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Related papers: Some Thoughts on Symbolic Transfer Entropy

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Measuring meaning is a central problem in cultural sociology and word embeddings may offer powerful new tools to do so. But like any tool, they build on and exert theoretical assumptions. In this paper I theorize the ways in which word…

Computation and Language · Computer Science 2021-07-23 Alina Arseniev-Koehler

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

Machine learning algorithms are designed to capture complex relationships between features. In this context, the high dimensionality of data often results in poor model performance, with the risk of overfitting. Feature selection, the…

Machine Learning · Computer Science 2023-10-18 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli

Whereas for strings, higher-order empirical entropy is the standard entropy measure, several different notions of empirical entropy for trees have been proposed in the past, notably label entropy, degree entropy, conditional versions of the…

Information Theory · Computer Science 2020-06-03 Danny Hucke , Markus Lohrey , Louisa Seelbach Benkner

This study investigates entropy's potential for analyzing scientific research patterns across disciplines. Originating from thermodynamics, entropy now measures uncertainty and diversity in information systems. We examine Shannon Entropy,…

Physics and Society · Physics 2025-03-27 Yujie Shi , Alex Jie Yang , Sanhong Deng

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

We introduce a new measure of interdependence among the components of a random vector along the main diagonal of the vector copula, i.e. along the line $u_{1}=\ldots=u_{J}$, for $\left(u_{1},\ldots,u_{J}\right)\in\left[0,1\right]^{J}$. Our…

Methodology · Statistics 2014-08-29 Jhan Rodríguez , András Bárdossy

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

Probability · Mathematics 2019-10-03 Servet Martínez

Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce increment entropy to measure the complexity of time series in which each increment is mapped into a word of two letters,…

Data Analysis, Statistics and Probability · Physics 2016-01-20 Xiaofeng Liu , Aimin Jiang , Ning Xu , Jianru Xue

In this paper we develop the concept of information transfer between the Borel-measurable sets for a dynamical system described by a measurable space and a non-singular transformation. The concept is based on how Shannon entropy is…

Systems and Control · Electrical Eng. & Systems 2019-10-01 Subhrajit Sinha , Umesh Vaidya , Enoch Yeung

Symbolic regression (SR) aims to find symbolic expressions that describe datasets. Due to its inherent interpretability, is a powerful paradigm for scientific discovery. Recent advances have expanded SR to describe related phenomena using a…

Machine Learning · Computer Science 2026-03-31 Viktor Martinek , Roland Herzog

This paper introduces an objective metric for evaluating a parsing scheme. It is based on Shannon's original work with letter sequences, which can be extended to part-of-speech tag sequences. It is shown that this regular language is an…

cmp-lg · Computer Science 2008-02-03 Caroline Lyon , Stephen Brown

A method for analyzing sequential data sets, similar to the permutation entropy one, is discussed. The characteristic features of this method are as follows: it preserves information about equal values, if any, in the embedding vectors; it…

Data Analysis, Statistics and Probability · Physics 2023-06-16 Alexander Vidybida

Measuring the complexity of high-dimensional data in physical systems becomes a critical factor in determining the information and quality of the systems. However, traditional metrics, such as Lyapunov exponent, fractal dimension, and…

Physics and Society · Physics 2026-03-03 Seong-Gyun Im , Taewoo Kang , S. Joon Kwon

Entropy Estimation is an important problem with many applications in cryptography, statistic,machine learning. Although the estimators optimal with respect to the sample complexity have beenrecently developed, there are still some…

Data Structures and Algorithms · Computer Science 2020-02-24 Maciej Skorski

Complexity measures are essential to understand complex systems and there are numerous definitions to analyze one-dimensional data. However, extensions of these approaches to two or higher-dimensional data, such as images, are much less…

Data Analysis, Statistics and Probability · Physics 2012-12-27 H. V. Ribeiro , L. Zunino , E. K. Lenzi , P. A. Santoro , R. S. Mendes

We introduce the entropic measure transform (EMT) problem for a general process and prove the existence of a unique optimal measure characterizing the solution. The density process of the optimal measure is characterized using a…

Mathematical Finance · Quantitative Finance 2019-02-22 Renjie Wang , Cody Hyndman , Anastasis Kratsios

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

Entropy is a very useful concept from physics that tries to explain how a system behaves from a point of view of the thermodynamics. However, there are two ways to explain entropy, and it depends on if we are studying a microsystem or a…

General Finance · Quantitative Finance 2024-07-02 Martin Pomares Calero

We propose a method for inferring entropy production (EP) in high-dimensional stochastic systems, including many-body systems and non-Markovian systems with long memory. Standard techniques for estimating EP become intractable in such…

Statistical Mechanics · Physics 2026-02-20 Miguel Aguilera , Sosuke Ito , Artemy Kolchinsky