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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

Transfer entropy measures the strength and direction of information flow between different time series. We study the information flow networks of the Chinese stock market and identify important sectors and information flow paths. This paper…

Statistical Finance · Quantitative Finance 2020-04-21 Peng Yue , Qing Cai , Wanfeng Yan , Wei-Xing Zhou

We review the properties of the quantum relative entropy function and discuss its application to problems of classical and quantum information transfer and to quantum data compression. We then outline further uses of relative entropy to…

Quantum Physics · Physics 2007-05-23 Benjamin Schumacher , Michael D. Westmoreland

We propose a decomposition of information flow into housekeeping and excess components for autonomous bipartite systems described by Markov jump processes. We introduce this decomposition using the geometric structure of probability…

Statistical Mechanics · Physics 2026-05-08 Yoh Maekawa , Ryuna Nagayama , Kohei Yoshimura , Sosuke Ito

We pedagogically present the information theory as originally established, explaining its essential ideas and paying attention to the expression employed to measure the amount of information. Also we discussed relationships between…

Quantum Physics · Physics 2019-12-10 Wallas S. Nascimento , Marcos M. de Almeida , Frederico V. Prudente

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

In this article, we review a general theoretical framework of thermodynamics of information on the basis of Bayesian networks. This framework can describe a broad class of nonequilibrium dynamics of multiple interacting systems with complex…

Statistical Mechanics · Physics 2018-07-23 Sosuke Ito , Takahiro Sagawa

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

Quantifying the directionality of information flow is instrumental in understanding, and possibly controlling, the operation of many complex systems, such as transportation, social, neural, or gene-regulatory networks. The standard Transfer…

Information Theory · Computer Science 2020-01-09 Jingjing Zhang , Osvaldo Simeone , Zoran Cvetkovic , Eugenio Abela , Mark Richardson

Finding observing path creating its observer is important problem in physics and information science. In observing processes, each observation is act changing the observing process that generates interactive observation. Each interaction is…

Adaptation and Self-Organizing Systems · Physics 2020-07-09 Vladimir S. Lerner

Inference capabilities of machine learning (ML) systems skyrocketed in recent years, now playing a pivotal role in various aspect of society. The goal in statistical learning is to use data to obtain simple algorithms for predicting a…

Machine Learning · Computer Science 2020-05-04 Ziv Goldfeld , Yury Polyanskiy

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

We propose a method for computing the transfer entropy between time series using Ulam's approximation of the Perron-Frobenius (transfer) operator associated with the map generating the dynamics. Our method differs from standard transfer…

Chaotic Dynamics · Physics 2019-04-24 David Diego , Kristian Agasøster Haaga , Bjarte Hannisdal

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

The decay of a parent particle into two or more daughter particles results in an entangled quantum state as a consequence of conservation laws in the decay process. Recent experiments at Belle and BaBar take advantage of quantum…

High Energy Physics - Theory · Physics 2013-11-25 Louis Lello , Daniel Boyanovsky , Richard Holman

We introduce the use of entanglement entropy as a tool for studying the amount of information shared between the nodes of quantum complex networks. By considering the ground state of a network of coupled quantum harmonic oscillators, we…

Physics and Society · Physics 2013-05-16 Alessio Cardillo , Fernando Galve , David Zueco , Jesús Gómez-Gardeñes

The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…

Other Statistics · Statistics 2017-07-05 G. Corso , T. L. Prado , G. Z. dos S. Lima , S. R. Lopes

We study the flow of information and the evolution of internal representations during deep neural network (DNN) training, aiming to demystify the compression aspect of the information bottleneck theory. The theory suggests that DNN training…

Machine Learning · Computer Science 2019-05-31 Ziv Goldfeld , Ewout van den Berg , Kristjan Greenewald , Igor Melnyk , Nam Nguyen , Brian Kingsbury , Yury Polyanskiy

We relate the information exchange between two stochastic systems to the nonequilibrium entropy production in the whole system. By deriving a general formula that decomposes the total entropy production into the thermodynamic and…

Statistical Mechanics · Physics 2015-06-16 Takahiro Sagawa , Masahito Ueda

We propose a new perspective on Turbulence using Information Theory. We compute the entropy rate of a turbulent velocity signal and we particularly focus on its dependence on the scale. We first report how the entropy rate is able to…

Statistical Mechanics · Physics 2016-11-03 Carlos Granero-Belinchon , Stephane G. Roux , Nicolas B. Garnier