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By considering the "kinetic-energy" term of the minimum principle for the Schr\"{o}dinger equation as a measure of information, that minimum principle is viewed as a statistical estimation procedure, analogous to the manner in which Jaynes…

Mathematical Physics · Physics 2007-05-23 John H. Van Drie

This is an attempt to address diffusion phenomena from the point of view of information theory. We imagine a regular hamiltonian system under the random perturbation of thermal (molecular) noise and chaotic instability. The irregularity of…

Statistical Mechanics · Physics 2007-05-23 Qiuping A. Wang

We demonstrate that the processes underlying on-line auction price bids and many other longitudinal data can be represented by an empirical first order stochastic ordinary differential equation with time-varying coefficients and a smooth…

Statistics Theory · Mathematics 2012-11-13 Hans-Georg Müller , Fang Yao

Learning disentangled representations of textual data is essential for many natural language tasks such as fair classification, style transfer and sentence generation, among others. The existent dominant approaches in the context of text…

Artificial Intelligence · Computer Science 2021-05-07 Pierre Colombo , Chloe Clavel , Pablo Piantanida

The forced rupture of single chemical bonds under external load is addressed. A general framework is put forward to optimally utilize the experimentally observed rupture force data for estimating the parameters of a theoretical model. As an…

Biological Physics · Physics 2009-11-13 S. Getfert , P. Reimann

Extropy and its properties are explored to quantify the uncertainty. In this paper, we obtain alternative expressions for cumulative residual extropy and negative cumulative extropy. We obtain simple estimators of cumulative (residual)…

Methodology · Statistics 2021-08-23 Sudheesh K. K. , Sreedevi E. P

Mixture distributions are extensively used as a modeling tool in diverse areas from machine learning to communications engineering to physics, and obtaining bounds on the entropy of probability distributions is of fundamental importance in…

Information Theory · Computer Science 2022-12-05 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Mokshay Madiman , Murti V. Salapaka

Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…

Information Theory · Computer Science 2014-07-29 Clive G. Bowsher , Margaritis Voliotis

We define {\em predictive information} $I_{\rm pred} (T)$ as the mutual information between the past and the future of a time series. Three qualitatively different behaviors are found in the limit of large observation times $T$: $I_{\rm…

Data Analysis, Statistics and Probability · Physics 2011-11-10 William Bialek , Ilya Nemenman , Naftali Tishby

We propose and analyze a process that extracts useful work from a single active particle maintained at constant temperature in a harmonic potential by measuring the relative sign of the self-propulsion and the confining force and then…

Statistical Mechanics · Physics 2026-03-09 Grzegorz Szamel

Fields like public health, public policy, and social science often want to quantify the degree of dependence between variables whose relationships take on unknown functional forms. Typically, in fact, researchers in these fields are…

Statistics Theory · Mathematics 2019-12-10 Octavio César Mesner , Cosma Rohilla Shalizi

We have discovered analytical expressions for the probability density function (PDF) of photons that are multiply scattered in relativistic flows, under the assumption of isotropic and inelastic scattering. These expressions characterize…

Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…

Information Theory · Computer Science 2020-12-22 Yuval Shalev , Amichai Painsky , Irad Ben-Gal

The aim of this paper is to investigate various information-theoretic measures, including entropy, mutual information, and some systematic measures that based on mutual information, for a class of structured spiking neuronal network. In…

Neurons and Cognition · Quantitative Biology 2019-12-04 Wenjie Li , Yao Li

We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach, which we call MINT, is based on the estimation of mutual information, whose decomposition into joint and…

Methodology · Statistics 2017-11-20 Thomas B. Berrett , Richard J. Samworth

A one-to-one correspondence is drawn between law invariant risk measures and divergences, which we define as functionals of pairs of probability measures on arbitrary standard Borel spaces satisfying a few natural properties. Divergences…

Risk Management · Quantitative Finance 2016-06-07 Daniel Lacker

Dependence among marginally constrained observations can break a finite-sample barrier. To formalize this phenomenon, we introduce the \emph{minimum list entropy coupling} $H(P\|Q_1,\dots,Q_m)$, the minimum conditional entropy…

Information Theory · Computer Science 2026-05-18 Shahab Asoodeh , Jun Chen

The joint probability density function (PDF) of turbulent velocity and concentration of a passive scalar in an urban street canyon is computed using a newly developed particle-in-cell Monte Carlo method. Compared to moment closures, the PDF…

Geophysics · Physics 2010-03-25 J. Bakosi , P. Franzese , Z. Boybeyi

Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines,…

Computation · Statistics 2021-08-21 Luai Al-Labadi , Forough Fazeli-Asl , Zahra Saberi

There are interesting extensions of the problem of determining a joint probability with known marginals. On the one hand, one may impose size constraints on the joint probabilities. On the other, one may impose additional constraints like…

Probability · Mathematics 2021-09-08 Henryk Gzyl
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