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

200 篇论文

Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its…

信息论 · 计算机科学 2015-01-14 Alexander Schönhuth

Time lag between variables is a key characteristics of dynamical systems in different fields and identifying such time lag is an important problem in complex systems with many applications. Transfer Entropy (TE) was proposed as a tool for…

机器学习 · 计算机科学 2023-02-07 Jian Ma

The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…

统计力学 · 物理学 2023-06-19 Lancelot Da Costa , Grigorios A. Pavliotis

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

混沌动力学 · 物理学 2008-06-04 Detlef Holstein

Subshifts of deterministic substitutions are ubiquitous objects in dynamical systems and aperiodic order (the mathematical theory of quasicrystals). Two of their most striking features are that they have low complexity (zero topological…

动力系统 · 数学 2026-01-14 Philipp Gohlke , Andrew Mitchell , Dan Rust , Tony Samuel

We define a new complex-valued measure of information called the timelike entanglement entropy (EE) which in the boundary theory can be viewed as a Wick rotation that changes a spacelike boundary subregion to a timelike one. An explicit…

高能物理 - 理论 · 物理学 2025-08-06 Kazuki Doi , Jonathan Harper , Ali Mollabashi , Tadashi Takayanagi , Yusuke Taki

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

统计力学 · 物理学 2017-09-13 S. E. Marzen , J. P. Crutchfield

We show that the dissipation rate bounds the rate at which physical processes can be performed in stochastic systems far from equilibrium. Namely, for rare processes we prove the fundamental tradeoff $\langle \dot S_\text{e} \rangle…

统计力学 · 物理学 2020-09-23 Gianmaria Falasco , Massimiliano Esposito

Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This…

计算复杂性 · 计算机科学 2024-09-24 Dian Jin

In this work, we introduce a notion of reachability entropy to characterize the smallest data rate which is sufficient enough to enforce reach-while-stay specification. We also define data rates of coder-controllers that can enforce this…

最优化与控制 · 数学 2022-06-22 Mahendra Singh Tomar , Majid Zamani

For a Markov process the detailed balance condition is equivalent to the time-reversibility of the process. For stochastic differential equations (SDE's) time discretization numerical schemes usually destroy the property of…

数值分析 · 数学 2019-02-20 Markos Katsoulakis , Yannis Pantazis , Luc Rey-Bellet

We introduce a method for quantifying the inherent unpredictability of a continuous-valued time series via an extension of the differential Shannon entropy rate. Our extension, the specific entropy rate, quantifies the amount of predictive…

机器学习 · 计算机科学 2016-06-09 David Darmon

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

混沌动力学 · 物理学 2009-10-31 Thomas Schreiber

Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…

统计力学 · 物理学 2025-08-05 Lars Torbjørn Stutzer

As a fundamental thermodynamic principle, speed limits reveal the lower bound of entropy production (EP) required for a system to transition from a given initial state to a final state. While various speed limits have been developed for…

统计力学 · 物理学 2025-07-08 Sangyun Lee , Jae Sung Lee , Jong-Min Park

Entropy production (EP) is known as a fundamental quantity for measuring the irreversibility of processes in thermal equilibrium and states far from equilibrium. In stochastic thermodynamics, the EP becomes more visible in terms of the…

统计力学 · 物理学 2020-06-24 Jaewoo Jung , Jaegon Um , Deokjae Lee , Yong W. Kim , D. Y. Lee , H. K. Pak , B. Kahng

We consider a protocol for the two-time measurement of entropic observables in quantum open systems driven out of thermal equilibrium by coupling to several heat baths. We concentrate on the Markovian approximation of the time-evolution and…

数学物理 · 物理学 2024-12-04 A. Joye , C. -A. Pillet

Machine learning models must continuously self-adjust themselves for novel data distribution in the open world. As the predominant principle, entropy minimization (EM) has been proven to be a simple yet effective cornerstone in existing…

机器学习 · 统计学 2024-10-16 Qingyang Zhang , Yatao Bian , Xinke Kong , Peilin Zhao , Changqing Zhang

The length-scale dependence of the dynamic entropy is studied in a molecular dynamics simulation of a binary Lennard-Jones liquid above the mode-coupling critical temperature $T_c$. A number of methods exist for estimating the entropy of…

软凝聚态物质 · 物理学 2009-10-31 Paolo Allegrini , Jack F. Douglas , Sharon C. Glotzer

Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochastic system entropy". In this note we extend his formalism to entropic transport. We introduce the notion of relative stochastic entropy, or…

统计力学 · 物理学 2012-11-30 Matteo Smerlak