Search Results - "Bertschinger, Nils"

The information theory of individuality by Krakauer, David, Bertschinger, Nils, Olbrich, Eckehard, Flack, Jessica C., Ay, Nihat

“…Despite the near universal assumption of individuality in biology, there is little agreement about what individuals are and few rigorous quantitative methods…”
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Quantifying Unique Information by Nils Bertschinger, Johannes Rauh, Eckehard Olbrich, Jürgen Jost, Nihat Ay

“…We propose new measures of shared information, unique information and synergistic information that can be used to decompose the mutual information of a pair of…”
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Real-time computation at the edge of chaos in recurrent neural networks by Bertschinger, Nils, Natschläger, Thomas

“…Depending on the connectivity, recurrent networks of simple computational units can show very different types of dynamics, ranging from totally ordered to…”
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Bayesian estimation and likelihood-based comparison of agent-based volatility models by Bertschinger, Nils, Mozzhorin, Iurii

“…The statistical description and modeling of volatility plays a prominent role in econometrics, risk management and finance. GARCH and stochastic volatility…”
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Information Decomposition of Target Effects from Multi-Source Interactions: Perspectives on Previous, Current and Future Work by Lizier, Joseph T, Bertschinger, Nils, Jost, Jürgen, Wibral, Michael

“…The formulation of the Partial Information Decomposition (PID) framework by Williams and Beer in 2010 attracted a significant amount of attention to the…”
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Information Decomposition and Synergy by Eckehard Olbrich, Nils Bertschinger, Johannes Rauh

“…Recently, a series of papers addressed the problem of decomposing the information of two random variables into shared information, unique information and…”
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On Extractable Shared Information by Rauh, Johannes, Banerjee, Pradeep, Olbrich, Eckehard, Jost, Jürgen, Bertschinger, Nils

“…We consider the problem of quantifying the information shared by a pair of random variables X 1 , X 2 about another variable S. We propose a new measure of…”
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Uncertainty of Volatility Estimates from Heston Greeks by Pfante, Oliver, Bertschinger, Nils

“…Volatility is a widely recognized measure of market risk. As volatility is not observed it has to be estimated from market prices, i.e., as the implied…”
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Coarse-Graining and the Blackwell Order by Rauh, Johannes, Banerjee, Pradeep, Olbrich, Eckehard, Jost, Jürgen, Bertschinger, Nils, Wolpert, David

“…Suppose we have a pair of information channels, κ1,κ2 , with a common input. The Blackwell order is a partial order over channels that compares κ1 and κ2 by…”
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Autonomy: An information theoretic perspective by Bertschinger, Nils, Olbrich, Eckehard, Ay, Nihat, Jost, Jürgen

“…We present a tentative proposal for a quantitative measure of autonomy. This is something that, surprisingly, is rarely found in the literature, even though…”
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The sub-fractional CEV model by Araneda, Axel A., Bertschinger, Nils

“…The sub-fractional Brownian motion (sfBm) is a stochastic process, characterized by non-stationarity in their increments and long-range dependence, considered…”
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Hysteresis effects of changing the parameters of noncooperative games by Wolpert, David H, Harré, Michael, Olbrich, Eckehard, Bertschinger, Nils, Jost, Jürgen

“…We adapt the method used by Jaynes to derive the equilibria of statistical physics to instead derive equilibria of bounded rational game theory. We analyze the…”
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Visual explanation of country specific differences in Covid-19 dynamics by Bertschinger, Nils

“…This report provides a visual examination of Covid-19 case and death data. In particular, it shows that country specific differences can too a large extend be…”
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Emergence by Jost, Jürgen, Bertschinger, Nils, Olbrich, Eckehard

“…We analyze the time honored subject of emergence with modern tools from theoretical computer science, dynamical systems and complex systems theory. The…”
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Cross-ownership as a structural explanation for rising correlations in crisis times by Bertschinger, Nils, Araneda, Axel A

“…In this paper, we examine the interlinkages among firms through a financial network where cross-holdings on both equity and debt are allowed. We relate…”
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Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches by Sasidevan, V, Bertschinger, Nils

“…The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the…”
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The sub-fractional CEV model by Araneda, Axel A, Bertschinger, Nils

“…Physica A, 2021 The sub-fractional Brownian motion (sfBm) is a stochastic process, characterized by non-stationarity in their increments and long-range…”
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Bayesian Quantile Matching Estimation by Nirwan, Rajbir-Singh, Bertschinger, Nils

“…Due to increased awareness of data protection and corresponding laws many data, especially involving sensitive personal information, are not publicly…”
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Systemic Greeks: Measuring risk in financial networks by Bertschinger, Nils, Stobbe, Julian

“…Since the latest financial crisis, the idea of systemic risk has received considerable interest. In particular, contagion effects arising from cross-holdings…”
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Rotation Invariant Householder Parameterization for Bayesian PCA by Nirwan, Rajbir S, Bertschinger, Nils

“…We consider probabilistic PCA and related factor models from a Bayesian perspective. These models are in general not identifiable as the likelihood has a…”
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