The multiscale entropy algorithm and its variants: a review

International audience

On generalized gravitational entropy, squashed cones and holography

We consider generalized gravitational entropy in various higher derivative theories of gravity dual to four dimensional CFTs using the recently proposed regularization of squashed cones. We derive the universal terms in the entanglement entropy for spherical and cylindrical surfaces. This is achieved by constructing the Fefferman-Graham expansion for the leading order metrics for the bulk geometry and evaluating the generalized gravitational entropy. We further show that the Wald entropy evaluated in the bulk geometry constructed for the regularized squashed cones leads to the correct universal parts of the entanglement entropy for both spherical and cylindrical entangling surfaces. We comment on the relation with the Iyer-Wald formula for dynamical horizons relating entropy to a Noether charge. Finally we show how to derive the entangling surface equation in Gauss-Bonnet holography.

Evaluation of physiologic complexity in time series using generalized sample entropy and surrogate data analysis

Complexity in time series is an intriguing feature of living dynamical systems, with potential use for identification of system state. Although various methods have been proposed for measuring physiologic complexity, uncorrelated time series are often assigned high values of complexity, errouneously classifying them as a complex physiological signals. Here, we propose and discuss a method for complex system analysis based on generalized statistical formalism and surrogate time series. Sample entropy (SampEn) was rewritten inspired in Tsallis generalized entropy, as function of q parameter (qSampEn). qSDiff curves were calculated, which consist of differences between original and surrogate series qSampEn. We evaluated qSDiff for 125 real heart rate variability (HRV) dynamics, divided into groups of 70 healthy, 44 congestive heart failure (CHF), and 11 atrial fibrillation (AF) subjects, and for simulated series of stochastic and chaotic process. The evaluations showed that, for nonperiodic signals, qSDiff curves have a maximum point (qSDiff(max)) for q not equal 1. Values of q where the maximum point occurs and where qSDiff is zero were also evaluated. Only qSDiff(max) values were capable of distinguish HRV groups (p-values 5.10 x 10(-3); 1.11 x 10(-7), and 5.50 x 10(-7) for healthy vs. CHF, healthy vs. AF, and CHF vs. AF, respectively), consistently with the concept of physiologic complexity, and suggests a potential use for chaotic system analysis. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4758815]

On entanglement entropy functionals in higher-derivative gravity theories

In arXiv:1310.5713 1] and arXiv:1310.6659 2] a formula was proposed as the entanglement entropy functional for a general higher-derivative theory of gravity, whose lagrangian consists of terms containing contractions of the Riemann tensor. In this paper, we carry out some tests of this proposal. First, we find the surface equation of motion for general four-derivative gravity theory by minimizing the holographic entanglement entropy functional resulting from this proposed formula. Then we calculate the surface equation for the same theory using the generalized gravitational entropy method of arXiv:1304.4926 3]. We find that the two do not match in their entirety. We also construct the holographic entropy functional for quasi-topological gravity, which is a six-derivative gravity theory. We find that this functional gives the correct universal terms. However, as in the R-2 case, the generalized gravitational entropy method applied to this theory does not give exactly the surface equation of motion coming from minimizing the entropy functional.

Contributions to the theory of maximum entropy estimation for ill-posed models

As técnicas estatísticas são fundamentais em ciência e a análise de regressão linear é, quiçá, uma das metodologias mais usadas. É bem conhecido da literatura que, sob determinadas condições, a regressão linear é uma ferramenta estatística poderosíssima. Infelizmente, na prática, algumas dessas condições raramente são satisfeitas e os modelos de regressão tornam-se mal-postos, inviabilizando, assim, a aplicação dos tradicionais métodos de estimação. Este trabalho apresenta algumas contribuições para a teoria de máxima entropia na estimação de modelos mal-postos, em particular na estimação de modelos de regressão linear com pequenas amostras, afetados por colinearidade e outliers. A investigação é desenvolvida em três vertentes, nomeadamente na estimação de eficiência técnica com fronteiras de produção condicionadas a estados contingentes, na estimação do parâmetro ridge em regressão ridge e, por último, em novos desenvolvimentos na estimação com máxima entropia. Na estimação de eficiência técnica com fronteiras de produção condicionadas a estados contingentes, o trabalho desenvolvido evidencia um melhor desempenho dos estimadores de máxima entropia em relação ao estimador de máxima verosimilhança. Este bom desempenho é notório em modelos com poucas observações por estado e em modelos com um grande número de estados, os quais são comummente afetados por colinearidade. Espera-se que a utilização de estimadores de máxima entropia contribua para o tão desejado aumento de trabalho empírico com estas fronteiras de produção. Em regressão ridge o maior desafio é a estimação do parâmetro ridge. Embora existam inúmeros procedimentos disponíveis na literatura, a verdade é que não existe nenhum que supere todos os outros. Neste trabalho é proposto um novo estimador do parâmetro ridge, que combina a análise do traço ridge e a estimação com máxima entropia. Os resultados obtidos nos estudos de simulação sugerem que este novo estimador é um dos melhores procedimentos existentes na literatura para a estimação do parâmetro ridge. O estimador de máxima entropia de Leuven é baseado no método dos mínimos quadrados, na entropia de Shannon e em conceitos da eletrodinâmica quântica. Este estimador suplanta a principal crítica apontada ao estimador de máxima entropia generalizada, uma vez que prescinde dos suportes para os parâmetros e erros do modelo de regressão. Neste trabalho são apresentadas novas contribuições para a teoria de máxima entropia na estimação de modelos mal-postos, tendo por base o estimador de máxima entropia de Leuven, a teoria da informação e a regressão robusta. Os estimadores desenvolvidos revelam um bom desempenho em modelos de regressão linear com pequenas amostras, afetados por colinearidade e outliers. Por último, são apresentados alguns códigos computacionais para estimação com máxima entropia, contribuindo, deste modo, para um aumento dos escassos recursos computacionais atualmente disponíveis.

Generate disaggregated soil allocation data using a Minimum Cross Entropy Model

Montado ecosystem in the Alentejo Region, south of Portugal, has enormous agro-ecological and economics heterogeneities. A definition of homogeneous sub-units among this heterogeneous ecosystem was made, but for them is disposal only partial statistical information about soil allocation agro-forestry activities. The paper proposal is to recover the unknown soil allocation at each homogeneous sub-unit, disaggregating a complete data set for the Montado ecosystem area using incomplete information at sub-units level. The methodological framework is based on a Generalized Maximum Entropy approach, which is developed in thee steps concerning the specification of a r order Markov process, the estimates of aggregate transition probabilities and the disaggregation data to recover the unknown soil allocation at each homogeneous sub-units. The results quality is evaluated using the predicted absolute deviation (PAD) and the "Disagegation Information Gain" (DIG) and shows very acceptable estimation errors.

Integer and Fractional Order Entropy Analysis of Earthquake Data-series

This paper studies the statistical distributions of worldwide earthquakes from year 1963 up to year 2012. A Cartesian grid, dividing Earth into geographic regions, is considered. Entropy and the Jensen–Shannon divergence are used to analyze and compare real-world data. Hierarchical clustering and multi-dimensional scaling techniques are adopted for data visualization. Entropy-based indices have the advantage of leading to a single parameter expressing the relationships between the seismic data. Classical and generalized (fractional) entropy and Jensen–Shannon divergence are tested. The generalized measures lead to a clear identification of patterns embedded in the data and contribute to better understand earthquake distributions.

Robust Dynamic Pricing Over Infinite Horizon in The Presence of Model Uncertainty( 2* Journal)

This paper studies a problem of dynamic pricing faced by a retailer with limited inventory, uncertain about the demand rate model, aiming to maximize expected discounted revenue over an infinite time horizon. The retailer doubts his demand model which is generated by historical data and views it as an approximation. Uncertainty in the demand rate model is represented by a notion of generalized relative entropy process, and the robust pricing problem is formulated as a two-player zero-sum stochastic differential game. The pricing policy is obtained through the Hamilton-Jacobi-Isaacs (HJI) equation. The existence and uniqueness of the solution of the HJI equation is shown and a verification theorem is proved to show that the solution of the HJI equation is indeed the value function of the pricing problem. The results are illustrated by an example with exponential nominal demand rate.

A desagregação espacial de dados agrícolas: aplicação de uma abordagem baseada na máxima entropia ao concelho de Castelo de Vide

Dissertação mest., Gestão Sustentável de Espaços Rurais, Universidade do Algarve, 2009

Termoestatística quântica: uma abordagem via estatísticas não-gaussianas

Considering a quantum gas, the foundations of standard thermostatistics are investigated in the context of non-Gaussian statistical mechanics introduced by Tsallis and Kaniadakis. The new formalism is based on the following generalizations: i) Maxwell- Boltzmann-Gibbs entropy and ii) deduction of H-theorem. Based on this investigation, we calculate a new entropy using a generalization of combinatorial analysis based on two different methods of counting. The basic ingredients used in the H-theorem were: a generalized quantum entropy and a generalization of collisional term of Boltzmann equation. The power law distributions are parameterized by parameters q;, measuring the degree of non-Gaussianity of quantum gas. In the limit q

Methods for the Quantification of Motor Stability for the Assessment of Fall Risk

The research field of the Thesis is the evaluation of motor variability and the analysis of motor stability for the assessment of fall risk. Since many falls occur during walking, a better understanding of motor stability could lead to the definition of a reliable fall risk index aiming at measuring and assessing the risk of fall in the elderly, in the attempt to prevent traumatic events. Several motor variability and stability measures are proposed in the literature, but still a proper methodological characterization is lacking. Moreover, the relationship between many of these measures and fall history or fall risk is still unknown, or not completely clear. The aim of this thesis is hence to: i) analyze the influence of experimental implementation parameters on variability/stability measures and understand how variations in these parameters affect the outputs; ii) assess the relationship between variability/stability measures and long- short-term fall history. Several implementation issues have been addressed. Following the need for a methodological standardization of gait variability/stability measures, highlighted in particular for orbital stability analysis through a systematic review, general indications about implementation of orbital stability analysis have been showed, together with an analysis of the number of strides and the test-retest reliability of several variability/stability numbers. Indications about the influence of directional changes on measures have been provided. The association between measures and long/short-term fall history has also been assessed. Of all the analyzed variability/stability measures, Multiscale entropy and Recurrence quantification analysis demonstrated particularly good results in terms of reliability, applicability and association with fall history. Therefore, these measures should be taken in consideration for the definition of a fall risk index.

Stabilità e variabilità del cammino in acqua

La camminata, sia in acqua sia a secco, è un esercizio praticato frequentemente in ambito riabilitativo. Lo scopo di questa tesi è di confrontare variabilità e stabilità del cammino dentro e fuori dall’acqua, al fine di comprendere le caratteristiche dei due tipi di cammino. L’analisi si è focalizzata sulla valutazione di misure di stabilità e variabilità che non erano mai state indagate prima per la camminata in acqua: Harmonic Ratio, Plot di Poincarè, moltiplicatori di Floquet, esponenti di Lyapunov, multiscale entropy, recurrence rate, determinism, averaged diagonal line length, maximum diagonal line length e divergenza. Gli indici sono stati calcolati su camminate di 30 e di 90 passi. Da questa analisi possiamo stimare anche quale parametro è già affidabile a 30 passi e non cambia se analizzato a 90 o se un parametro necessita di più passi per risultare affidabile. Inoltre è stata effettuata indagine statistica tramite test di Kruskal-Wallis. Dall'analisi è emerso che la camminata in acqua è più stabile, meno smooth, c’è un maggiore controllo posturale lungo gli assi antero-posteriore e medio-laterale e che il cammino è condotto in maniera meno automatica.

Contribution of activity and skin temperature to the risk of developing pressure ulcers in nursing facility residents

Purpose. The central concepts in pressure ulcer risk are exposure to external pressure caused by inactivity and tissue tolerance to pressure, a factor closely related to blood flow. Inactivity measures are effective in predicting pressure ulcer risk. The purpose of the study is to evaluate whether a physiological measure of skin blood flow improves pressure ulcer risk prediction. Skin temperature regularity and self-similarity, as proxy measures of blood flow, and not previously described, may be undefined pressure ulcer risk factors. The specific aims were to determine whether a sample of nursing facility residents at high risk of pressure ulcers classified using the Braden Scale for Pressure Sore Risk© differ from a sample of low risk residents according to (1) exposure to external pressure as measured by resident activity, (2) tissue tolerance to external pressure as measured by skin temperature, and (3) skin temperature fluctuations and recovery in response to a commonly occurring stressor, bathing and additionally whether (4) scores on the Braden Scale mobility subscale score are related to entropy and the spectral exponent. ^ Methods. A two group observational time series design was used to describe activity and skin temperature regularity and self-similarity, calculating entropy and the spectral exponent using detrended fluctuation analysis respectively. Twenty nursing facility residents wore activity and skin temperature monitors for one week. One bathing episode was observed as a commonly occurring stressor for skin temperature.^ Results. Skin temperature multiscale entropy (MSE), F(1, 17) = 5.55, p = .031, the skin temperature spectral exponent, F(1, 17) = 6.19, p = .023, and the activity mean MSE, F(1, 18) = 4.52, p = .048 differentiated the risk groups. The change in skin temperature entropy during bathing was significant, t(16) = 2.55, p = .021, (95% CI, .04-.40). Multiscale entropy for skin temperature was lowest in those who developed pressure ulcers, F(1, 18) = 35.14, p < .001.^ Conclusions. This study supports the tissue tolerance component of the Braden and Bergstrom conceptual framework and shows differences in skin temperature multiscale entropy between pressure ulcer risk categories, pressure ulcer outcome, and during a commonly occurring stressor. ^

Impact of artifact correction methods on R-R interbeat signals to quantifying heart rate variability (HRV) according to linear and nonlinear methods.

In the analysis of heart rate variability (HRV) are used temporal series that contains the distances between successive heartbeats in order to assess autonomic regulation of the cardiovascular system. These series are obtained from the electrocardiogram (ECG) signal analysis, which can be affected by different types of artifacts leading to incorrect interpretations in the analysis of the HRV signals. Classic approach to deal with these artifacts implies the use of correction methods, some of them based on interpolation, substitution or statistical techniques. However, there are few studies that shows the accuracy and performance of these correction methods on real HRV signals. This study aims to determine the performance of some linear and non-linear correction methods on HRV signals with induced artefacts by quantification of its linear and nonlinear HRV parameters. As part of the methodology, ECG signals of rats measured using the technique of telemetry were used to generate real heart rate variability signals without any error. In these series were simulated missing points (beats) in different quantities in order to emulate a real experimental situation as accurately as possible. In order to compare recovering efficiency, deletion (DEL), linear interpolation (LI), cubic spline interpolation (CI), moving average window (MAW) and nonlinear predictive interpolation (NPI) were used as correction methods for the series with induced artifacts. The accuracy of each correction method was known through the results obtained after the measurement of the mean value of the series (AVNN), standard deviation (SDNN), root mean square error of the differences between successive heartbeats (RMSSD), Lomb\'s periodogram (LSP), Detrended Fluctuation Analysis (DFA), multiscale entropy (MSE) and symbolic dynamics (SD) on each HRV signal with and without artifacts. The results show that, at low levels of missing points the performance of all correction techniques are very similar with very close values for each HRV parameter. However, at higher levels of losses only the NPI method allows to obtain HRV parameters with low error values and low quantity of significant differences in comparison to the values calculated for the same signals without the presence of missing points.

Conservation law with the flux function discontinuous in the space variable- II - Convex-concave type fluxes and generalized entropy solutions

We deal with a single conservation law with discontinuous convex-concave type fluxes which arise while considering sign changing flux coefficients. The main difficulty is that a weak solution may not exist as the Rankine-Hugoniot condition at the interface may not be satisfied for certain choice of the initial data. We develop the concept of generalized entropy solutions for such equations by replacing the Rankine-Hugoniot condition by a generalized Rankine-Hugoniot condition. The uniqueness of solutions is shown by proving that the generalized entropy solutions form a contractive semi-group in L-1. Existence follows by showing that a Godunov type finite difference scheme converges to the generalized entropy solution. The scheme is based on solutions of the associated Riemann problem and is neither consistent nor conservative. The analysis developed here enables to treat the cases of fluxes having at most one extrema in the domain of definition completely. Numerical results reporting the performance of the scheme are presented. (C) 2006 Elsevier B.V. All rights reserved.