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This article studies the fundamental problem of using i.i.d. coin tosses from an entropy source to efficiently generate random variables $X_i \sim P_i$ $(i \ge 1)$, where $(P_1, P_2, \dots)$ is a random sequence of rational discrete…

Data Structures and Algorithms · Computer Science 2026-05-08 Thomas L. Draper , Feras A. Saad

We prove that the average smooth Renyi entropy rate will approach the entropy rate of a stationary, ergodic information source, which is equal to the Shannon entropy rate for a classical information source and the von Neumann entropy rate…

Quantum Physics · Physics 2018-02-13 Berry Schoenmakers , Jilles Tjoelker , Pim Tuyls , Evgeny Verbitskiy

Shannon entropy is widely used to measure the complexity of DNA sequences but suffers from saturation effects that limit its discriminative power for long uniform segments. We introduce a novel metric, the entropy rank ratio R, which…

Information Theory · Computer Science 2025-11-10 Emmanuel Pio Pastore , Giuseppe Passarino , Peppino Sapia , Francesco De Rango

We study an entropy measure for quantum systems that generalizes the von Neumann entropy as well as its classical counterpart, the Gibbs or Shannon entropy. The entropy measure is based on hypothesis testing and has an elegant formulation…

Quantum Physics · Physics 2014-02-19 F. Dupuis , L. Kraemer , P. Faist , J. M. Renes , R. Renner

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

Shannon entropy is often a quantity of interest to linguists studying the communicative capacity of human language. However, entropy must typically be estimated from observed data because researchers do not have access to the underlying…

Computation and Language · Computer Science 2022-04-06 Aryaman Arora , Clara Meister , Ryan Cotterell

We investigate the theoretical foundations of a recently introduced entropy-based formulation of weighted least squares for the approximation of overdetermined linear systems, motivated by robust data fitting in the presence of sparse gross…

Numerical Analysis · Mathematics 2026-03-17 Felice Iavernaro , Monica Lazzo , Lorenzo Pisani

This paper introduces "swiveled Renyi entropies" as an alternative to the Renyi entropic quantities put forward in [Berta et al., Phys. Rev. A 91, 022333 (2015)]. What distinguishes the swiveled Renyi entropies from the prior proposal of…

Quantum Physics · Physics 2016-03-22 Frédéric Dupuis , Mark M. Wilde

We investigate the relative information efficiency of financial markets by measuring the entropy of the time series of high frequency data. Our tool to measure efficiency is the Shannon entropy, applied to 2-symbol and 3-symbol…

Statistical Finance · Quantitative Finance 2016-09-15 Lucio Maria Calcagnile , Fulvio Corsi , Stefano Marmi

In this paper we examine the average R\'{e}nyi entropy $S_{\alpha}$ of a subsystem $A$ when the whole composite system $AB$ is a random pure state. We assume that the Hilbert space dimensions of $A$ and $AB$ are $m$ and $m n$ respectively.…

Quantum Physics · Physics 2024-04-23 MuSeong Kim , Mi-Ra Hwang , Eylee Jung , DaeKil Park

While it is common practice in applied network analysis to report various standard network summary statistics, these numbers are rarely accompanied by uncertainty quantification. Yet any error inherent in the measurements underlying the…

Methodology · Statistics 2022-05-06 Jinyuan Chang , Eric D. Kolaczyk , Qiwei Yao

Datasets with sheer volume have been generated from fields including computer vision, medical imageology, and astronomy whose large-scale and high-dimensional properties hamper the implementation of classical statistical models. To tackle…

Statistics Theory · Mathematics 2023-05-30 Hang Yu , Zhenxing Dou , Zhiwei Chen , Xiaomeng Yan

Counting problems such as determining how many bit strings satisfy a given Boolean logic formula are notoriously hard. In many cases, even getting an approximate count is difficult. Here we propose that entanglement, a common concept in…

Statistical Mechanics · Physics 2013-04-03 Claudio Chamon , Eduardo R. Mucciolo

We present a detailed derivation of some estimators of Shannon entropy for discrete distributions. They hold for finite samples of N points distributed into M "boxes", with N and M -> oo, but N/M < oo. In the high sampling regime (<< 1…

Data Analysis, Statistics and Probability · Physics 2011-11-09 P. Grassberger

The Renyi entropy with a free Renyi parameter $q$ is the most justified form of information entropy, and the Tsallis entropy may be regarded as a linear approximation to the Renyi entropy when $q\simeq 1$. When $q\to 1$, both entropies go…

Statistical Mechanics · Physics 2007-05-23 Andrei G. Bashkirov

The Shannon entropy is a fundamental measure for quantifying diversity and model complexity in fields such as information theory, ecology, and genetics. However, many existing studies assume that the number of species is known, an…

Methodology · Statistics 2026-02-23 Takato Hashino , Koji Tsukuda

We present an analytical-numerical method providing robust upper estimates for the topological entropy or, more generally, uniform volume growth exponents of differentiable mappings. By introducing varying metrics, we simplify the analysis…

Dynamical Systems · Mathematics 2025-03-17 Mikhail Anikushin , Andrey Romanov

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

We study a quantity called discrete layered entropy, which approximates the Shannon entropy within a logarithmic gap. Compared to the Shannon entropy, the discrete layered entropy is piecewise linear, approximates the expected length of the…

Information Theory · Computer Science 2026-01-27 Cheuk Ting Li

Complementarity relations between various characterizations of a probability distribution are at the core of information theory. In particular, lower and upper bounds for the entropic function are of great importance. In applied topics, we…

Quantum Physics · Physics 2022-09-07 Alexey E. Rastegin