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Intrinsic computation refers to how dynamical systems store, structure, and transform historical and spatial information. By graphing a measure of structural complexity against a measure of randomness, complexity-entropy diagrams display…

Chaotic Dynamics · Physics 2009-11-13 David P. Feldman , Carl S. McTague , James P. Crutchfield

Any continuous curve in a higher dimensional space can be considered a trajectory that can be parameterized by a single variable, usually taken as time. It is well known that a continuous curve can have a fractional dimensionality, which…

Data Analysis, Statistics and Probability · Physics 2024-05-08 Roxana Peña-Mendieta , Ania Mesa-Rodríguez , Ernesto Estevez-Rams , Daniel Estevez-Moya , Danays Kunka

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

Ordinal measures provide a valuable collection of tools for analyzing correlated data series. However, using these methods to understand the information interchange in networks of dynamical systems, and uncover the interplay between…

Physics and Society · Physics 2023-08-02 Juan A. Almendral , I. Leyva , Irene Sendiña-Nadal

The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…

Data Structures and Algorithms · Computer Science 2014-11-11 Ognjen Arandjelovic , Duc-Son Pham , Svetha Venkatesh

The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

We introduce a new information-theoretic formulation of quantum measurement uncertainty relations, based on the notion of relative entropy between measurement probabilities. In the case of a finite-dimensional system and for any approximate…

Mathematical Physics · Physics 2018-03-02 Alberto Barchielli , Matteo Gregoratti , Alessandro Toigo

The universal typical-signal estimators of entropy and cross entropy based on the asymptotics of recurrence and waiting times play an important role in information theory. Building on their construction, we introduce and study universal…

Mathematical Physics · Physics 2023-06-07 Giampaolo Cristadoro , Mirko Degli Esposti , Vojkan Jakšić , Renaud Raquépas

Quantifying the complexity of large graphs requires measures that extend beyond predefined structural features and scale efficiently with graph size. This work adopts a generative perspective, modeling large networks as exchangeable graphs…

Information Theory · Computer Science 2025-03-14 Anda Skeja , Sofia C. Olhede

Complex systems are characterised by a tight, nontrivial interplay of their constituents, which gives rise to a multi-scale spectrum of emergent properties. In this scenario, it is practically and conceptually difficult to identify those…

Statistical Mechanics · Physics 2022-10-19 Roi Holtzman , Marco Giulini , Raffaello Potestio

The problem of Shannon entropy estimation in countable infinite alphabets is addressed from the study and use of convergence results of the entropy functional, which is known to be discontinuous with respect to the total variation distance…

Information Theory · Computer Science 2018-04-03 Jorge F. Silva

We define a measure of redundant information based on projections in the space of probability distributions. Redundant information between random variables is information that is shared between those variables. But in contrast to mutual…

Information Theory · Computer Science 2013-05-30 Malte Harder , Christoph Salge , Daniel Polani

Computations of entropy in thermodynamics rely on discreteness of the spectra of the subsystems. We argue that, for cases with continuous spectra (typically, radiation), there is a useful definition of entropy flow based on discretizing the…

Quantum Physics · Physics 2025-06-05 Sergei Khlebnikov

Boolean network models of strongly connected modules are capable of capturing the high regulatory complexity of many biological gene regulatory circuits. We study numerically the previously introduced basin entropy, a parameter for the…

Disordered Systems and Neural Networks · Physics 2009-11-13 P. Krawitz , I. Shmulevich

This work explores entropy analysis as a tool for probing information distribution within Transformer-based architectures. By quantifying token-level uncertainty and examining entropy patterns across different stages of processing, we aim…

Computation and Language · Computer Science 2025-07-31 Amedeo Buonanno , Alessandro Rivetti , Francesco A. N. Palmieri , Giovanni Di Gennaro , Gianmarco Romano

We define an entropy based on a chosen governing probability distribution. If a certain kind of measurements follow such a distribution it also gives us a suitable scale to study it with. This scale will appear as a link function that is…

Data Analysis, Statistics and Probability · Physics 2007-10-24 Peter Sunehag

We study the sample complexity of entropic optimal transport in high dimensions using computationally efficient plug-in estimators. We significantly advance the state of the art by establishing dimension-free, parametric rates for…

Statistics Theory · Mathematics 2022-06-28 Philippe Rigollet , Austin J. Stromme

Most entropy measures depend on the spread of the probability distribution over the sample space $\mathcal{X}$, and the maximum entropy achievable scales proportionately with the sample space cardinality $|\mathcal{X}|$. For a finite…

Machine Learning · Computer Science 2023-05-25 Rohan Ghosh , Mehul Motani

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

Causal inference is perhaps one of the most fundamental concepts in science, beginning originally from the works of some of the ancient philosophers, through today, but also weaved strongly in current work from statisticians, machine…

Information Theory · Computer Science 2020-03-31 Sudam Surasinghe , Erik M. Bollt