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相关论文: A Development of Continuous-Time Transfer Entropy

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Transfer entropy has been used to quantify the directed flow of information between source and target variables in many complex systems. While transfer entropy was originally formulated in discrete time, in this paper we provide a framework…

信息论 · 计算机科学 2017-04-05 Richard E. Spinney , Mikhail Prokopenko , Joseph T. Lizier

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…

混沌动力学 · 物理学 2010-07-05 Dimitris Kugiumtzis

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,…

应用统计 · 统计学 2015-06-05 Lionel Barnett , Terry Bossomaier

Transfer entropy (TE) is an information theoretic measure that reveals the directional flow of information between processes, providing valuable insights for a wide range of real-world applications. This work proposes Transfer Entropy…

信息论 · 计算机科学 2025-07-22 Omer Luxembourg , Dor Tsur , Haim Permuter

R\'enyi transfer entropy (RTE) is a generalization of classical transfer entropy that replaces Shannon's entropy with R\'enyi's information measure. This, in turn, introduces a new tunable parameter $\alpha$, which accounts for sensitivity…

斑图形成与孤子 · 物理学 2026-01-06 Zlata Tabachová , Petr Jizba , Hynek Lavička , Milan Paluš

Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivariate system and infers only about direct causality. However,…

统计方法学 · 统计学 2021-02-03 Angeliki Papana , Ariadni Papana-Dagiasis , Elsa Siggiridou

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…

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

统计力学 · 物理学 2020-05-11 S. E. Marzen , J. P. Crutchfield

Persistent entropy (PE) is an information-theoretic summary statistic of persistence barcodes that has been widely used to detect regime changes in complex systems. Despite its empirical success, a general theoretical understanding of when…

机器学习 · 统计学 2026-02-11 Matteo Rucco

We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…

系统与控制 · 电气工程与系统科学 2023-11-14 Hussein Sibai , Sayan Mitra

Current neural networks architectures are many times harder to train because of the increasing size and complexity of the used datasets. Our objective is to design more efficient training algorithms utilizing causal relationships inferred…

机器学习 · 计算机科学 2021-05-03 Adrian Moldovan , Angel Caţaron , Răzvan Andonie

Transfer Entropy and Directed Information are information-theoretic measures of the directional dependency between stochastic processes. Following the definitions of Schreiber and Massey in discrete time, we define and evaluate these…

概率论 · 数学 2016-04-08 Nigel J. Newton

We address the problem of evaluating the transfer entropy (TE) produced by biochemical reactions from experimentally measured data. Although these reactions are generally non-linear and non-stationary processes making it challenging to…

Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…

信息论 · 计算机科学 2019-05-28 David Sigtermans

Causal discovery is a fundamental problem in statistics and has wide applications in different fields. Transfer Entropy (TE) is a important notion defined for measuring causality, which is essentially conditional Mutual Information (MI).…

机器学习 · 计算机科学 2021-03-09 Jian Ma

Estimating entropy production in continuous systems that can only be observed with a limited resolution remains an open problem in stochastic thermodynamics. Extant estimators based on the measurement of waiting-time distributions require…

统计力学 · 物理学 2026-03-06 Jonas H. Fritz , Udo Seifert

We define the projected entropy S(T) at a given temperature T in the context of an Ising model transition matrix calculation as the entropy associated with the distribution of Markov chain realizations in energy-magnetization, E-H, space.…

统计力学 · 物理学 2018-10-17 David Yevick

Topological feedback entropy (TFE) was introduced in 2004 to measure the intrinsic rate at which a continuous, fully observed, deterministic control system generates information for controlled set-invariance. In this paper, we generalise…

动力系统 · 数学 2014-01-13 Rika Hagihara , Girish N. Nair

We introduce the notion of metric entropy for a nonautonomous dynamical system given by a sequence of probability spaces and a sequence of measure-preserving maps between these spaces. This notion generalizes the classical concept of metric…

动力系统 · 数学 2016-11-26 Christoph Kawan

In this paper, we present a detailed framework to analyze the evolution of the random topology of a time-varying wireless network via the information theoretic notion of entropy rate. We consider a propagation channel varying over time with…

信息论 · 计算机科学 2018-11-08 Arta Cika , Mihai-Alin Badiu , Justin P. Coon , Shahriar Etemadi Tajbakhsh
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