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Recent studies found that many channels are affected by additive noise that is impulsive in nature and is best explained by heavy-tailed symmetric alpha-stable distributions. Dealing with impulsive noise environments comes with an added…

Information Theory · Computer Science 2016-10-07 Jihad Fahs , Ibrahim Abou-Faycal

The nonextensive statistics based on Tsallis entropy have been so far used for the systems composed of subsystems having same $q$. The applicability of this statistics to the systems with different $q$'s is still a matter of investigation.…

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

The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…

Statistical Mechanics · Physics 2017-06-13 Cem Yolcu , Antoine Bérut , Gianmaria Falasco , Artyom Petrosyan , Sergio Ciliberto , Marco Baiesi

Recently, several studies proposed non-linear transformations, such as a logarithmic or Gaussianization transformation, as efficient tools to recapture information about the (Gaussian) initial conditions. During non-linear evolution, part…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-16 Julien Carron , Istvan Szapudi

In this paper, we investigate the asymptotic stability of finite-dimensional stochastic integrable Hamiltonian systems via information entropy. Specifically, we establish the asymptotic vanishing of Shannon entropy difference (with…

Dynamical Systems · Mathematics 2025-10-28 Chen Wang , Yong Li

The importance of Fisher information is increasing in nonequilibrium thermodynamics, as it has played a fundamental role in trade-off relations such as thermodynamic uncertainty relations and speed limits. In this work, we investigate…

Quantum Physics · Physics 2026-03-05 Tomohiro Nishiyama , Yoshihiko Hasegawa

In this study, the information-theoretic measures in both the position and momentum spaces for the pseudoharmonic potential using Fisher information, Shannon entropy, Renyi entropy, Tsallis entropy and Onicescu information energy are…

Quantum Physics · Physics 2014-09-29 W. A. Yahya , K. J. Oyewumi , K. D. Sen

In this work, we derive information-theoretic properties for a modified Tsallis entropy, hereinafter referred to as q-entropy. We introduce the notions of joint q-entropy, conditional q-entropy, relative q-entropy, conditional mutual…

Mathematical Physics · Physics 2026-03-31 Marco A. S. Trindade

Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…

Machine Learning · Statistics 2014-01-24 Keisuke Yamazaki

In this short note we review the dynamical Schr\"odinger problem on the non-commutative Fisher-Rao space of positive semi-definite matrix-valued measures. The presentation is meant to be self-contained, and we discuss in particular…

Statistics Theory · Mathematics 2022-01-20 Léonard Monsaingeon , Dmitry Vorotnikov

Thermodynamic entropy, as defined by Clausius, characterizes macroscopic observations of a system based on phenomenological quantities such as temperature and heat. In contrast, information-theoretic entropy, introduced by Shannon, is a…

Quantum Physics · Physics 2017-01-04 Mirjam Weilenmann , Lea Krämer , Philippe Faist , Renato Renner

The Fisher Information Matrix formalism is extended to cases where the data is divided into two parts (X,Y), where the expectation value of Y depends on X according to some theoretical model, and X and Y both have errors with arbitrary…

Cosmology and Nongalactic Astrophysics · Physics 2015-02-20 A. F. Heavens , M. Seikel , B. D. Nord , M. Aich , Y. Bouffanais , B. A. Bassett , M. P. Hobson

We show that an information theoretic distance measured by the relative Fisher information between canonical equilibrium phase densities corresponding to forward and backward processes is intimately related to the gradient of the dissipated…

Statistical Mechanics · Physics 2013-11-12 Takuya Yamano

When factorized approximations are used for variational inference (VI), they tend to underestimate the uncertainty -- as measured in various ways -- of the distributions they are meant to approximate. We consider two popular ways to measure…

Machine Learning · Statistics 2023-05-29 Charles C. Margossian , Lawrence K. Saul

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter…

Statistical Finance · Quantitative Finance 2011-10-26 Rafael S. Calsaverini , Renato Vicente

In this paper, we examine the effects of correlated Gaussian noise on a two-dimensional neuronal network that is locally modeled by the Rulkov map. More precisely, we study the effects of the noise correlation on the variations of the mean…

Disordered Systems and Neural Networks · Physics 2010-09-23 Xiaojuan Sun , Matjaz Perc , Qishao Lu , Jürgen Kurths

The Tsallis entropy, which is a generalization of the Boltzmann-Gibbs entropy, plays a central role in nonextensive statistical mechanics of complex systems. A lot of efforts have recently been made on establishing a dynamical foundation…

Statistical Mechanics · Physics 2009-11-11 Sumiyoshi Abe , Yutaka Nakada

We systematically analyze the implications of statistical noise within numerical derivatives on simulation-based Fisher forecasts for large scale structure surveys. Noisy numerical derivatives resulting from a finite number of simulations,…

Cosmology and Nongalactic Astrophysics · Physics 2024-06-11 Christopher Wilson , Rachel bean

We have studied the effect of the nonextensive Tsallis mechanism on the viscous properties of hot QCD matter in the presence of a strong magnetic field. The results are compared to the case of absence of magnetic field. The viscous…

High Energy Physics - Phenomenology · Physics 2024-02-07 Shubhalaxmi Rath , Sadhana Dash

Mimicking the maximum likelihood estimator, we construct first order Cramer-Rao efficient and explicitly computable estimators for the scale parameter $\sigma^2$ in the model $Z_{i,n}=\sigma n^{-\beta}X_i+Y_i,i=1,\ldots,n,\beta>0$ with…

Statistics Theory · Mathematics 2015-03-20 Till Sabel , Johannes Schmidt-Hieber
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