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In this work we implement the so-called matching time estimators for estimating the entropy rate as well as the entropy production rate for symbolic sequences. These estimators are based on recurrence properties of the system, which have…

信息论 · 计算机科学 2022-01-12 R. Salgado-García

Measuring entropy production of a system directly from the experimental data is highly desirable since it gives a quantifiable measure of the time-irreversibility for non-equilibrium systems and can be used as a cost function to optimize…

统计力学 · 物理学 2024-07-16 Prashant Singh , Karel Proesmans

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

信息论 · 计算机科学 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…

统计力学 · 物理学 2023-07-05 Jann van der Meer , Julius Degünther , Udo Seifert

The rate of entropy production provides a useful quantitative measure of a non-equilibrium system and estimating it directly from time-series data from experiments is highly desirable. Several approaches have been considered for stationary…

统计力学 · 物理学 2022-02-21 Shun Otsubo , Sreekanth K Manikandan , Takahiro Sagawa , Supriya Krishnamurthy

Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and natural language processing. A number of approaches have been…

统计方法学 · 统计学 2023-03-22 Ioannis Papageorgiou , Ioannis Kontoyiannis

Estimating the dissipation, or the entropy production rate (EPR), can provide insights into the underlying mechanisms of nonequilibrium driven processes. Experimentally, however, only partial information can be accessed, and the ability to…

统计力学 · 物理学 2022-12-29 Uri Kapustin , Aishani Ghosal , Gili Bisker

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

The goal of this paper is to develop an estimate for the entropy of random long-range correlated symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov…

信息论 · 计算机科学 2014-12-12 S. S. Melnik , O. V. Usatenko

The entropy production rate is central to the study of non-equilibrium systems. This parameter is closely connected to violation of time-reversal symmetry, energy consumption, efficiency, and other properties of interest; in short, it…

统计力学 · 物理学 2026-05-28 John W. Biddle

Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…

数据分析、统计与概率 · 物理学 2021-03-08 José M. Amigó , Roberto Dale , Piergiulio Tempesta

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

概率论 · 数学 2007-05-23 Jean-Rene Chazottes , Cristian Giardina , Frank Redig

Living systems operate far from thermal equilibrium by converting the chemical potential of ATP into mechanical work to achieve growth, replication or locomotion. Given time series observations of intra-, inter- or multicellular processes,…

生物物理 · 物理学 2021-11-03 Dominic J. Skinner , Jörn Dunkel

The rate of entropy production by a stochastic process quantifies how far it is from thermodynamic equilibrium. Equivalently, entropy production captures the degree to which detailed balance and time-reversal symmetry are broken. Despite…

统计力学 · 物理学 2020-12-02 Luca Cocconi , Rosalba Garcia-Millan , Zigan Zhen , Bianca Buturca , Gunnar Pruessner

We derive a bound for entropy production in terms of the mean of normalizable path-antisymmetric observables. The optimal observable for this bound is shown to be the signum of entropy production, which is often easier determined or…

统计力学 · 物理学 2024-10-07 Gabriel Knotz , Till M. Muenker , Timo Betz , Matthias Krüger

Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…

统计理论 · 数学 2019-08-06 Alexander L Young , David B Dunson

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

Estimating entropy production from real observation data can be difficult due to finite resolution in both space and time and finite measurement statistics. We characterize the statistical error introduced by finite sample size and compare…

统计力学 · 物理学 2025-04-09 Jonas H. Fritz , Benjamin Ertel , Udo Seifert

There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…

统计力学 · 物理学 2007-05-23 C. Maes , K. Netocny

Predictability of behavior has emerged an an important characteristic in many fields including biology, medicine, and marketing. Behavior can be recorded as a sequence of actions performed by an individual over a given time period. This…

统计方法学 · 统计学 2017-11-13 Brian Vegetabile , Jenny Molet , Tallie Z. Baram , Hal Stern
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