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In this paper, we provide the proof of $L^2$ consistency for the $k$th nearest neighbour distance estimator of the Shannon entropy for an arbitrary fixed $k\geq 1.$ We construct the non-parametric test of goodness-of-fit for a class of…

Statistics Theory · Mathematics 2020-10-14 Mehmet Siddik Cadirci , Dafydd Evans , Nikolai Leonenko , Vitalii Makogin

We obtain bounds on fluctuations of two entropy estimators for a class of one-dimensional Gibbs measures on the full shift. They are the consequence of a general exponential inequality for Lipschitz functions of n variables. The first…

Dynamical Systems · Mathematics 2015-05-27 J. -R. Chazottes , C. Maldonado

We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. We consider two kernel-type estimators of Shannon's entropy. As a consequence, an asymptotic 100% confidence interval of entropy is…

Statistics Theory · Mathematics 2019-03-06 Salim Bouzebda , Issam Elhattab

This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

Statistics Theory · Mathematics 2025-12-03 Octavio César Mesner

The paper deals with the problem of existence of a convergent "strong" normal form in the neighbourhood of an equilibrium, for a finite dimensional system of differential equations with analytic and time-dependent non-linear term. The…

Dynamical Systems · Mathematics 2016-09-27 Alessandro Fortunati , Stephen Wiggins

In QM/MM indirect free energy simulation, QM/MM corrections can be obtained from integration of partial derivatives of alchemical Hamiltonians or from perturbation-based estimators including free energy perturbation (FEP) and acceptance…

Chemical Physics · Physics 2018-10-05 Xiaohui Wang , Zhaoxi Sun

In this note we present a formula for the local metric pressure that generalizes Brin-Katok result for the metric entropy. As an application, we give a straightforward proof of the fact that non-atomic weak-Gibbs invariant probability…

Dynamical Systems · Mathematics 2019-01-23 Maria Carvalho , Sebastián A. Pérez

Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…

Statistics Theory · Mathematics 2011-03-28 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

Extremization of the Boltzmann-Gibbs (BG) entropy under appropriate norm and width constraints yields the Gaussian distribution. Also, the basic solutions of the standard Fokker-Planck (FP) equation (related to the Langevin equation with…

Statistical Mechanics · Physics 2015-05-14 Rudolf Hanel , Stefan Thurner , Constantino Tsallis

We proposed a learning algorithm for nonparametric estimation and on-line prediction for general stationary ergodic sources. We prepare histograms each of which estimates the probability as a finite distribution, and mixture them with…

Information Theory · Computer Science 2010-06-29 Joe Suzuki

We develop a general method for computing logarithmic and log-gamma expectations of distributions. As a result, we derive series expansions and integral representations of the entropy for several fundamental distributions, including the…

Information Theory · Computer Science 2018-07-24 Mahdi Cheraghchi

Statistical mechanics relies on the complete though probabilistic description of a system in terms of all the microscopic variables. Its object is to derive therefrom static and dynamic properties involving some reduced set of variables.…

Statistical Mechanics · Physics 2009-10-31 R. Balian

Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled…

Data Analysis, Statistics and Probability · Physics 2023-02-24 Angelo Piga , Lluc Font-Pomarol , Marta Sales-Pardo , Roger Guimerà

This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…

Statistics Theory · Mathematics 2023-01-18 Martin Genzel , Christian Kipp

Observational entropy provides a general notion of quantum entropy that appropriately interpolates between Boltzmann's and Gibbs' entropies, and has recently been argued to provide a useful measure of out-of-equilibrium thermodynamic…

Quantum Physics · Physics 2023-05-09 Francesco Buscemi , Joseph Schindler , Dominik Šafránek

Numerical estimates of the Kolmogorov-Sinai entropy based on a finite amount of data decay towards zero in the relevant limits. Rewriting differences of block entropies as averages over decay rates, and ignoring all parts of the sample…

Statistical Mechanics · Physics 2009-11-07 Holger Kantz , Thomas Schürmann

We show that spin chains in thermal equilibrium have a correlation structure in which individual regions are strongly correlated at most with their near vicinity. We quantify this with alternative notions of the conditional mutual…

Kink model is developed to analyze the data where the regression function is twostage linear but intersects at an unknown threshold. In quantile regression with longitudinal data, previous work assumed that the unknown threshold parameters…

Methodology · Statistics 2020-09-07 Chuang Wan

We examine the minimization of information entropy for measures on the phase space of bounded domains, subject to constraints that are averages of grand canonical distributions. We describe the set of all such constraints and show that it…

Mathematical Physics · Physics 2019-10-02 Stamatis Dostoglou , Alexander Hughes , Jianfei Xue

This work explores the behaviour of a noncommutative harmonic oscillator in a time-dependent background, as previously investigated in [1]. Specifically, we examine the system when expressed in terms of commutative variables, utilizing a…

Quantum Physics · Physics 2024-07-10 Manjari Dutta , Shreemoyee Ganguly , Sunandan Gangopadhyay