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The Radon-Nikodym theorem plays a significant role in the definition of Shannon entropy, f-divergences, and other basic quantities in information theory. The existence of Radon Nikodym derivates appear in many text books in measure theory…

Information Theory · Computer Science 2026-01-27 Peter Harremoës

This work deals with the scattering entropy of quantum graphs in many different circumstances. We first consider the case of the Shannon entropy and then the R\'enyi and Tsallis entropies, which are more adequate to study distinct…

Quantum Physics · Physics 2024-07-30 Alison A. Silva , Fabiano M. Andrade , D. Bazeia

We consider the problem of approximating the empirical Shannon entropy of a high-frequency data stream under the relaxed strict-turnstile model, when space limitations make exact computation infeasible. An equivalent measure of entropy is…

Computation · Statistics 2013-04-18 Peter Clifford , Ioana Ada Cosma

The estimation of probability densities based on available data is a central task in many statistical applications. Especially in the case of large ensembles with many samples or high-dimensional sample spaces, computationally efficient…

Methodology · Statistics 2017-05-04 Daniel W. Meyer

Estimating mutual information from i.i.d. samples drawn from an unknown joint density function is a basic statistical problem of broad interest with multitudinous applications. The most popular estimator is one proposed by Kraskov and…

Machine Learning · Computer Science 2016-08-11 Weihao Gao , Sewoong Oh , Pramod Viswanath

We explore asymptotically optimal bounds for deviations of distributions of independent Bernoulli random variables from the Poisson limit in terms of the Shannon relative entropy and R\'enyi/Tsallis relative distances (including Pearson's…

Probability · Mathematics 2019-08-15 S. G. Bobkov , G. P. Chistyakov , F. Götze

The Shapley effects are global sensitivity indices: they quantify the impact of each input variable on the output variable in a model. In this work, we suggest new estimators of these sensitivity indices. When the input distribution is…

Statistics Theory · Mathematics 2020-02-14 Baptiste Broto , François Bachoc , Marine Depecker

The maximum entropy principle is often used for bi-level or multi-level thresholding of images. For this purpose, some methods are available based on Shannon and Tsallis entropies. In this paper, we discuss them and propose a method based…

Computer Vision and Pattern Recognition · Computer Science 2015-08-06 Amelia Carolina Sparavigna

Relations between Shannon entropy and Renyi entropies of integer order are discussed. For any N-point discrete probability distribution for which the Renyi entropies of order two and three are known, we provide an lower and an upper bound…

Quantum Physics · Physics 2007-05-23 Karol Zyczkowski

The Renyi entropies constitute a family of information measures that generalizes the well-known Shannon entropy, inheriting many of its properties. They appear in the form of unconditional and conditional entropies, relative entropies or…

Quantum Physics · Physics 2014-01-28 Martin Müller-Lennert , Frédéric Dupuis , Oleg Szehr , Serge Fehr , Marco Tomamichel

Information theoretic quantities are extremely useful in discovering relationships between two or more data sets. One popular method---particularly for continuous systems---for estimating these quantities is the nearest neighbour…

Computation · Statistics 2017-10-19 Joshua Brown , Terry Bossomaier , Lionel Barnett

We consider estimating the Shannon entropy of a discrete distribution $P$ from $n$ i.i.d. samples. Recently, Jiao, Venkat, Han, and Weissman, and Wu and Yang constructed approximation theoretic estimators that achieve the minimax $L_2$…

Information Theory · Computer Science 2019-01-03 Yanjun Han , Jiantao Jiao , Tsachy Weissman

Estimating entropy and mutual information consistently is important for many machine learning applications. The Kozachenko-Leonenko (KL) estimator (Kozachenko & Leonenko, 1987) is a widely used nonparametric estimator for the entropy of…

Statistics Theory · Mathematics 2016-07-22 Shashank Singh , Barnabás Póczos

We formulate uncertainty relations for mutually unbiased bases and symmetric informationally complete measurements in terms of the R\'{e}nyi and Tsallis entropies. For arbitrary number of mutually unbiased bases in a finite-dimensional…

Quantum Physics · Physics 2014-02-05 Alexey E. Rastegin

This report studies data-driven estimation of the directed information (DI) measure between two{em discrete-time and continuous-amplitude} random process, based on the $k$-nearest-neighbors ($k$-NN) estimation framework. Detailed…

Information Theory · Computer Science 2017-11-27 Yonathan Murin

Low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection are among the most important problems in machine learning. The existing methods usually consider the case when each instance has a fixed,…

Machine Learning · Computer Science 2012-02-20 Barnabas Poczos , Liang Xiong , Jeff Schneider

We consider two types of entropy, namely, Shannon and R\'{e}nyi entropies of the Poisson distribution, and establish their properties as the functions of intensity parameter. More precisely, we prove that both entropies increase with…

Information Theory · Computer Science 2024-03-15 Volodymyr Braiman , Anatoliy Malyarenko , Yuliya Mishura , Yevheniia Anastasiia Rudyk

Whereas Shannon entropy is related to the growth rate of multinomial coefficients, we show that the quadratic entropy (Tsallis 2-entropy) is connected to their $q$-deformation; when $q$ is a prime power, these $q$-multinomial coefficients…

Mathematical Physics · Physics 2020-03-27 Juan Pablo Vigneaux

Change detection within an audio stream is an important task in several domains, such as classification and segmentation of a sound or of a music piece, as well as indexing of broadcast news or surveillance applications. In this paper we…

Sound · Computer Science 2011-09-28 Marco Liuni , Axel Röbel , Marco Romito , Xavier Rodet

In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…

Data Structures and Algorithms · Computer Science 2007-07-13 Sudipto Guha , Andrew McGregor , Suresh Venkatasubramanian