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Most natural and engineered information-processing systems transmit information via signals that vary in time. Computing the information transmission rate or the information encoded in the temporal characteristics of these signals, requires…

Molecular Networks · Quantitative Biology 2023-10-27 Manuel Reinhardt , Gašper Tkačik , Pieter Rein ten Wolde

The ability to quantify information transmission is crucial for the analysis and design of natural and engineered systems. The information transmission rate is the fundamental measure for systems with time-varying signals, yet computing it…

Biological Physics · Physics 2025-09-26 Manuel Reinhardt , Gašper Tkačik , Pieter Rein ten Wolde

'Causal' direction is of great importance when dealing with complex systems. Often big volumes of data in the form of time series are available and it is important to develop methods that can inform about possible causal connections between…

Statistical Mechanics · Physics 2014-01-24 Fatimah Abdul Razak , Henrik Jeldtoft Jensen

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

Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Data Analysis, Statistics and Probability · Physics 2025-11-27 Alec Kirkley

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

Transfer entropy (TE) is a popular measure of information flow found to perform consistently well in different settings. Symbolic transfer entropy (STE) is defined similarly to TE but on the ranks of the components of the reconstructed…

Chaotic Dynamics · Physics 2010-07-05 Dimitris Kugiumtzis

We address the problem of evaluating the transfer entropy (TE) produced by biochemical reactions from experimentally measured data. Although these reactions are generally non-linear and non-stationary processes making it challenging to…

For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information transmission above which a given compact subset of the state…

Systems and Control · Electrical Eng. & Systems 2020-04-13 Mahendra Singh Tomar , Christoph Kawan , Pushpak Jagtap , Majid Zamani

Causal discovery is a fundamental problem in statistics and has wide applications in different fields. Transfer Entropy (TE) is a important notion defined for measuring causality, which is essentially conditional Mutual Information (MI).…

Machine Learning · Computer Science 2021-03-09 Jian Ma

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of…

Information Theory · Computer Science 2015-11-24 Patricia Wollstadt , Mario Martínez-Zarzuela , Raul Vicente , Francisco J. Díaz-Pernas , Michael Wibral

Transfer entropy measures directed information flow in time series, and it has become a fundamental quantity in applications spanning neuroscience, finance, and complex systems analysis. However, existing estimation methods suffer from the…

Machine Learning · Computer Science 2026-04-10 Simon Pedro Galeano Munoz , Mustapha Bounoua , Giulio Franzese , Pietro Michiardi , Maurizio Filippone

Energy efficiency is a big concern in industrial sectors. Finding the root cause of anomaly state of energy efficiency can help to improve energy efficiency of industrial systems and therefore save energy cost. In this research, we propose…

Machine Learning · Computer Science 2024-01-12 Jian Ma

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

Transfer entropy (TE) is an attractive model-free method to detect causality and infer structural connectivity of general digital systems. However it relies on high dimensions used in its definition to clearly remove the memory effect and…

Quantitative Methods · Quantitative Biology 2019-05-13 Zhong-Qi Kyle Tian , Douglas Zhou , David Cai

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences,…

Applications · Statistics 2015-06-05 Lionel Barnett , Terry Bossomaier

Information entropy has been proved to be an effective tool to quantify the structural importance of complex networks. In the previous work (Xu et al, 2016 \cite{xu2016}), we measure the contribution of a path in link prediction with…

Social and Information Networks · Computer Science 2017-03-08 Zhongqi Xu , Cunlai Pu , Rajput Ramiz Sharafat , Lunbo Li , Jian Yang

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

The accurate estimation of human activity in cities is one of the first steps towards understanding the structure of the urban environment. Human activities are highly granular and dynamic in spatial and temporal dimensions. Estimating…

Information Theory · Computer Science 2025-01-14 Roberto Murcio , Balamurugan Soundararaj

To efficiently evaluate system reliability based on Monte Carlo simulation, importance sampling is used widely. The optimal importance sampling density was derived in 1950s for the deterministic simulation model, which maps an input to an…

Methodology · Statistics 2019-06-04 Quoc Dung Cao , Youngjun Choe
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