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Related papers: Inferring Diversity: Life After Shannon

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We introduce a new measure of interdependence among the components of a random vector along the main diagonal of the vector copula, i.e. along the line $u_{1}=\ldots=u_{J}$, for $\left(u_{1},\ldots,u_{J}\right)\in\left[0,1\right]^{J}$. Our…

Methodology · Statistics 2014-08-29 Jhan Rodríguez , András Bárdossy

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yijun Ding , Amit Ashok

Bayesian hierarchical models are frequently used in practical data analysis contexts. One interpretation of these models is that they provide an indirect way of assigning a prior for unknown parameters, through the introduction of…

Machine Learning · Statistics 2026-05-01 Brendon J. Brewer

In the setting where information cannot be verified, we propose a simple yet powerful information theoretical framework---the Mutual Information Paradigm---for information elicitation mechanisms. Our framework pays every agent a measure of…

Computer Science and Game Theory · Computer Science 2018-01-19 Yuqing Kong , Grant Schoenebeck

We propose a compression-based version of the empirical entropy of a finite string over a finite alphabet. Whereas previously one considers the naked entropy of (possibly higher order) Markov processes, we consider the sum of the…

Information Theory · Computer Science 2011-04-05 Paul M. B. Vitányi

The science of cities is a relatively new and interdisciplinary topic. It borrows techniques from agent-based modeling, stochastic processes, and partial differential equations. However, how the cities rise and fall, how they evolve, and…

Physics and Society · Physics 2023-04-28 Simone Daniotti , Bernardo Monechi , Enrico Ubaldi

We give some results relating asymptotic characterisations of maximum entropy probability measures to characterisations of Bayes optimal classifiers. Our main theorems show that maximum entropy is a universally Bayes optimal decision rule…

Statistics Theory · Mathematics 2025-07-08 Dalton A R Sakthivadivel

We determine the amount of information contained in a time series of price returns at a given time scale, by using a widespread tool of the information theory, namely the Shannon entropy, applied to a symbolic representation of this time…

Statistical Finance · Quantitative Finance 2022-08-26 Xavier Brouty , Matthieu Garcin

This paper is on developing some computer-assisted proof methods involving non-classical inequalities for Shannon entropy. Two areas of the applications of information inequalities are studied: Secret sharing schemes and hat guessing games.…

Information Theory · Computer Science 2023-10-19 Emirhan Gürpınar

We investigate the problem of truth discovery based on opinions from multiple agents who may be unreliable or biased. We consider the case where agents' reliabilities or biases are correlated if they belong to the same community, which…

Social and Information Networks · Computer Science 2019-04-30 Jielong Yang , Junshan Wang , Wee Peng Tay

The main object of this paper is to show how we can use classical probabilistic methods such as Maximum Entropy (ME), maximum likelihood (ML) and/or Bayesian (BAYES) approaches to do microscopic and macroscopic data fusion. Actually ME can…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

In ecology, the description of species composition and biodiversity calls for statistical methods that involve estimating features of interest in unobserved samples based on an observed one. In the last decade, the Bayesian nonparametrics…

Methodology · Statistics 2026-04-28 Alessandro Colombi , Raffaele Argiento , Federico Camerlenghi , Lucia Paci

Multi-instance data, in which each object (bag) contains a collection of instances, are widespread in machine learning, computer vision, bioinformatics, signal processing, and social sciences. We present a maximum entropy (ME) framework for…

Machine Learning · Computer Science 2016-03-15 Behrouz Behmardi , Forrest Briggs , Xiaoli Z. Fern , Raviv Raich

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

In this work, we develop a general method for estimating the Shannon entropy of a bidimensional sequence based on the extrapolation of block entropies. We apply this method to analyse the spatial configurations of cities of different…

Physics and Society · Physics 2024-09-04 E. Brigatti , V. M. Netto , F. N. M. de Sousa Filho , C. Cacholas

Thermodynamic entropy is determined by a heat measurement through the Clausius equality. The entropy then formalizes a fundamental limitation of operations by the second law of thermodynamics. The entropy is also expressed as the Shannon…

Statistical Mechanics · Physics 2015-06-17 Shin-ichi Sasa

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

In this article we provide initial findings regarding the problem of solving likelihood equations by means of a maximum entropy approach. Unlike standard procedures that require equating at zero the score function of the maximum-likelihood…

Computation · Statistics 2019-06-18 Antonio Calcagnì , Livio Finos , Gianmarco Altoè , Massimiliano Pastore

Entropy is the measure of uncertainty in any data and is adopted for maximisation of mutual information in many remote sensing operations. The availability of wide entropy variations motivated us for an investigation over the suitability…

Computer Vision and Pattern Recognition · Computer Science 2014-05-25 Dr. S. K. Katiyar , Arun P. V.

Works, briefly surveyed here, are concerned with two basic methods: Maximum Probability and Bayesian Maximum Probability; as well as with their asymptotic instances: Relative Entropy Maximization and Maximum Non-parametric Likelihood.…

Statistics Theory · Mathematics 2008-04-25 M. Grendar