中文
相关论文

相关论文: Minimum Entropy Density Method for the Time Series…

200 篇论文

We introduce a new concept of finite-time entropy which is a local version of the classical concept of metric entropy. Based on that, a finite-time version of Pesin's entropy formula and also an explicit formula of finite-time entropy for…

动力系统 · 数学 2014-06-27 Luu Hoang Duc , Stefan Siegmund

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

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

风险管理 · 定量金融 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

In our derivation of the second law of thermodynamics from the relation of adiabatic accessibility of equilibrium states we stressed the importance of being able to scale a system's size without changing its intrinsic properties. This…

数学物理 · 物理学 2015-06-19 Elliott H. Lieb , Jakob Yngvason

Complex systems are large collections of entities that organize themselves into non-trivial structures that can be represented by networks. A key emergent property of such systems is robustness against random failures or targeted attacks…

物理与社会 · 物理学 2021-06-14 Arsham Ghavasieh , Massimo Stella , Jacob Biamonte , Manlio De Domenico

Complexity measures are essential to understand complex systems and there are numerous definitions to analyze one-dimensional data. However, extensions of these approaches to two or higher-dimensional data, such as images, are much less…

数据分析、统计与概率 · 物理学 2012-12-27 H. V. Ribeiro , L. Zunino , E. K. Lenzi , P. A. Santoro , R. S. Mendes

This thesis synthesizes probability and entropic inference with Quantum Mechanics (QM) and quantum measurement [1-6]. It is shown that the standard and quantum relative entropies are tools designed for the purpose of updating probability…

量子物理 · 物理学 2018-04-25 Kevin Vanslette

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

统计力学 · 物理学 2007-05-23 James P. Crutchfield , David P. Feldman

This paper presents a statistical parser for natural language that obtains a parsing accuracy---roughly 87% precision and 86% recall---which surpasses the best previously published results on the Wall St. Journal domain. The parser itself…

cmp-lg · 计算机科学 2016-08-31 Adwait Ratnaparkhi

The problem of detecting specific features of microscopic dynamics in the macroscopic behavior of a many-degrees-of-freedom system is investigated by analyzing the position and momentum time series of a heavy impurity embedded in a chain of…

混沌动力学 · 物理学 2009-11-11 M. Romero-Bastida , D. Castaneda , E. Braun

Snapshot back-ended reduced basis methods for dynamical systems commonly rely on the singular value decomposition of a matrix whose columns are high-fidelity solution vectors. An alternative basis generation framework is developed here. The…

数值分析 · 数学 2020-05-05 Fotios Kasolis , Markus Clemens

Obtaining meaningful quantitative descriptions of the statistical dependence within multivariate systems is a difficult open problem. Recently, the Partial Information Decomposition (PID) was proposed to decompose mutual information (MI)…

信息论 · 计算机科学 2017-02-21 Robin A. A. Ince

Entropy production is a universal measure of irreversibility and energy dissipation in physical, chemical, and biological systems operating far from equilibrium. However, quantifying and spatiotemporally localising it in complex processes…

统计力学 · 物理学 2026-05-18 Biswajit Das , Sreekanth K Manikandan

We establish the theoretical framework for implementing the maximumn entropy on the mean (MEM) method for linear inverse problems in the setting of approximate (data-driven) priors. We prove a.s. convergence for empirical means and further…

机器学习 · 统计学 2024-12-25 Matthew King-Roskamp , Rustum Choksi , Tim Hoheisel

Graph based entropy, an index of the diversity of events in their distribution to parts of a co-occurrence graph, is proposed for detecting signs of structural changes in the data that are informative in explaining latent dynamics of…

社会与信息网络 · 计算机科学 2019-05-03 Yukio Ohsawa

This paper introduces an objective metric for evaluating a parsing scheme. It is based on Shannon's original work with letter sequences, which can be extended to part-of-speech tag sequences. It is shown that this regular language is an…

cmp-lg · 计算机科学 2008-02-03 Caroline Lyon , Stephen Brown

The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series.…

统计金融 · 定量金融 2016-01-11 Lucas Lacasa , Ryan Flanagan

This paper presents an entropy based adaptive measurement sequence strategy for quantum sensing of magnetic fields. To physically ground our ideas we consider a sensor employing a nitrogen vacancy center in diamond, however our approach is…

A new method is presented which allows time averaged density matrices of closed quantum systems to be computed via a constraint overlap maximization. Due to its simplicity, this method can be combined with algorithms based on tensor…

量子物理 · 物理学 2015-03-06 Volckmar Nebendahl

Multi-instance data, in which each object (bag) contains a collection of instances, are widespread in machine learning, computer vision, bioinformatics, signal processing, and social sciences. We present a maximum entropy (ME) framework for…

机器学习 · 计算机科学 2016-03-15 Behrouz Behmardi , Forrest Briggs , Xiaoli Z. Fern , Raviv Raich