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One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

Identifying dissipation is essential for understanding the physical mechanisms underlying nonequilibrium processes. {In living systems, for example, the dissipation is directly related to the hydrolysis of fuel molecules such as adenosine…

Statistical Mechanics · Physics 2019-09-02 Ignacio A. Martínez , Gili Bisker , Jordan M. Horowitz , Juan M. R. Parrondo

Objective: Functional coupling between the motor cortex and muscle activity is commonly detected and quantified by cortico-muscular coherence (CMC) or Granger causality (GC) analysis, which are applicable only to linear couplings and are…

Signal Processing · Electrical Eng. & Systems 2021-08-18 Zhenghao Guo , Verity M. McClelland , Osvaldo Simeone , Kerry R. Mills , Zoran Cvetkovic

Graph based entropy, an index of the diversity of events in their distribution to parts of a co-occurrence graph, is proposed for detecting signs of structural changes in the data that are informative in explaining latent dynamics of…

Social and Information Networks · Computer Science 2019-05-03 Yukio Ohsawa

Identifying dependencies among variables in a complex system is an important problem in network science. Structural equation models (SEM) have been used widely in many fields for topology inference, because they are tractable and…

Signal Processing · Electrical Eng. & Systems 2020-03-20 Bakht Zaman , Luis Miguel Lopez Ramos , Baltasar Beferull-Lozano

We present a topological framework for analysing neural time series that integrates Transfer Entropy (TE) with directed Persistent Homology (PH) to characterize information flow in spiking neural systems. TE quantifies directional influence…

Neurons and Cognition · Quantitative Biology 2025-08-27 Dylan Peek , Siddharth Pritam , Matthew P. Skerritt , Stephan Chalup

We present Entropy Adaptive Decoding (EAD), a novel approach for efficient language model inference that dynamically switches between different-sized models based on prediction uncertainty. By monitoring rolling entropy in model logit…

Machine Learning · Computer Science 2025-02-12 Toby Simonds

The ordinal approach to evaluate time series due to innovative works of Bandt and Pompe has increasingly established itself among other techniques of nonlinear time series analysis. In this paper, we summarize and generalize the theory of…

Dynamical Systems · Mathematics 2017-10-19 Karsten Keller , Sergiy Maksymenko , Inga Stolz

Most methods for estimating configurational entropy from molecular simulation data yield upper limits except for harmonic systems where they are exact. Problems arise at diffusive systems and the presence of conformational transitions.…

Chemical Physics · Physics 2019-10-22 Jürgen Schlitter , Matthias Massarczyk

Time-delay systems are, in many ways, a natural set of dynamical systems for natural scientists to study because they form an interface between abstract mathematics and data. However, they are complicated because past states must be…

Chaotic Dynamics · Physics 2007-10-16 D. J. Albers , Fatihcan M. Atay

We propose a new way of investigating phase transitions in the context of information theory. We use an information-entropic measure of spatial complexity known as configurational entropy (CE) to quantify both the storage and exchange of…

Statistical Mechanics · Physics 2018-03-23 Damian Sowinski , Marcelo Gleiser

We define a new complex-valued measure of information called the timelike entanglement entropy (EE) which in the boundary theory can be viewed as a Wick rotation that changes a spacelike boundary subregion to a timelike one. An explicit…

High Energy Physics - Theory · Physics 2025-08-06 Kazuki Doi , Jonathan Harper , Ali Mollabashi , Tadashi Takayanagi , Yusuke Taki

Marginal expected shortfall (MES) is an important measure when assessing and quantifying the contribution of the financial institution to a systemic crisis. In this paper, we propose time-lagged marginal expected shortfall (TMES) as a…

Methodology · Statistics 2025-05-08 Jiajun Liu , Xuannan Liu , Yuwei Zhao

Like natural complex systems such as the Earth's climate or a living cell, semiconductor lithography systems are characterized by nonlinear dynamics across more than a dozen orders of magnitude in space and time. Thousands of sensors…

Information Theory · Computer Science 2021-04-07 Errol Zalmijn , Tom Heskes , Tom Claassen

In this paper, we consider two questions about topological entropy of dynamical systems. We propose to resolve these questions by the same approach of using \'etale analogs of topological and algebraic dynamical systems. The first question…

Dynamical Systems · Mathematics 2018-01-24 Tuyen Trung Truong

This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…

Statistics Theory · Mathematics 2018-12-11 Natalie Neumeyer , Marek Omelka , Sarka Hudecova

Dependence strucuture estimation is one of the important problems in machine learning domain and has many applications in different scientific areas. In this paper, a theoretical framework for such estimation based on copula and copula…

Machine Learning · Computer Science 2019-09-11 Jian Ma , Zengqi Sun

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

Several studies demonstrate that there are critical differences between real wireless networks and simulation models. This finding has permitted to extract spatial and temporal properties for links and to provide efficient methods as biased…

Networking and Internet Architecture · Computer Science 2012-07-12 Mohamed-Haykel Zayani , Vincent Gauthier , Djamal Zeghlache