Related papers: Renyi information for ergodic diffusion processes
We assume that we observe $N$ independent copies of a diffusion process on a time-interval $[0,2T]$. For a given time $t$, we estimate the transition density $p_t(x,y)$, namely the conditional density of $X_{t + s}$ given $X_s = x$, under…
Estimating entropies from limited data series is known to be a non-trivial task. Naive estimations are plagued with both systematic (bias) and statistical errors. Here, we present a new 'balanced estimator' for entropy functionals Shannon,…
The spreading properties of the stationary states of the quantum multidimensional harmonic oscillator are analytically discussed by means of the main dispersion measures (radial expectation values) and the fundamental entropy-like…
We study perturbations of the Erdos-Renyi model for which the statistical weight of a graph depends on the abundance of certain geometrical patterns. Using the formal correspondance with an exactly solvable effective model, we show the…
In the present work we investigate phase correlations by recourse to the Shannon entropy. Using theoretical arguments we show that the entropy provides an accurate measure of phase correlations in any dynamical system, in particular when…
Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al. (2021) show that diffusion processes that transform data into noise can…
We research adaptive maximum likelihood-type estimation for an ergodic diffusion process where the observation is contaminated by noise. This methodology leads to the asymptotic independence of the estimators for the variance of observation…
Given a first-order nonlinear hyperbolic system of conservation laws endowed with a convex entropy-entropy flux pair, we can consider the class of weak solutions containing shock waves depending upon some small scale parameters. In this…
In this paper, we develop the notion of entropy for uniform hypergraphs via tensor theory. We employ the probability distribution of the generalized singular values, calculated from the higher-order singular value decomposition of the…
Renyi's information measures ---the Renyi information, mean, capacity, radius, and center--- are analyzed relying on the elementary properties of the Renyi divergence and the power means. The van Erven-Harremoes conjecture is proved for any…
The R\'enyi information measures are characterized in terms of their Shannon counterparts, and properties of the former are recovered from first principle via the associated properties of the latter. Motivated by this characterization, a…
The traditional approach of health risk modelling with multiple data sources proceeds via regression-based methods assuming a marginal distribution for the outcome variable. The data is collected for $N$ subjects over a $J$ time-period or…
We use phase space distributions specifically, the Wigner distribution (WD) and Husimi distribution (HD) to investigate certain information-theoretic measures as descriptors for a given system. We extensively investigate and analyze…
We propose some parametric tests for ergodic diffusion-plus-noise model, which is a version of state-space modelling in statistics for stochastic diffusion equations. The test statistics are classified into three types:…
Transfer entropy measures directed information flow in time series, and it has become a fundamental quantity in applications spanning neuroscience, finance, and complex systems analysis. However, existing estimation methods suffer from the…
We present a universal relation between the flow of a Renyi entropy and the full counting statistics of energy transfers. We prove the exact relation for a flow to a system in thermal equilibrium that is weakly coupled to an arbitrary…
A calculation of the transverse sound velocity as a function of excess entropy is presented for several simple fluids, including the Lennard-Jones, Yukawa, one-component plasma, inverse-power law (soft sphere) and hard sphere models. A…
We present a new random walk for uniformly sampling high-dimensional convex bodies. It achieves state-of-the-art runtime complexity with stronger guarantees on the output than previously known, namely in R\'enyi divergence (which implies…
Diffusion models have recently emerged as powerful generative priors for solving inverse problems. However, training diffusion models in the pixel space are both data-intensive and computationally demanding, which restricts their…
The entropy of probability distribution defined by Shannon has several extensions. R\'enyi entropy is one of the general extensions of Shannon entropy and is widely used in engineering, physics, and so on. On the other hand, the quantum…