , Arturo C. Martí , Ezequiel Bianco-Martínez , Celso Grebogi , Murilo S. Baptista , Cristina Masoller

Many statistical applications require the quantification of joint dependence among more than two random vectors. In this work, we generalize the notion of distance covariance to quantify joint dependence among d >= 2 random vectors. We…

Methodology · Statistics 2018-06-18 Shubhadeep Chakraborty , Xianyang Zhang

The entanglement detection via local measurements can be experimentally implemented. Based on mutually unbiased measurements and general symmetric informationally complete positive-operator-valued measures, we present separability criteria…

Quantum Physics · Physics 2018-03-30 Shu-Qian Shen , Ming Li , Xianqing Li-Jost , Shao-Ming Fei

We propose a novel approach to the inverse Ising problem which employs the recently introduced Density Consistency approximation (DC) to determine the model parameters (couplings and external fields) maximizing the likelihood of given…

Statistical Mechanics · Physics 2021-04-01 Alfredo Braunstein , Giovanni Catania , Luca Dall'Asta , Anna Paola Muntoni

Coupled oscillators are prevalent throughout the physical world. Dynamical system formulations of weakly coupled oscillator systems have proven effective at capturing the properties of real-world systems. However, these formulations usually…

Adaptation and Self-Organizing Systems · Physics 2009-06-23 Charles F. Cadieu , Kilian Koepsell

Discovery of causal relations is fundamental for understanding the dynamics of complex systems. While causal interactions are well defined for acyclic systems that can be separated into causally effective subsystems, a mathematical…

Data Analysis, Statistics and Probability · Physics 2017-10-11 Daniel Harnack , Erik Laminski , Klaus Richard Pawelzik

Inference of causality is central in nonlinear time series analysis and science in general. A popular approach to infer causality between two processes is to measure the information flow between them in terms of transfer entropy. Using…

Chaotic Dynamics · Physics 2015-04-16 Jie Sun , Erik M. Bollt