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Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and natural language processing. A number of approaches have been…

Methodology · Statistics 2023-03-22 Ioannis Papageorgiou , Ioannis Kontoyiannis

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

Chaos, or exponential sensitivity to small perturbations, appears everywhere in nature. Moreover, chaos is predicted to play diverse functional roles in living systems. A method for detecting chaos from empirical measurements should…

Quantitative Methods · Quantitative Biology 2020-01-13 Daniel Toker , Friedrich T. Sommer , Mark D'Esposito

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

Sampling considerations limit the experimental conditions under which information theoretic analyses of neurophysiological data yield reliable results. We develop a procedure for computing the full temporal entropy and information of…

Biological Physics · Physics 2009-11-06 Simon R. Schultz , Stefano Panzeri

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

We present some new results which relate information to chaotic dynamics. In our approach the quantity of information is measured by the Algorithmic Information Content (Kolmogorov complexity) or by a sort of computable version of it…

Statistical Mechanics · Physics 2007-05-23 V. Benci , C. Bonanno , S. Galatolo , G. Menconi , M. Virgilio

Stochastic differential equations (SDEs) are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to…

Methodology · Statistics 2017-11-08 Philipp Frank , Theo Steininger , Torsten A. Enßlin

Analyzing and controlling system entropy is a powerful tool for regulating predictability of control systems. Applications benefiting from such approaches range from reinforcement learning and data security to human-robot collaboration. In…

Systems and Control · Electrical Eng. & Systems 2026-03-06 Menno van Zutphen , Giannis Delimpaltadakis , Duarte J. Antunes

In this paper, we present some results on information, complexity and entropy as defined below and we discuss their relations with the Kolmogorov-Sinai entropy which is the most important invariant of a dynamical system. These results have…

Dynamical Systems · Mathematics 2019-08-17 Vieri Benci , Claudio Bonanno , Stefano Galatolo , Giulia Menconi , Federico Ponchio

Temporal variations in biological systems and more generally in natural sciences are typically modelled as a set of Ordinary, Partial, or Stochastic Differential or Difference Equations. Algorithms for learning the structure and the…

Molecular Networks · Quantitative Biology 2019-01-23 Yannis Pantazis , Ioannis Tsamardinos

The problem of defining and studying complexity of a time series has interested people for years. In the context of dynamical systems, Grassberger has suggested that a slow approach of the entropy to its extensive asymptotic limit is a sign…

Data Analysis, Statistics and Probability · Physics 2009-11-07 William Bialek , Ilya Nemenman , Naftali Tishby

In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…

Systems and Control · Computer Science 2016-09-28 Vasileios Tzoumas , Nikolay A. Atanasov , Ali Jadbabaie , George J. Pappas

We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We…

Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. This leads in some cases to symmetry-broken space-time…

Statistical Mechanics · Physics 2019-08-23 Carlos Pérez-Espigares , Pablo I. Hurtado

Sparse system identification is the data-driven process of obtaining parsimonious differential equations that describe the evolution of a dynamical system, balancing model complexity and accuracy. There has been rapid innovation in system…

Machine Learning · Computer Science 2023-02-22 Alan A. Kaptanoglu , Lanyue Zhang , Zachary G. Nicolaou , Urban Fasel , Steven L. Brunton

The stability analysis of synchronization in time-varying higher-order networked structures (simplicial complexes) is one of the challenging problem due to the presence of time-varying group interactions. In this context, most of the…

Adaptation and Self-Organizing Systems · Physics 2023-08-11 Md Sayeed Anwar , Dibakar Ghosh

Complex networks can be understood as graphs whose connectivity deviates from those of regular or near-regular graphs, which are understood as being `simple'. While a great deal of the attention so far dedicated to complex networks has been…

Data Analysis, Statistics and Probability · Physics 2008-08-29 Luciano da Fontoura Costa , Francisco A. Rodrigues

The purpose of this paper is to establish asymptotic behaviors of time-inhomogeneous multi-scale stochastic differential equations (SDEs). To achieve them, we analyze the evolution system of measures for time-inhomogeneous Markov…

Probability · Mathematics 2024-12-16 Xiaobin Sun , Jian Wang , Yingchao Xie

The synchronization of two stochastically coupled one-dimensional cellular automata (CA) is analyzed. It is shown that the transition to synchronization is characterized by a dramatic increase of the statistical complexity of the patterns…

Cellular Automata and Lattice Gases · Physics 2007-05-23 Juan R. Sánchez , Ricardo López-Ruiz
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