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Reliable data-driven estimation of Shannon entropy from small data sets, where the number of examples is potentially smaller than the number of possible outcomes, is a critical matter in several applications. In this paper, we introduce a…

Machine Learning · Computer Science 2025-12-12 Gabriel F. A. Bastos , Jugurta Montalvão

For statistical systems that violate one of the four Shannon-Khinchin axioms, entropy takes a more general form than the Boltzmann-Gibbs entropy. The framework of superstatistics allows one to formulate a maximum entropy principle with…

Classical Physics · Physics 2012-11-13 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

A surrogate data analysis is presented, which is based on the fluctuations of the ``entropy'' $S$ defined in the natural time-domain [Phys. Rev. E {\bf 68}, 031106, 2003]. This entropy is not a static one as, for example, the Shannon…

Data Analysis, Statistics and Probability · Physics 2007-05-23 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , M. S. Lazaridou

We consider the maximum entropy problems associated with R\'enyi $Q$-entropy, subject to two kinds of constraints on expected values. The constraints considered are a constraint on the standard expectation, and a constraint on the…

Information Theory · Computer Science 2008-12-18 Jean-François Bercher

We first show how a new definition of entropy, which is intuitively very simple, as a divergence in cluster-size space, leads to a generalized form that is nonextensive for correlated units, but coincides exactly with the conventional one…

Disordered Systems and Neural Networks · Physics 2007-11-20 Fariel Shafee

Superstatistics describes statistical systems that behave like superpositions of different inverse temperatures $\beta$, so that the probability distribution is $p(\epsilon_i) \propto \int_{0}^{\infty} f(\beta) e^{-\beta \epsilon_i}d\beta$,…

Statistical Mechanics · Physics 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

Machine learning is usually defined in behaviourist terms, where external validation is the primary mechanism of learning. In this paper, I argue for a more holistic interpretation in which finding more probable, efficient and abstract…

Artificial Intelligence · Computer Science 2017-11-07 Johan Loeckx

Let $X$ be a discrete random variable with support $S$ and $f : S \to S^\prime$ be a bijection. Then it is well-known that the entropy of $X$ is the same as the entropy of $f(X)$. This entropy preservation property has been well-utilized to…

Information Theory · Computer Science 2007-07-13 Chandra Nair , Balaji Prabhakar , Devavrat Shah

We introduce a binary relation on the finite discrete probability distributions which generalizes notions of majorization that have been studied in quantum information theory. Motivated by questions in thermodynamics, our relation describes…

Information Theory · Computer Science 2016-04-12 Markus P. Mueller , Michele Pastena

This article introduces the physics of information in the context of molecular biology and genomics. Entropy and information, the two central concepts of Shannon's theory of information and communication, are often confused with each other…

Biomolecules · Quantitative Biology 2007-05-23 Christoph Adami

The Renyi entropy coprises a group of data estimates that sums up the well-known Shannon entropy, acquiring a considerable lot of its properties. It appears as unqualified and restrictive entropy, relative entropy, or common data, and has…

General Relativity and Quantum Cosmology · Physics 2023-02-01 H. R. Fazlollahi

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

Statistical Mechanics · Physics 2013-05-24 Amir Aghamohammadi , Amir H. Fatollahi , Mohammad Khorrami , Ahmad Shariati

Formalising the confrontation of opinions (models) to observations (data) is the task of Inferential Statistics. Information Theory provides us with a basic functional, the relative entropy (or Kullback-Leibler divergence), an asymmetrical…

Information Theory · Computer Science 2015-03-13 François Bavaud

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

`Twenty questions' is a guessing game played by two players: Bob thinks of an integer between $1$ and $n$, and Alice's goal is to recover it using a minimal number of Yes/No questions. Shannon's entropy has a natural interpretation in this…

Data Structures and Algorithms · Computer Science 2018-11-07 Yuval Dagan , Yuval Filmus , Daniel Kane , Shay Moran

What is a question? According to Cox a question can be identified with the set of assertions that constitute possible answers. In this paper we propose a different approach that combines the notion that questions are requests for…

Statistical Mechanics · Physics 2009-11-10 Ariel Caticha

We determine the amount of information contained in a time series of price returns at a given time scale, by using a widespread tool of the information theory, namely the Shannon entropy, applied to a symbolic representation of this time…

Statistical Finance · Quantitative Finance 2022-08-26 Xavier Brouty , Matthieu Garcin

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

Building on Shannon's lead, let's consider a more malleable expression for tracking uncertainty, and states of "knowledge available" vs. "knowledge missing," to better practice innovation, improve risk management, and successfully measure…

Information Theory · Computer Science 2010-06-08 Gideon Samid

Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…

Information Theory · Computer Science 2017-01-04 Günther Koliander , Georg Pichler , Erwin Riegler , Franz Hlawatsch
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