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The problem of Shannon entropy estimation in countable infinite alphabets is addressed from the study and use of convergence results of the entropy functional, which is known to be discontinuous with respect to the total variation distance…

Information Theory · Computer Science 2018-04-03 Jorge F. Silva

We propose and investigate a new estimation method for the parameters of models consisting of smooth density functions on the positive half axis. The procedure is based on a recently introduced characterization result for the respective…

Statistics Theory · Mathematics 2021-06-16 Steffen Betsch , Bruno Ebner , Bernhard Klar

R\'enyi transfer entropy (RTE) is a generalization of classical transfer entropy that replaces Shannon's entropy with R\'enyi's information measure. This, in turn, introduces a new tunable parameter $\alpha$, which accounts for sensitivity…

Pattern Formation and Solitons · Physics 2026-01-06 Zlata Tabachová , Petr Jizba , Hynek Lavička , Milan Paluš

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

A non-parametric k-nearest neighbour based entropy estimator is proposed. It improves on the classical Kozachenko-Leonenko estimator by considering non-uniform probability densities in the region of k-nearest neighbours around each sample…

Information Theory · Computer Science 2016-01-27 Damiano Lombardi , Sanjay Pant

Many statistical procedures, including goodness-of-fit tests and methods for independent component analysis, rely critically on the estimation of the entropy of a distribution. In this paper, we seek entropy estimators that are efficient…

Statistics Theory · Mathematics 2017-06-23 Thomas B. Berrett , Richard J. Samworth , Ming Yuan

Escort distributions have been shown to be very useful in a great variety of fields ranging from information theory, nonextensive statistical mechanics till coding theory, chaos and multifractals. In this work we give the notion and the…

Mathematical Physics · Physics 2018-12-26 D. Puertas-Centeno

Many common probability distributions in statistics like the Gaussian, multinomial, Beta or Gamma distributions can be studied under the unified framework of exponential families. In this paper, we prove that both R\'enyi and Tsallis…

Information Theory · Computer Science 2012-02-01 Frank Nielsen , Richard Nock

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

Recently, a new measure of information called extropy has been introduced by Lad, Sanfilippo and Agr\`o as the dual version of Shannon entropy. In the literature, Tsallis introduced a measure for a discrete random variable, named Tsallis…

Probability · Mathematics 2021-09-30 Narayanaswamy Balakrishnan , Francesco Buono , Maria Longobardi

Let $G_n$ be a random geometric graph with vertex set $[n]$ based on $n$ i.i.d.\ random vectors $X_1,\ldots,X_n$ drawn from an unknown density $f$ on $\R^d$. An edge $(i,j)$ is present when $\|X_i -X_j\| \le r_n$, for a given threshold…

Machine Learning · Statistics 2023-11-23 Caelan Atamanchuk , Luc Devroye , Gabor Lugosi

Wide conditions are provided to guarantee asymptotic unbiasedness and L^2-consistency of the introduced estimates of the Kullback-Leibler divergence for probability measures in R^d having densities w.r.t. the Lebesgue measure. These…

Statistics Theory · Mathematics 2019-07-02 Alexander Bulinski , Denis Dimitrov

Data partitioning that maximizes/minimizes the Shannon entropy, or more generally the R\'enyi entropy is a crucial subroutine in data compression, columnar storage, and cardinality estimation algorithms. These partition algorithms can be…

Data Structures and Algorithms · Computer Science 2025-11-05 Aryan Esmailpour , Sanjay Krishnan , Stavros Sintos

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Andrea Somazzi , Diego Garlaschelli

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

The equivalence between non-extensive C. Tsallis entropy and the extensive entropy introduced by Alfr\'ed R\'enyi is discussed. The R\'enyi entropy is studied from the perspective of the geometry of the Lebesgue and generalised, exotic…

Data Analysis, Statistics and Probability · Physics 2014-02-25 Giorgio Sonnino , György Steinbrecher , Alberto Sonnino

We address the generalized uncertainty principle in scenarios of successive measurements. Uncertainties are characterized by means of generalized entropies of both the R\'{e}nyi and Tsallis types. Here, specific features of measurements of…

Quantum Physics · Physics 2018-05-30 Alexey E. Rastegin

Modern datasets are characterized by a large number of features that may conceal complex dependency structures. To deal with this type of data, dimensionality reduction techniques are essential. Numerous dimensionality reduction methods…

Methodology · Statistics 2021-06-02 Francesco Denti , Diego Doimo , Alessandro Laio , Antonietta Mira

We formulate some properties of a set of several mutually unbiased measurements. These properties are used for deriving entropic uncertainty relations. Applications of mutually unbiased measurements in entanglement detection are also…

Quantum Physics · Physics 2015-05-07 Alexey E. Rastegin

We introduce the problem of \emph{entropy equivalence testing} for probability distributions, a relaxation of the well-studied closeness testing problem, where the distribution testing algorithm is now only required to distinguish, given…

Data Structures and Algorithms · Computer Science 2026-05-25 Clément L. Canonne , Yash Pote , Jonathan Scarlett , Joy Qiping Yang