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Related papers: Measuring Information Transfer

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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

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

We introduce ways to measure information storage in quantum systems, using a recently introduced computation-theoretic model that accounts for measurement effects. The first, the quantum excess entropy, quantifies the shared information…

Quantum Physics · Physics 2010-04-05 James P. Crutchfield , Karoline Wiesner

Information-theoretic quantities, such as entropy, are used to quantify the amount of information a given variable provides. Entropies can be used together to compute the mutual information, which quantifies the amount of information two…

Data Analysis, Statistics and Probability · Physics 2014-12-22 Kevin H. Knuth , Deniz Gençağa , William B. Rossow

The aim of this paper is to investigate various information-theoretic measures, including entropy, mutual information, and some systematic measures that based on mutual information, for a class of structured spiking neuronal network. In…

Neurons and Cognition · Quantitative Biology 2019-12-04 Wenjie Li , Yao Li

Observations on the past provide some hints about what will happen in the future, and this can be quantified using information theory. The ``predictive information'' defined in this way has connections to measures of complexity that have…

Statistical Mechanics · Physics 2007-05-23 William Bialek , Naftali Tishby

Transient phenomena play a key role in coordinating brain activity at multiple scales, however,their underlying mechanisms remain largely unknown. A key challenge for neural data science is thus to characterize the network interactions at…

Neurons and Cognition · Quantitative Biology 2022-09-16 Kaidi Shao , Nikos K. Logothetis , Michel Besserve

While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their…

Data Analysis, Statistics and Probability · Physics 2015-07-15 Jakob Runge , Jobst Heitzig , Norbert Marwan , Jürgen Kurths

General characterization of physical measurements is discussed within the framework of a classical information theory. Uncertainty relation for simultaneous measurements of two physical observables is defined in this framework for…

Quantum Physics · Physics 2012-12-18 Yoshimasa Kurihara

Quantum mechanics and information theory are among the most important scientific discoveries of the last century. Although these two areas initially developed separately it has emerged that they are in fact intimately related. In this…

Quantum Physics · Physics 2009-11-07 V. Vedral

Inferring the directionality of interactions between cellular processes is a major challenge in systems biology. Time-lagged correlations allow to discriminate between alternative models, but they still rely on assumed underlying…

Quantitative Methods · Quantitative Biology 2017-11-15 Sourabh Lahiri , Philippe Nghe , Sander J. Tans , Martin Luc Rosinberg , David Lacoste

Information-theoretic (IT) measures are ubiquitous in artificial intelligence: entropy drives decision-tree splits and uncertainty quantification, cross-entropy is the default classification loss, mutual information underpins representation…

Artificial Intelligence · Computer Science 2026-04-28 Nikolaos Al. Papadopoulos , Konstantinos E. Psannis

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

Symbolic transfer entropy is a powerful non-parametric tool to detect lead-lag between time series. Because a closed expression of the distribution of Transfer Entropy is not known for finite-size samples, statistical testing is often…

Statistical Finance · Quantitative Finance 2022-06-22 Christian Bongiorno , Damien Challet

Inference of causality is central in nonlinear time series analysis and science in general. A popular approach to infer causality between two processes is to measure the information flow between them in terms of transfer entropy. Using…

Chaotic Dynamics · Physics 2015-04-16 Jie Sun , Erik M. Bollt

Previously proposed measures of entanglement, such as entanglement of formation and assistance, are shown to be special cases of the relative entropy of entanglement. The difference between these measures for an ensemble of mixed states is…

Quantum Physics · Physics 2009-10-31 L. Henderson , V. Vedral

Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…

Data Analysis, Statistics and Probability · Physics 2024-03-20 Dionissios T. Hristopulos

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that…

Statistical Finance · Quantitative Finance 2013-05-02 Galen Sher , Pedro Vitoria

Information theory is a practical and theoretical framework developed for the study of communication over noisy channels. Its probabilistic basis and capacity to relate statistical structure to function make it ideally suited for studying…

Neurons and Cognition · Quantitative Biology 2015-01-09 Robin A. A. Ince , Simon R. Schultz , Stefano Panzeri

Information entropy is applied to the state of knowledge of reaction amplitudes in pseudoscalar meson photoproduction, and a scheme is developed that quantifies the information content of a measured set of polarization observables. It is…

High Energy Physics - Phenomenology · Physics 2010-09-02 D. G. Ireland