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Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

Popular debiased estimation methods for causal inference -- such as augmented inverse propensity weighting and targeted maximum likelihood estimation -- enjoy desirable asymptotic properties like statistical efficiency and double robustness…

Machine Learning · Statistics 2025-09-16 Tiffany Tianhui Cai , Yuri Fonseca , Kaiwen Hou , Hongseok Namkoong

The Sliding Window Lempel-Ziv (SWLZ) algorithm that makes use of recurrence times and match lengths has been studied from various perspectives in information theory literature. In this paper, we undertake a finer study of these quantities…

Information Theory · Computer Science 2016-11-17 Siddharth Jain , R. K. Bansal

Entropy is a fundamental concept in the field of information theory. During measurement, conventional entropy measures are susceptible to length and amplitude changes in time series. A new entropy metric, neural network entropy (NNetEn),…

Machine Learning · Computer Science 2023-02-14 Hanif Heidari , Andrei Velichko , Murugappan Murugappan , Muhammad E. H. Chowdhury

Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and natural language processing. A number of approaches have been…

Methodology · Statistics 2023-03-22 Ioannis Papageorgiou , Ioannis Kontoyiannis

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

In [1] it is shown that recurrent neural networks (RNNs) can learn - in a metric entropy optimal manner - discrete time, linear time-invariant (LTI) systems. This is effected by comparing the number of bits needed to encode the…

Dynamical Systems · Mathematics 2022-11-29 Clemens Hutter , Thomas Allard , Helmut Bölcskei

We investigate the performance of entropy estimation methods, based either on block entropies or compression approaches, in the case of bidimensional sequences. We introduce a validation dataset made of images produced by a large number of…

Data Analysis, Statistics and Probability · Physics 2022-07-07 F. N. M. de Sousa Filho , V. G. Pereira de Sá , E. Brigatti

Density level sets are mainly estimated using one of three methodologies: plug-in, excess mass, or a hybrid approach. The plug-in methods are based on replacing the unknown density by some nonparametric estimator, usually the kernel. Thus,…

This paper introduces a class of k-nearest neighbor ($k$-NN) estimators called bipartite plug-in (BPI) estimators for estimating integrals of non-linear functions of a probability density, such as Shannon entropy and R\'enyi entropy. The…

Statistics Theory · Mathematics 2012-02-28 Kumar Sricharan , Raviv Raich , Alfred O. Hero

This paper presents a class of new fast non-trainable entropy-based confidence estimation methods for automatic speech recognition. We show how per-frame entropy values can be normalized and aggregated to obtain a confidence measure per…

Audio and Speech Processing · Electrical Eng. & Systems 2023-02-09 Aleksandr Laptev , Boris Ginsburg

We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

Methodology · Statistics 2020-12-02 Payam Shahsavari Baboukani , Carina Graversen , Emina Alickovic , Jan Østergaard

Reinforcement Learning with Verifiable Rewards (RLVR) serves as a cornerstone technique for enhancing the reasoning capabilities of Large Language Models (LLMs). However, its training is often plagued by \emph{entropy collapse}, a rapid…

Machine Learning · Computer Science 2026-04-30 Zhezheng Hao , Hong Wang , Haoyang Liu , Jian Luo , Jiarui Yu , Hande Dong , Qiang Lin , Can Wang , Jiawei Chen

Large Reasoning Models (LRMs) often suffer from overthinking, generating unnecessarily long reasoning chains even for simple tasks. This leads to substantial computational overhead with limited performance gain, primarily due to redundant…

Artificial Intelligence · Computer Science 2026-01-13 Ruichu Cai , Haopeng Du , Qingwen Lin , Yutong Chen , Zijian Li , Boyan Xu

Measuring the predictability and complexity of time series using entropy is essential tool de-signing and controlling a nonlinear system. However, the existing methods have some drawbacks related to the strong dependence of entropy on the…

Machine Learning · Computer Science 2022-01-14 Andrei Velichko , Hanif Heidari

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

The method to estimate the predictability of human mobility was proposed in [C. Song \emph{et al.}, Science {\bf 327}, 1018 (2010)], which is extensively followed in exploring the predictability of disparate time series. However, the…

Physics and Society · Physics 2019-03-27 Paiheng Xu , Likang Yin , Zhongtao Yue , Tao Zhou

There is no single universally accepted definition of "Complexity". There are several perspectives on complexity and what constitutes complex behaviour or complex systems, as opposed to regular, predictable behaviour and simple systems. In…

Data Analysis, Statistics and Probability · Physics 2018-01-17 Nithin Nagaraj , Karthi Balasubramanian

We compare an entropy estimator $H_z$ recently discussed in [10] with two estimators $H_1$ and $H_2$ introduced in [6][7]. We prove the identity $H_z \equiv H_1$, which has not been taken into account in [10]. Then, we prove that the…

Data Analysis, Statistics and Probability · Physics 2015-10-23 Thomas Schürmann
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