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We study statistical/computational tradeoffs for the following density estimation problem: given $k$ distributions $v_1, \ldots, v_k$ over a discrete domain of size $n$, and sampling access to a distribution $p$, identify $v_i$ that is…

Data Structures and Algorithms · Computer Science 2023-06-21 Anders Aamand , Alexandr Andoni , Justin Y. Chen , Piotr Indyk , Shyam Narayanan , Sandeep Silwal

We provide finite-sample analysis of a general framework for using k-nearest neighbor statistics to estimate functionals of a nonparametric continuous probability density, including entropies and divergences. Rather than plugging a…

Statistics Theory · Mathematics 2016-08-23 Shashank Singh , Barnabás Póczos

We study density estimation for classes of shift-invariant distributions over $\mathbb{R}^d$. A multidimensional distribution is "shift-invariant" if, roughly speaking, it is close in total variation distance to a small shift of it in any…

Machine Learning · Computer Science 2018-11-12 Anindya De , Philip M. Long , Rocco A. Servedio

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

Statistics Theory · Mathematics 2007-06-13 Pierre Alquier

We propose a method to derive the stationary size distributions of a system, and the degree distributions of networks, using maximisation of the Gibbs-Shannon entropy. We apply this to a preferential attachment-type algorithm for systems of…

Physics and Society · Physics 2020-03-17 Cornelia Metzig , Caroline Colijn

This paper proposes a new probabilistic classification algorithm using a Markov random field approach. The joint distribution of class labels is explicitly modelled using the distances between feature vectors. Intuitively, a class label…

Computation · Statistics 2010-06-02 Nial Friel , Anthony N. Pettitt

The Sharma-Mittal entropies generalize the celebrated Shannon, R\'enyi and Tsallis entropies. We report a closed-form formula for the Sharma-Mittal entropies and relative entropies for arbitrary exponential family distributions. We…

Information Theory · Computer Science 2021-04-29 Frank Nielsen , Richard Nock

The formalism of statistical mechanics can be generalized by starting from more general measures of information than the Shannon entropy and maximizing those subject to suitable constraints. We discuss some of the most important examples of…

Statistical Mechanics · Physics 2015-05-13 Christian Beck

Calculating the Shannon entropy for symbolic sequences has been widely considered in many fields. For descriptive statistical problems such as estimating the N-gram entropy of English language text, a common approach is to use as much data…

Information Theory · Computer Science 2018-05-24 Andrew D. Back , Daniel Angus , Janet Wiles

The problem of accurate nonparametric estimation of distributional functionals (integral functionals of one or more probability distributions) has received recent interest due to their wide applicability in signal processing, information…

Information Theory · Computer Science 2017-07-12 Kevin R. Moon , Kumar Sricharan , Alfred O. Hero

It is well known that to estimate the Shannon entropy for symbolic sequences accurately requires a large number of samples. When some aspects of the data are known it is plausible to attempt to use this to more efficiently compute entropy.…

Data Analysis, Statistics and Probability · Physics 2018-05-18 Andrew D. Back , Daniel Angus , Janet Wiles

We revisit extending the Kolmogorov-Smirnov distance between probability distributions to the multidimensional setting and make new arguments about the proper way to approach this generalization. Our proposed formulation maximizes the…

Computation · Statistics 2025-04-16 Peter Matthew Jacobs , Foad Namjoo , Jeff M. Phillips

We show that different entropic measures of fluctuations lead to contradictory uncertainty relations for two complementary observables. We apply Tsallis and R\'{e}nyi entropies to the joint distribution emerging from a noisy simultaneous…

Quantum Physics · Physics 2013-06-24 Alfredo Luis

More and more works deal with statistical systems far from equilibrium, dominated by unidirectional stochastic processes augmented by rare resets. We analyze the construction of the entropic distance measure appropriate for such dynamics.…

Statistical Mechanics · Physics 2017-11-08 Tamás S. Biró , András Telcs , Zoltán Néda

In this paper, we study entropic uncertainty relations on a finite-dimensional Hilbert space and provide several tighter bounds for multi-measurements, with some of them also valid for R\'{e}nyi and Tsallis entropies besides the Shannon…

Quantum Physics · Physics 2016-05-02 Yunlong Xiao , Naihuan Jing , Shao-Ming Fei , Tao Li , Xianqing Li-Jost , Teng Ma , Zhi-Xi Wang

Entanglement criteria for an $n$-partite quantum system with continuous variables are formulated in terms of R\'{e}nyi entropies. R\'{e}nyi entropies are widely used as a good information measure due to many nice properties. Derived…

Quantum Physics · Physics 2017-05-22 Alexey E. Rastegin

An analytical expression of probability density function (PDF) of velocity fluctuation is derived with the help of the statistics based on generalized entropy (the Tsallis entropy or the R\'{e}nyi entropy). It is revealed that the derived…

Statistical Mechanics · Physics 2007-05-23 N. Arimitsu , T. Arimitsu

The Tsallis and R\'enyi entropies are important quantities in the information theory, statistics and related fields because the Tsallis entropy is an one parameter generalization of the Shannon entropy and the R\'enyi entropy includes…

Quantum Physics · Physics 2014-12-24 Yusuke Ide , Norio Konno , Junji Shikata

The recently developed matrix based Renyi's entropy enables measurement of information in data simply using the eigenspectrum of symmetric positive semi definite (PSD) matrices in reproducing kernel Hilbert space, without estimation of the…

Machine Learning · Statistics 2023-01-10 Tieliang Gong , Yuxin Dong , Shujian Yu , Bo Dong

This article proposes a new two-parameter generalized entropy, which can be reduced to the Tsallis and the Shannon entropy for specific values of its parameters. We develop a number of information-theoretic properties of this generalized…

Mathematical Physics · Physics 2024-05-02 Supriyo Dutta , Shigeru Furuichi , Partha Guha