English
Related papers

Related papers: A note on characterization based on past entropy

200 papers

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…

Classical Analysis and ODEs · Mathematics 2019-10-31 Alexandra Maduta , Diana Otrocol , Ioan Rasa

The use of rapidity gaps is proposed as a measure of the spatial pattern of an event. When the event multiplicity is low, the gaps between neighboring particles carry far more information about an event than multiplicity spikes, which may…

High Energy Physics - Phenomenology · Physics 2009-10-31 Rudolph C. Hwa , Qing-hui Zhang

A Bayesian nonparametric estimator to entropy is proposed. The derivation of the new estimator relies on using the Dirichlet process and adapting the well-known frequentist estimators of Vasicek (1976) and Ebrahimi, Pflughoeft and Soofi…

Statistics Theory · Mathematics 2020-01-03 Luai Al-Labadi , Viskakh Patel , Kasra Vakiloroayaei , Clement Wan

We characterize those ex-ante restrictions on the random utility model which lead to identification. We first identify a simple class of perturbations which transfer mass from a suitable pair of preferences to the pair formed by swapping…

Theoretical Economics · Economics 2024-08-14 Peter P. Caradonna , Christopher Turansick

We combine an axiomatics of R\'{e}nyi with the $q$--deformed version of Khinchin axioms to obtain a measure of information (i.e., entropy) which accounts both for systems with embedded self-similarity and non-extensivity. We show that the…

Mathematical Physics · Physics 2015-11-11 Petr Jizba , Jan Korbel

Formalising the confrontation of opinions (models) to observations (data) is the task of Inferential Statistics. Information Theory provides us with a basic functional, the relative entropy (or Kullback-Leibler divergence), an asymmetrical…

Information Theory · Computer Science 2015-03-13 François Bavaud

In the previous papers (Kui\'{c} et al. in Found Phys 42:319-339, 2012; Kui\'{c} in arXiv:1506.02622, 2015), it was demonstrated that applying the principle of maximum information entropy by maximizing the conditional information entropy,…

Statistical Mechanics · Physics 2016-06-14 Domagoj Kuic

The second law of nonequilibrium thermodynamics within the open system paradigm (a small system coupled to one or multiple baths) is derived. This is done by showing positivity of entropy production for arbitrary Hamiltonian dynamics for a…

Statistical Mechanics · Physics 2020-08-28 Philipp Strasberg

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…

comp-gas · Physics 2008-02-03 David H. Wolpert , David R. Wolf

Based on the q-exponential distribution which has been observed in more and more physical systems, the varentropy method is used to derive the uncertainty measure of such an abnormal distribution function. The uncertainty measure obtained…

Mathematical Physics · Physics 2010-09-07 Congjie Ou , Aziz El Kaabouchi , Qiuping A. Wang , Jincan Chen

The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We focus on a particular case when all, but one rate parameters of the exponential variables are…

Probability · Mathematics 2023-04-04 George Yanev

We have presented a new axiomatic derivation of Shannon Entropy for a discrete probability distribution on the basis of the postulates of additivity and concavity of the entropy function.We have then modified shannon entropy to take account…

Quantum Physics · Physics 2007-05-23 C. G. Chakrabarti , Indranil Chakrabarty

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

Comparison-based algorithms are algorithms for which the execution of each operation is solely based on the outcome of a series of comparisons between elements. Comparison-based computations can be naturally represented via the following…

Data Structures and Algorithms · Computer Science 2020-11-17 Michel Schellekens

The profile of a sample is the multiset of its symbol frequencies. We show that for samples of discrete distributions, profile entropy is a fundamental measure unifying the concepts of estimation, inference, and compression. Specifically,…

Machine Learning · Statistics 2020-02-27 Yi Hao , Alon Orlitsky

In this note, we show that the relative entropy of an empirical distribution of $n$ samples drawn from a set of size $k$ with respect to the true underlying distribution is exponentially concentrated around its expectation, with central…

Statistics Theory · Mathematics 2022-03-03 Rohit Agrawal

A lower bound on the R\'enyi differential entropy of a sum of independent random vectors is demonstrated in terms of rearrangements. For the special case of Boltzmann-Shannon entropy, this lower bound is better than that given by the…

Information Theory · Computer Science 2015-05-07 Liyao Wang , Mokshay Madiman

In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…

Applications · Statistics 2016-11-25 Deepesh Bhati , Mohd. Aamir Malik

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

Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This…

Computational Complexity · Computer Science 2024-09-24 Dian Jin