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Information related measures are useful tools for multi variable data analysis, as measures of dependence among variables, and as descriptions of order in biological and physical systems. Information related measures, like marginal…

Information Theory · Computer Science 2016-09-27 David J. Galas , Nikita A. Sakhanenko

Information theory is a powerful framework for quantifying complexity, uncertainty, and dynamical structure in time-series data, with widespread applicability across disciplines such as physics, finance, and neuroscience. However, the…

Information Theory · Computer Science 2026-01-26 Annie G. Bryant , Oliver M. Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

Comparing the top $k$ elements between two or more ranked results is a common task in many contexts and settings. A few measures have been proposed to compare top $k$ lists with attractive mathematical properties, but they face a number of…

Information Theory · Computer Science 2013-10-02 Arun Konagurthu , James Collier

Information theoretic measures (e.g. the Kullback Liebler divergence and Shannon mutual information) have been used for exploring possibly nonlinear multivariate dependencies in high dimension. If these dependencies are assumed to follow a…

Information Theory · Computer Science 2017-07-12 Kevin R. Moon , Morteza Noshad , Salimeh Yasaei Sekeh , Alfred O. Hero

Complexity measures in the context of the Integrated Information Theory of consciousness try to quantify the strength of the causal connections between different neurons. This is done by minimizing the KL-divergence between a full system…

Methodology · Statistics 2021-02-09 Carlotta Langer , Nihat Ay

This article introduces a model-agnostic approach to study statistical synergy, a form of emergence in which patterns at large scales are not traceable from lower scales. Our framework leverages various multivariate extensions of Shannon's…

Information Theory · Computer Science 2019-09-18 Fernando Rosas , Pedro A. M. Mediano , Michael Gastpar , Henrik J. Jensen

To provide adequate multivariate measures of information flow between neural structures, modified expressions of Partial Directed Coherence (PDC) and Directed Transfer Function (DTF), two popular multivariate connectivity measures employed…

Statistics Theory · Mathematics 2010-12-03 Daniel Yasumasa Takahashi , Luiz Antonio Baccalá , Koichi Sameshima

Information-theoretic measures such as relative entropy and correlation are extremely useful when modeling or analyzing the interaction of probabilistic systems. We survey the quantum generalization of 5 such measures and point out some of…

Information Theory · Computer Science 2015-06-02 William Blacoe

Higher-order information theory has become a rapidly growing toolkit in computational neuroscience, motivated by the idea that multivariate dependencies can reveal aspects of neural computation and communication that are invisible to…

Neurons and Cognition · Quantitative Biology 2025-12-03 D. Rebbin , K. J. A. Down , T. F. Varley , R. Ince , A. Canales-Johnson

Partial orderings and measures of information for continuous univariate random variables with special roles of Gaussian and uniform distributions are discussed. The information measures and measures of non-Gaussianity including third and…

Statistics Theory · Mathematics 2020-06-22 Una Radojicic , Klaus Nordhausen , Hannu Oja

The information shared among observables representing processes of interest is traditionally evaluated in terms of macroscale measures characterizing aggregate properties of the underlying processes and their interactions. Traditional…

Information Theory · Computer Science 2018-01-31 Rui A. P. Perdigão

Background. The reliability paradox describes the empirical observation that cognitive tasks producing robust group-level effects often yield poor between-individual reliability. Existing approaches rely predominantly on the intraclass…

Methodology · Statistics 2026-05-26 Maria Westrin

We present a theoretical framework that extends classical information theory to finite and structured systems by redefining redundancy as a fundamental property of information organization rather than inefficiency. In this framework,…

Machine Learning · Computer Science 2025-10-14 Yuda Bi , Ying Zhu , Vince D Calhoun

Traditional measures based solely on pairwise associations often fail to capture the complex statistical structure of multivariate data. Existing approaches for identifying information shared among $d>3$ variables are frequently…

Information Theory · Computer Science 2025-03-13 Zhaolu Liu , Mauricio Barahona , Robert L. Peach

This paper introduces the correlation-of-divergency coefficient, c-delta, a custom statistical measure designed to quantify the similarity of internal divergence patterns between two groups of values. Unlike conventional correlation…

Methodology · Statistics 2026-03-10 Johan F. Hoorn

The problem of how to properly quantify redundant information is an open question that has been the subject of much recent research. Redundant information refers to information about a target variable S that is common to two or more…

Information Theory · Computer Science 2017-07-14 Robin A. A. Ince

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

Inferring and comparing complex, multivariable probability density functions is fundamental to problems in several fields, including probabilistic learning, network theory, and data analysis. Classification and prediction are the two faces…

Information Theory · Computer Science 2017-03-30 David J. Galas , T. Gregory Dewey , James Kunert-Graf , Nikita A. Sakhanenko

High-order, beyond-pairwise interdependencies are at the core of biological, economic, and social complex systems, and their adequate analysis is paramount to understand, engineer, and control such systems. This paper presents a framework…

Data Analysis, Statistics and Probability · Physics 2022-06-06 Tomas Scagliarini , Daniele Marinazzo , Yike Guo , Sebastiano Stramaglia , Fernando E. Rosas

Information theory is a mathematical theory of learning with deep connections with topics as diverse as artificial intelligence, statistical physics, and biological evolution. Many primers on information theory paint a broad picture with…

Information Theory · Computer Science 2019-03-26 Philip Chodrow