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Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…

Information Theory · Computer Science 2019-05-28 David Sigtermans

We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…

Probability · Mathematics 2013-03-14 Tomoyuki Ichiba , Mykhaylo Shkolnikov

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

A novel method for correlation analysis using scale-dependent Renyi entropies is described. The method involves calculating the entropy of a data distribution as an explicit function of the scale of a d-dimensional partition of d-cubes,…

Mathematical Physics · Physics 2007-05-23 J. G. Reid , T. A. Trainor

Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…

Statistical Mechanics · Physics 2020-07-22 Subhajit Acharya , Biman Bagchi

This paper is devoted to the study of the Bayesian-inference approach in the context of estimating the dipole coupling strength in matter-field interactions. In particular, we consider the simplest model of a two-level system interacting…

Quantum Physics · Physics 2021-01-06 József Zsolt Bernád , Claudio Sanavio , André Xuereb

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…

Quantitative Methods · Quantitative Biology 2015-10-05 Christian A. Yates , Mark B. Flegg

In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements.…

Analysis of PDEs · Mathematics 2018-10-03 Manh Hong Duong , Julian Tugaut

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

This thesis develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2020-11-18 Yixiang Mao

Relative entropy, as a divergence metric between two distributions, can be used for offline change-point detection and extends classical methods that mainly rely on moment-based discrepancies. To build a statistical test suitable for this…

Methodology · Statistics 2025-12-19 Matthieu Garcin , Louis Perot

In statistical physics, if we successively divide an equilibrium system into two parts, we will face a situation that, within a certain length $\xi$, the physics of a subsystem is no longer the same as the original system. Then the…

Quantum Physics · Physics 2009-11-13 Shi-Jian Gu , Chang-Pu Sun , Hai-Qing Lin

We develop a drift-diffusion equation that describes electron spin polarization density in two-dimensional electron systems. In our approach, superpositions of spin-up and spin-down states are taken into account, what distinguishes our…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Yuriy V. Pershin

We derive a functional for the entropy contributed by any microscopic degrees of freedom as arising from their measurable pair correlations. Applicable both in and out of equilibrium, this functional yields the maximum entropy which a…

Statistical Mechanics · Physics 2023-02-17 Benjamin Sorkin , Joshua Ricouvier , Haim Diamant , Gil Ariel

Information-theoretic quantities, such as entropy, are used to quantify the amount of information a given variable provides. Entropies can be used together to compute the mutual information, which quantifies the amount of information two…

Data Analysis, Statistics and Probability · Physics 2014-12-22 Kevin H. Knuth , Deniz Gençağa , William B. Rossow

This paper mainly discusses the diffusion on complex networks with time-varying couplings. We propose a model to describe the adaptive diffusion process of local topological and dynamical information, and find that the Barabasi-Albert…

Physics and Society · Physics 2018-12-11 Ruiwu Niu , Xiaoqun Wu , Ju-an Lu , Jinhu Lv

Detailed calculations of the transport coefficients of a recently introduced particle-based model for fluid dynamics with a non-ideal equation of state are presented. Excluded volume interactions are modeled by means of biased stochastic…

Soft Condensed Matter · Physics 2010-12-06 Thomas Ihle

Many theoretical expressions of dissipation along non-equilibrium processes have been proposed. However, they have not been fully verified by experiments. Especially for systems strongly interacting with environments the connection between…

Statistical Mechanics · Physics 2019-12-03 Ketan Goyal , Xian He , Ryoichi Kawai

This work introduces a new class of cross-diffusion systems for studying overcrowding dispersal of two species. The approach, based on proximal minimization energy through a minimum flow process, offers a potential generalization of…

Analysis of PDEs · Mathematics 2024-05-27 Noureddine Igbida

The method of optimizing entropy is used to (i) conduct Asymptotic Hypothesis Testing and (ii) determine the particle distribution for which Entropy is maximized. This paper focuses on two related applications of Information Theory:…

Statistics Theory · Mathematics 2016-03-09 Khizar Qureshi