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Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…

Statistics Theory · Mathematics 2019-08-06 Alexander L Young , David B Dunson

We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…

Data Analysis, Statistics and Probability · Physics 2018-04-09 Peter Grassberger

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

Probability · Mathematics 2007-05-23 Jean-Rene Chazottes , Cristian Giardina , Frank Redig

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Probability · Mathematics 2018-01-23 Alois Pichler , Ruben Schlotter

Based on information theory, we present a method to determine an optimal Markov approximation for modelling and prediction from time series data. The method finds a balance between minimal modelling errors by taking as much as possible…

Chaotic Dynamics · Physics 2013-05-29 Detlef Holstein , Holger Kantz

A hidden Markov model (HMM) is said to have path-mergeable states if for any two states i,j there exists a word w and state k such that it is possible to transition from both i and j to k while emitting w. We show that for a finite HMM with…

Probability · Mathematics 2014-02-06 Nicholas F. Travers

In [Haruna, T. and Nakajima, K., 2011. Physica D 240, 1370-1377], the authors introduced the duality between values (words) and orderings (permutations) as a basis to discuss the relationship between information theoretic measures for…

Chaotic Dynamics · Physics 2015-06-04 Taichi Haruna , Kohei Nakajima

The entropy production rate of nonequilibrium systems is studied via the Fokker-Planck equation. This approach, based on the entropy production rate equation given by Schnakenberg from a master equation, requires information of the…

Statistical Mechanics · Physics 2015-08-10 Haitao Yu , Jiulin Du

The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer…

Statistical Mechanics · Physics 2018-07-23 Sosuke Ito

Entropy measures quantify the amount of information and correlation present in a quantum system. In practice, when the quantum state is unknown and only copies thereof are available, one must resort to the estimation of such entropy…

Quantum Physics · Physics 2024-03-27 Ziv Goldfeld , Dhrumil Patel , Sreejith Sreekumar , Mark M. Wilde

The measured relative entropies of quantum states and channels find operational significance in quantum information theory as achievable error rates in hypothesis testing tasks. They are of interest in the near term, as they correspond to…

Quantum Physics · Physics 2025-10-21 Zixin Huang , Mark M. Wilde

In this work, we investigate the relation between the concept of ``information rate'', an information geometric method for measuring the speed of the time evolution of the statistical states of a stochastic process, and stochastic…

Statistical Mechanics · Physics 2023-03-29 Adrian-Josue Guel-Cortez , Eun-jin Kim

We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…

Information Theory · Computer Science 2007-07-13 George M. Gemelos , Tsachy Weissman

We study the error introduced by entropy regularization in infinite-horizon discrete discounted Markov decision processes. We show that this error decreases exponentially in the inverse regularization strength, both in a weighted…

Optimization and Control · Mathematics 2025-12-16 Johannes Müller , Semih Cayci

We present a principled approach for estimating the matrix of microscopic rates among states of a Markov process, given only its stationary state population distribution and a single average global kinetic observable. We adapt Maximum…

Statistical Mechanics · Physics 2014-02-17 Purushottam D. Dixit , Ken A. Dill

We present two examples of finite-alphabet, infinite excess entropy processes generated by invariant hidden Markov models (HMMs) with countable state sets. The first, simpler example is not ergodic, but the second is. It appears these are…

Information Theory · Computer Science 2011-11-16 Nicholas F. Travers , James P. Crutchfield

I formulate an entropy-rate maximization problem at the observable level for stochastic processes observed through an information-reducing observation map. For a visible stationary law, the map determines an observational fiber of hidden…

Information Theory · Computer Science 2026-04-14 Oleg Kiriukhin

We propose a novel, tractable latent state inference scheme for Markov jump processes, for which exact inference is often intractable. Our approach is based on an entropic matching framework that can be embedded into the well-known…

Machine Learning · Computer Science 2026-02-27 Yannick Eich , Bastian Alt , Heinz Koeppl

We extend the definition of algebraic entropy to endomorphisms of affine varieties. We calculate algebraic entropy of the action of elements of mapping class groups on various character varieties, and show that it is equal to a quantity we…

Dynamical Systems · Mathematics 2010-05-05 Asaf Hadari

It is observed that the entropy reduction (the information gain in the initial terminology) of an efficient (ideal or pure) quantum measurement coincides with the generalized quantum mutual information of a q-c channel mapping an a priori…

Quantum Physics · Physics 2015-05-20 M. E. Shirokov