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We discuss two families of two-parameter entropies and divergences, derived from the standard R\'enyi and Tsallis entropies and divergences. These divergences and entropies are found as divergences or entropies of escort distributions.…

Mathematical Physics · Physics 2011-09-16 J. -F. Bercher

Escort distributions have been shown to be very useful in a great variety of fields ranging from information theory, nonextensive statistical mechanics till coding theory, chaos and multifractals. In this work we give the notion and the…

Mathematical Physics · Physics 2018-12-26 D. Puertas-Centeno

In this paper, we consider the problem of variable-length source coding allowing errors. The exponential moment of the codeword length is analyzed in the non-asymptotic regime and in the asymptotic regime. Our results show that the smooth…

Information Theory · Computer Science 2015-12-22 Shigeaki Kuzuoka

We present an argument justifying the origin of the escort distributions used in calculations involving the Tsallis entropy. We rely on an induced hyperbolic Riemannian metric reflecting the generalized composition property of the Tsallis…

Statistical Mechanics · Physics 2012-06-25 Nikos Kalogeropoulos

The Shannon entropy is a widely used summary statistic, for example, network traffic measurement, anomaly detection, neural computations, spike trains, etc. This study focuses on estimating Shannon entropy of data streams. It is known that…

Data Structures and Algorithms · Computer Science 2009-10-09 Ping Li

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…

Statistics Theory · Mathematics 2025-02-25 Shital Saha , Suchandan Kayal , N. Balakrishnan

Data partitioning that maximizes/minimizes the Shannon entropy, or more generally the R\'enyi entropy is a crucial subroutine in data compression, columnar storage, and cardinality estimation algorithms. These partition algorithms can be…

Data Structures and Algorithms · Computer Science 2025-11-05 Aryan Esmailpour , Sanjay Krishnan , Stavros Sintos

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

We show how universal codes can be used for solving some of the most important statistical problems for time series. By definition, a universal code (or a universal lossless data compressor) can compress any sequence generated by a…

Information Theory · Computer Science 2008-09-09 Boris Ryabko

Shannon entropy is the shortest average codeword length a lossless compressor can achieve by encoding i.i.d. symbols. However, there are cases in which the objective is to minimize the \textit{exponential} average codeword length, i.e. when…

Information Theory · Computer Science 2024-06-10 Andrea Somazzi , Paolo Ferragina , Diego Garlaschelli

We find the value of constants related to constraints in characterization of some known statistical distributions and then we proceed to use the idea behind maximum entropy principle to derive generalized version of this distributions using…

Statistical Mechanics · Physics 2007-05-23 Oscar Sotolongo-Costa , Alejandro Gonzalez Gonzalez , Francois Brouers

The class of SPA entropies, which can be represented as an increasing continuous transformation of Shannon and R\'enyi entropies, have intensively been studied in previous decades. Although their mathematical structure has thoroughly been…

Mathematical Physics · Physics 2020-01-01 Velimir M. Ilic , Antonio Maria Scarfone , Tatsuaki Wada

We show that in the continuum limit, the average spectrum method (ASM) is equivalent to maximizing R\'enyi entropies of order $\eta$, of which Shannon entropy is the special case $\eta=1$. The order of R\'enyi entropy is determined by the…

Strongly Correlated Electrons · Physics 2023-07-24 Khaldoon Ghanem , Erik Koch

It has recently been a common practice to maximize the deformed entropies through the escort averaging scheme. However, whatever averaging procedure is employed, one should recover the ordinary Shannon maximization results in the…

Statistical Mechanics · Physics 2018-03-23 Thomas Oikonomou , G. Baris Bagci

This paper considers an information bottleneck problem with the objective of obtaining a most informative representation of a hidden feature subject to a R\'enyi entropy complexity constraint. The optimal bottleneck trade-off between…

Information Theory · Computer Science 2021-02-01 Jian-Jia Weng , Fady Alajaji , Tamás Linder

Parametrized families of density operators are studied. A generalization of the lower bound of Cramer and Rao is formulated. It involves escort density operators. The notion of phi-exponential family is introduced. This family, together…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…

Statistics Theory · Mathematics 2021-06-18 Abhik Ghosh , Ayanendranath Basu

Quantum key distribution requires tight and reliable bounds on the secret key rate to ensure robust security. This is particularly so for the regime of finite block sizes, where the optimization of generalized R\'enyi entropic quantities is…

Quantum Physics · Physics 2026-04-09 Rebecca R. B. Chung , Nelly H. Y. Ng , Yu Cai

We give a simple probabilistic description of a transition between two states which leads to a generalized escort distribution. When the parameter of the distribution varies, it defines a parametric curve that we call an escort-path. The…

Statistical Mechanics · Physics 2012-06-05 J. -F. Bercher

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
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