Related papers: Statistical Inference for R\'enyi Entropy Function…
Entropy-type integral functionals of densities are widely used in mathematical statistics, information theory, and computer science. Examples include measures of closeness between distributions (e.g., density power divergence) and…
The R\'enyi entropy is a generalization of the Shannon entropy and is widely used in mathematical statistics and applied sciences for quantifying the uncertainty in a probability distribution. We consider estimation of the quadratic R\'enyi…
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…
R\'enyi entropy is a one-parameter generalization of Shannon entropy, which has been used in various fields of physics. Despite its wide applicability, the physical interpretations of the R\'enyi entropy are not widely known. In this paper,…
We present simple and computationally efficient nonparametric estimators of R\'enyi entropy and mutual information based on an i.i.d. sample drawn from an unknown, absolutely continuous distribution over $\R^d$. The estimators are…
Starting from the geometrical interpretation of the R\'enyi entropy, we introduce further extensive generalizations and study their properties. In particular, we found the probability distribution function obtained by the MaxEnt principle…
We propose R\'enyi information generating function and discuss its properties. A connection between the R\'enyi information generating function and the diversity index is proposed for discrete type random variables. The relation between the…
We show that the R\'enyi entropies of single particle, extended wave functions for disordered systems contain information about the multifractal spectrum. It is shown for moments of the R\'enyi entropy, $S_{n}$, where $|n|<1$, it is…
Since their introduction in the early sixties, the R\'enyi entropies have been used in many contexts, ranging from information theory to astrophysics, turbulence phenomena and others. In this note, we enlighten the main connections between…
Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the amount of information associated with a probability…
A new sharp inequality featuring the differential R\'enyi entropy, the R\'enyi divergence and the R\'enyi cross-entropy of a pair of probability density functions is established. The equality is reached when one of the probability density…
Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…
Quantum information measures such as the entropy and the mutual information find applications in physics, e.g., as correlation measures. Generalizing such measures based on the R\'enyi entropies is expected to enhance their scope in…
Entropies are fundamental measures of uncertainty with central importance in information theory and statistics and applications across all the quantitative sciences. Under a natural set of operational axioms, the most general form of…
This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…
Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the amount of information associated with a probability…
We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…
The R\'enyi entropy is a mathematical generalization of the concept of entropy and it encodes the total information of a system as a funtion of its order parameter $\alpha$. The meaning of the R\'enyi entropy in physics is not completely…
The equivalence between non-extensive C. Tsallis entropy and the extensive entropy introduced by Alfr\'ed R\'enyi is discussed. The R\'enyi entropy is studied from the perspective of the geometry of the Lebesgue and generalised, exotic…
We consider a probability distribution depending on a real parameter $x$. As functions of $x$, the R\'enyi entropy and the Tsallis entropy can be expressed in terms of the associated index of coincidence $S(x)$. We establish recurrence…