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Related papers: Entropy estimates of small data sets

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Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…

Statistics Theory · Mathematics 2026-02-16 Nicholas G. Polson , Daniel Zantedeschi

It is not obvious how to extend Shannon's original information entropy to higher dimensions, and many different approaches have been tried. We replace the English text symbol sequence originally used to illustrate the theory by a discrete,…

Information Theory · Computer Science 2016-09-06 Kieran G. Larkin

This paper considers an information bottleneck problem with the objective of obtaining a most informative representation of a hidden feature subject to a R\'enyi entropy complexity constraint. The optimal bottleneck trade-off between…

Information Theory · Computer Science 2021-02-01 Jian-Jia Weng , Fady Alajaji , Tamás Linder

In the article the $mm$-entropy (an entropy of a metric measure space) introduced by C. Shannon is evaluated for an $\alpha$-stable L\'evy process. For $\alpha<1$ the double-sided estimates of the same order are obtained for process…

Probability · Mathematics 2026-05-28 Viktor Khamzin , Mikhail Lifshits

A general investigation is made into the intrinsic Riemannian geometry for complex systems, from the perspective of statistical mechanics. The entropic formulation of statistical mechanics is the ingredient which enables a connection…

Statistical Mechanics · Physics 2010-08-18 B. N. Tiwari , Vinod Chandra , Subhashish Banerjee

The Shannon entropy, one of the cornerstones of information theory, is widely used in physics, particularly in statistical mechanics. Yet its characterization and connection to physics remain vague, leaving ample room for misconceptions and…

Statistical Mechanics · Physics 2021-07-28 Gabriele Carcassi , Christine A. Aidala , Julian Barbour

We consider Shannon entropy, Fisher information, R\'enyi entropy, and Tsallis entropy to study the quantum droplet phase in Bose-Einstein condensates. In the beyond mean-field description, the Gross-Pitaevskii equation with Lee-Huang-Yang…

Quantum Gases · Physics 2024-10-04 Sk Siddik , Golam Ali Sekh

A problem of improving the accuracy of nonparametric entropy estimation for a stationary ergodic process is considered. New weak metrics are introduced and relations between metrics, measures, and entropy are discussed. Based on weak…

Information Theory · Computer Science 2024-11-04 Evgeniy Timofeev , Alexei Kaltchenko

Misclassification detection is an important problem in machine learning, as it allows for the identification of instances where the model's predictions are unreliable. However, conventional uncertainty measures such as Shannon entropy do…

Machine Learning · Statistics 2024-02-09 Eduardo Dadalto , Marco Romanelli , Georg Pichler , Pablo Piantanida

In this paper, we develop the lower and upper bounds of worst-case distortion riskmetrics and weighted entropy for unimodal, and symmetric unimodal distributions when mean and variance information are available. We also consider the sharp…

Risk Management · Quantitative Finance 2025-11-24 Baishuai Zuo , Chuancun Yin

Subword tokenization is a key part of many NLP pipelines. However, little is known about why some tokenizer and hyperparameter combinations lead to better downstream model performance than others. We propose that good tokenizers lead to…

Computation and Language · Computer Science 2023-06-30 Vilém Zouhar , Clara Meister , Juan Luis Gastaldi , Li Du , Mrinmaya Sachan , Ryan Cotterell

A simple, intuitive approach to the assessment of probabilistic inferences is introduced. The Shannon information metrics are translated to the probability domain. The translation shows that the negative logarithmic score and the geometric…

Other Statistics · Statistics 2018-12-27 Kenric P. Nelson

Many of the traditional results in information theory, such as the channel coding theorem or the source coding theorem, are restricted to scenarios where the underlying resources are independent and identically distributed (i.i.d.) over a…

Quantum Physics · Physics 2009-06-28 Nilanjana Datta , Renato Renner

Entropy regularization is known to improve exploration in sequential decision-making problems. We show that this same mechanism can also lead to nearly unbiased and lower-variance estimates of the mean reward in the optimize-and-estimate…

Machine Learning · Computer Science 2022-08-26 Ben Chugg , Peter Henderson , Jacob Goldin , Daniel E. Ho

We describe an approach to improving model fitting and model generalization that considers the entropy of distributions of modelling residuals. We use simple simulations to demonstrate the observational signatures of overfitting on ordered…

Methodology · Statistics 2019-08-05 Barnaby Rowe

By using the maximum entropy principle with Tsallis entropy we obtain a fragment size distribution function which undergoes a transition to scaling. This distribution function reduces to those obtained by other authors using Shannon…

Soft Condensed Matter · Physics 2015-06-24 Oscar Sotolongo-Costa , Arezky H. Rodriguez , G. J. Rodgers

Recently, weighted cumulative residual Tsallis entropy has been introduced in the literature as a generalization of weighted cumulative residual entropy. We study some new properties of weighted cumulative residual Tsallis entropy measure.…

Statistics Theory · Mathematics 2026-02-02 Siddhartha Chakraborty , Asok K. Nanda

We discuss algorithms for estimating the Shannon entropy h of finite symbol sequences with long range correlations. In particular, we consider algorithms which estimate h from the code lengths produced by some compression algorithm. Our…

Statistical Mechanics · Physics 2017-04-24 Thomas Schürmann , Peter Grassberger

We propose R\'enyi information generating function and discuss its properties. A connection between the R\'enyi information generating function and the diversity index is proposed for discrete type random variables. The relation between the…

Statistics Theory · Mathematics 2025-02-25 Shital Saha , Suchandan Kayal , N. Balakrishnan

We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu