arXiv subjects

Milan Paluš

Publications and source records attributed to Milan Paluš.

7 recordsLinked to original sources

arXiv2026

On the Practical Estimation and Interpretation of Rényi Transfer Entropy

Rényi transfer entropy (RTE) is a generalization of classical transfer entropy that replaces Shannon's entropy with Rényi's information measure. This, in turn, introduces a new tunable parameter $α$, which accounts for sensitivity to low- or high-probability events. Although RTE shows strong potential for analyzing causal relations in complex, non-Gaussian systems, its practical use is limited, primarily due to challenges related to its accurate estimation and interpretation. These difficulties are especially pronounced when working with finite, high-dimensional, or heterogeneous datasets. In this paper, we systematically study the performance of a k-nearest neighbor estimator for both Rényi entropy (RE) and RTE using various synthetic data sets with clear cause-and-effect relationships inherent to their construction. We test the estimator across a broad range of parameters, including sample size, dimensionality, memory length, and Rényi order $α$. In particular, we apply the estimator to a set of simulated processes with increasing structural complexity, ranging from linear dynamics to nonlinear systems with multi-source couplings. To address interpretational challenges arising from potentially negative RE and RTE values, we introduce three reliability conditions and formulate practical guidelines for tuning the estimator parameters. We show that when the reliability conditions are met and the parameters are calibrated accordingly, the resulting effective RTE estimates accurately capture directional information flow across a broad range of scenarios. Results obtained show that the explanatory power of RTE depends sensitively on the choice of the Rényi parameter $α$. This highlights the usefulness of the RTE framework for identifying the drivers of extreme behavior in complex systems.

nlin.PS↗

arXiv2025

Identifying the net information flow direction pattern in mutually coupled non-identical chaotic oscillators

This paper focuses on a fundamental inquiry in a coupled oscillator model framework. It specifically addresses the direction of net information flow in mutually coupled non-identical chaotic oscillators. Adopting a specific form of conditional mutual information as a model-free and asymmetric index, we establish that if the magnitude of the maximum Lyapunov exponent can be defined as the 'degree of chaos' of a given isolated chaotic system, a predominant net information transfer exists from the oscillator exhibiting a higher degree of chaos to the other while they are coupled. We incorporate two distinct categories of coupled 'non-identical' oscillators to strengthen our claim. In the first category, both oscillators share identical functional forms, differing solely in one parameter value. We also adopt another measure, the Liang-Kleeman information flow, to support the generality of our results. The functional forms of the interacting oscillators are entirely different in the second category. We further extend our study to the coupled oscillator models, where the interacting oscillators possess different dimensions in phase space. These comprehensive analyses support the broad applicability of our results.

nlin.CD↗

arXiv2023

Causality in extremes of time series

Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are not well suited if the causal mechanisms only appear during extreme events. We propose a framework to detect a causal structure from the extremes of time series, providing a new tool to extract causal information from extreme events. We introduce the causal tail coefficient for time series, which can identify asymmetrical causal relations between extreme events under certain assumptions. This method can handle nonlinear relations and latent variables. Moreover, we mention how our method can help estimate a typical time difference between extreme events. Our methodology is especially well suited for large sample sizes, and we show the performance on the simulations. Finally, we apply our method to real-world space-weather and hydro-meteorological datasets.

math.ST↗

arXiv2022

Compression-Complexity with Ordinal Patterns for Robust Causal Inference in Irregularly-Sampled Time Series

Distinguishing cause from effect is a scientific challenge resisting solutions from mathematics, statistics, information theory and computer science. Compression-Complexity Causality (CCC) is a recently proposed interventional measure of causality, inspired by Wiener-Granger's idea. It estimates causality based on change in dynamical compression-complexity (or compressibility) of the effect variable, given the cause variable. CCC works with minimal assumptions on given data and is robust to irregular-sampling, missing-data and finite-length effects. However, it only works for one-dimensional time series. We propose an ordinal pattern symbolization scheme to encode multidimensional patterns into one-dimensional symbolic sequences, and thus introduce the Permutation CCC (PCCC), which retains all advantages of the original CCC and can be applied to data from multidimensional systems with potentially hidden variables. PCCC is tested on numerical simulations and applied to paleoclimate data characterized by irregular and uncertain sampling and limited numbers of samples.

physics.data-an↗

arXiv2012

Non-linear dependence and teleconnections in climate data: sources, relevance, nonstationarity

Quantification of relations between measured variables of interest by statistical measures of dependence is a common step in analysis of climate data. The term "connectivity" is used in the network context including the study of complex coupled dynamical systems. The choice of dependence measure is key for the results of the subsequent analysis and interpretation. The use of linear Pearson's correlation coefficient is widespread and convenient. On the other side, as the climate is widely acknowledged to be a nonlinear system, nonlinear connectivity quantification methods, such as those based on information-theoretical concepts, are increasingly used for this purpose. In this paper we outline an approach that enables well informed choice of connectivity method for a given type of data, improving the subsequent interpretation of the results. The presented multi-step approach includes statistical testing, quantification of the specific non-linear contribution to the interaction information, localization of nodes with strongest nonlinear contribution and assessment of the role of specific temporal patterns, including signal nonstationarities. In detail we study the consequences of the choice of a general nonlinear connectivity measure, namely mutual information, focusing on its relevance and potential alterations in the discovered dependence structure. We document the method by applying it on monthly mean temperature data from the NCEP/NCAR reanalysis dataset as well as the ERA dataset. We have been able to identify main sources of observed non-linearity in inter-node couplings. Detailed analysis suggested an important role of several sources of nonstationarity within the climate data. The quantitative role of genuine nonlinear coupling at this scale has proven to be almost negligible, providing quantitative support for the use of linear methods for this type of data.

stat.ME↗

arXiv2012

Small-world topology of functional connectivity in randomly connected dynamical systems

Characterization of real-world complex systems increasingly involves the study of their topological structure using graph theory. Among global network properties, small-world property, consisting in existence of relatively short paths together with high clustering of the network, is one of the most discussed and studied. When dealing with coupled dynamical systems, links among units of the system are commonly quantified by a measure of pairwise statistical dependence of observed time series (functional connectivity). We argue that the functional connectivity approach leads to upwardly biased estimates of small-world characteristics (with respect to commonly used random graph models) due to partial transitivity of the accepted functional connectivity measures such as the correlation coefficient. In particular, this may lead to observation of small-world characteristics in connectivity graphs estimated from generic randomly connected dynamical systems. The ubiquity and robustness of the phenomenon is documented by an extensive parameter study of its manifestation in a multivariate linear autoregressive process, with discussion of the potential relevance for nonlinear processes and measures.

cs.SI↗

arXiv1995

Detecting nonlinearity in multivariate time series

We propose an extension to time series with several simultaneously measured variables of the nonlinearity test, which combines the redundancy -- linear redundancy approach with the surrogate data technique. For several variables various types of the redundancies can be defined, in order to test specific dependence structures between/among (groups of) variables. The null hypothesis of a multivariate linear stochastic process is tested using the multivariate surrogate data. The linear redundancies are used in order to avoid spurious results due to imperfect surrogates. The method is demonstrated using two types of numerically generated multivariate series (linear and nonlinear) and experimental multivariate data from meteorology and physiology.

comp-gas↗