Estimating the errors on measured entropy and mutual information

DOI10.1016/S0167-2789(98)00269-3zbMATH Open0935.94013OpenAlexW2067211778MaRDI QIDQ1962437FDOQ1962437

Mark S. Roulston

Publication date: 31 January 2000

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-2789(98)00269-3

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zbMATH Keywords

mutual informationinformation entropylogistic map

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Symbolic dynamics (37B10) Applications of dynamical systems (37N99)

Cites Work

• Title not available (Why is that?)
• Finite sample effects in sequence analysis
• Testing for nonlinearity using redundancies: Quantitative and qualitative aspects
• Coarse-grained entropy rates for characterization of complex time series
• Detecting nonlinearity in multivariate time series
• Independent coordinates for strange attractors from mutual information
• Significance testing of information theoretic functionals
• Measuring statistical dependences in a time series
• Extraction of delay information from chaotic time series based on information entropy
• Information and entropy in strange attractors
• Title not available (Why is that?)
• Singular-value decomposition in attractor reconstruction: Pitfalls and precautions

Cited In (24)

• Some relations between mutual information and estimation error in Wiener space
• A nonlinear correlation measure for multivariable data set
• Scaling invariance embedded in very short time series: a factorial moment based diffusion entropy approach
• Factorized mutual information maximization
• Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion
• NONPARAMETRIC DETECTION OF DEPENDENCES IN STOCHASTIC POINT PROCESSES
• Title not available (Why is that?)
• METHODS FOR QUANTIFYING THE CAUSAL STRUCTURE OF BIVARIATE TIME SERIES
• A Nonparametric Causality Test: Detection of Direct Causal Effects in Multivariate Systems Using Corrected Partial Transfer Entropy
• Using time-delayed mutual information to discover and interpret temporal correlation structure in complex populations
• On some entropy methods in data analysis
• Transition matrix analysis of earthquake magnitude sequences
• Information transfer in continuous processes
• Multi-camera piecewise planar object tracking with mutual information
• Investigation on the high-order approximation of the entropy bias
• A (ECONOPHYSICS) NOTE ON VOLATILITY IN EXCHANGE RATE TIME SERIES
• Estimating Entropy Rates with Bayesian Confidence Intervals
• Chaotic characteristics analysis of the sintering process system with unknown dynamic functions based on phase space reconstruction and chaotic invariables
• Analysis of symbolic sequences using the Jensen-Shannon divergence
• Tsallis conditional mutual information in investigating long range correlation in symbol sequences
• Recurrence plot statistics and the effect of embedding
• Analytical Calculation of Mutual Information between Weakly Coupled Poisson-Spiking Neurons in Models of Dynamically Gated Communication
• A statistical dynamics approach to the study of human health data: Resolving population scale diurnal variation in laboratory data
• Distribution of mutual information

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