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We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

Statistics Theory · Mathematics 2024-02-14 Aryeh Kontorovich , Amichai Painsky

In this paper, we consider the information content of maximum ranked set sampling procedure with unequal samples (MRSSU) in terms of Tsallis entropy which is a nonadditive generalization of Shannon entropy. We obtain several results of…

Statistics Theory · Mathematics 2020-11-04 S. Tahmasebi , M. Longobardi , M. R. Kazemi , M. Alizadeh

Quasi-power law ensembles are discussed from the perspective of nonextensive Tsallis distributions characterized by a nonextensive parameter $q$. A number of possible sources of such distributions are presented in more detail. It is further…

Statistical Mechanics · Physics 2023-07-19 Grzegorz Wilk , Zbigniew Włodarczyk

We propose a direct estimation method for R\'{e}nyi and f-divergence measures based on a new graph theoretical interpretation. Suppose that we are given two sample sets $X$ and $Y$, respectively with $N$ and $M$ samples, where $\eta:=M/N$…

Information Theory · Computer Science 2017-11-22 Morteza Noshad , Kevin R. Moon , Salimeh Yasaei Sekeh , Alfred O. Hero

The empirical distribution function assigns mass $1/n$ to each of the $n$ observations in a sample. As these are highly variable, estimation error may be reduced by replacing them with estimated observations that are asymptotically less…

Methodology · Statistics 2026-05-26 Tommaso Lando , Lorenzo Tedesco

We consider density estimators based on the nearest neighbors method applied to discrete point distibutions in spaces of arbitrary dimensionality. If the density is constant, the volume of a hypersphere centered at a random location is…

Instrumentation and Methods for Astrophysics · Physics 2013-01-24 Przemek Wozniak , Andrzej Kruszewski

This paper reveals a conceptually new connection from information theory to approximation theory via quantum algorithms for entropy estimation. Specifically, we provide an information-theoretic lower bound $\Omega(\sqrt{n})$ on the…

Quantum Physics · Physics 2025-09-04 Qisheng Wang

The naive importance sampling (IS) estimator generally does not work well in examples involving simultaneous inference on several targets, as the importance weights can take arbitrarily large values, making the estimator highly unstable. In…

Methodology · Statistics 2022-04-20 Vivekananda Roy , Evangelos Evangelou

In this paper we derive explicit formulas of the R\'enyi information, Shannon entropy and Song measure for the invariant density of one dimensional ergodic diffusion processes. In particular, the diffusion models considered include the…

Probability · Mathematics 2007-11-13 Alessandro De Gregorio , Stefano Iacus

Quite general, analytical (both exact and approximate) forms for discrete probability distributions (PD's) that maximize Tsallis entropy for a fixed variance are here investigated. They apply, for instance, in a wide variety of scenarios in…

Statistical Mechanics · Physics 2009-11-11 C. Vignat , A. Plastino

We consider a problem in parametric estimation: given $n$ samples from an unknown distribution, we want to estimate which distribution, from a given one-parameter family, produced the data. Following Schulman and Vazirani, we evaluate an…

Statistics Theory · Mathematics 2025-07-15 Aaron Abrams , Sandy Ganzell , Henry Landau , Zeph Landau , James Pommersheim , Eric Zaslow

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…

In this paper, we present a new multi-scale information content calculation method based on Shannon information (and Shannon entropy). The original method described by Claude E. Shannon and based on the logarithm of the probability of…

Information Theory · Computer Science 2023-05-23 Zsolt Pocze

The entropic uncertainty measures of the multidimensional hydrogenic states quantify the multiple facets of the spatial delocalization of the electronic probability density of the system. The Shannon entropy is the most adequate uncertainty…

Quantum Physics · Physics 2019-11-19 Irene V. Toranzo , David Puertas-Centeno , Nahual Sobrino , Jesús S. Dehesa

Recently, Suyari has proposed a generalization of Shannon-Khinchin axioms, which determines a class of entropies containing the well-known Tsalis and Havrda-Charvat entropies [H. Suyari, IEEE Trans. Inf. Theory, vol. 50, pp. 1783-1787, Aug.…

Mathematical Physics · Physics 2012-12-03 Velimir M. Ilic , Miomir S. Stankovic , Edin H. Mulalic

This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

Information Theory · Computer Science 2018-12-11 Igal Sason

It is shown that the distribution derived from the principle of maximum Tsallis entropy is a superposable Levy-type distribution. Concomitantly, the leading order correction to the limit distribution is also deduced. This demonstration…

Statistical Mechanics · Physics 2007-05-23 Sumiyoshi Abe , A. K. Rajagopal

We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…

Statistics Theory · Mathematics 2015-09-08 Cristina Butucea , Jean-François Delmas , Anne Dutfoy , Richard Fischer

In this paper we consider a class of nonparametric estimators of a distribution function F, with compact support, based on the theory of IFSs. The estimator of F is tought as the fixed point of a contractive operator T defined in terms of a…

Statistics Theory · Mathematics 2007-06-13 Stefano M. Iacus , Davide La Torre

Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…

Statistical Mechanics · Physics 2009-11-13 Stefan Thurner , Rudolf Hanel
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