翻訳と辞書 Words near each other ・ Transfer admissions in the United States ・ Transfer agent ・ Transfer alignment ・ Transfer bench ・ Transfer cars ・ Transfer case ・ Transfer cell ・ Transfer coefficient ・ Transfer Committee ・ Transfer credit ・ Transfer Day ・ Transfer deed ・ Transfer DNA ・ Transfer DNA binary system ・ Transfer effect ・ Transfer entropy ・ Transfer factor ・ Transfer function ・ Transfer gene ・ Transfer House (Decatur, Illinois) ・ Transfer hydrogenation ・ Transfer line ・ Transfer locomotive ・ Transfer market ・ Transfer matrix ・ Transfer mispricing ・ Transfer molding ・ Transfer of equity ・ Transfer of learning ・ Transfer of mitochondrial and chloroplast DNA to the nucleus Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Transfer entropy ： ウィキペディア英語版 Transfer entropy Transfer entropy is a non-parametric statistic measuring the amount of directed (time-asymmetric) transfer of information between two random processes. Transfer entropy from a process ''X'' to another process ''Y'' is the amount of uncertainty reduced in future values of ''Y'' by knowing the past values of ''X'' given past values of ''Y''. More specifically, if $X\_t$ and $Y\_t$ for $t\backslash in\; \backslash mathbb$ denote two random processes and the amount of information is measured using Shannon's entropy, the transfer entropy can be written as: :$$ T_ = H\left( Y_t \mid Y_\right) - H\left( Y_t \mid Y_, X_\right), where ''H''(''X'') is Shannon entropy of ''X''. The above definition of transfer entropy has been extended by other types of entropy measures such as Rényi entropy.〔 Transfer entropy is conditional mutual information, with the history of the influenced variable $Y\_$ in the condition. Transfer entropy reduces to Granger causality for vector auto-regressive processes. Hence, it is advantageous when the model assumption of Granger causality doesn't hold, for example, analysis of non-linear signals.〔 However, it usually requires more samples for accurate estimation. While it was originally defined for bivariate analysis, transfer entropy has been extended to multivariate forms, either conditioning on other potential source variables or considering transfer from a collection of sources, although these forms require more samples again. Transfer entropy has been used for estimation of functional connectivity of neurons〔 and social influence in social networks. == See also == * Conditional mutual information * Causality * Causality (physics) * Structural equation modeling * Rubin causal model * Mutual Information 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Transfer entropy」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.