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Motivated by recent studies of population coding in theoretical neuroscience, we examine the optimality of a recently described form of stochastic resonance known as suprathreshold stochastic resonance, which occurs in populations of noisy…

Statistical Mechanics · Physics 2007-07-02 Mark D. McDonnell , Nigel G. Stocks , Charles E. M. Pearce , Derek Abbott

We discuss algorithms for estimating the Shannon entropy h of finite symbol sequences with long range correlations. In particular, we consider algorithms which estimate h from the code lengths produced by some compression algorithm. Our…

Statistical Mechanics · Physics 2017-04-24 Thomas Schürmann , Peter Grassberger

We consider the problem of sampling $n$ numbers from the range $\{1,\ldots,N\}$ without replacement on modern architectures. The main result is a simple divide-and-conquer scheme that makes sequential algorithms more cache efficient and…

Data Structures and Algorithms · Computer Science 2019-11-18 Peter Sanders , Sebastian Lamm , Lorenz Hübschle-Schneider , Emanuel Schrade , Carsten Dachsbacher

This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

Statistics Theory · Mathematics 2025-12-03 Octavio César Mesner

It is a big challenge in the analysis of experimental data to disentangle the unavoidable measurement noise from the intrinsic dynamical noise. Here we present a general operational method to extract measurement noise from stochastic time…

Chaotic Dynamics · Physics 2013-01-01 Pedro G. Lind , Maria Haase , Frank Böttcher , Joachim Peinke , David Kleinhans , Rudolf Friedrich

Stochastic encoders for channel coding and lossy source coding are introduced with a rate close to the fundamental limits, where the only restriction is that the channel input alphabet and the reproduction alphabet of the lossy source code…

Information Theory · Computer Science 2016-11-15 Jun Muramatsu

We consider in this paper the information-theoretic secure key distribution problem over main and wire-tap noise channels with a public discussion in presence of an active adversary. In contrast to the solution proposed by ourselves for a…

Information Theory · Computer Science 2010-05-19 Viktor Yakovlev , Valery Korzhik , Guillermo Morales-Luna , Mihail Bakaev

We propose novel algorithms for sequence prediction based on ideas from stringology. These algorithms are time and space efficient and satisfy mistake bounds related to particular stringological complexity measures of the sequence. In this…

Formal Languages and Automata Theory · Computer Science 2026-03-31 Vanessa Kosoy

Scientific modeling applications often require estimating a distribution of parameters consistent with a dataset of observations - an inference task also known as source distribution estimation. This problem can be ill-posed, however, since…

Machine Learning · Computer Science 2024-12-02 Julius Vetter , Guy Moss , Cornelius Schröder , Richard Gao , Jakob H. Macke

Random numbers are an important resource for applications such as numerical simulation and secure communication. However, it is difficult to certify whether a physical random number generator is truly unpredictable. Here, we exploit the…

In Bayesian optimization, accounting for the importance of the output relative to the input is a crucial yet challenging exercise, as it can considerably improve the final result but often involves inaccurate and cumbersome entropy…

Machine Learning · Computer Science 2020-12-30 Antoine Blanchard , Themistoklis Sapsis

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

Social and Information Networks · Computer Science 2020-10-29 Nicolò Ruggeri , Caterina De Bacco

Let $P = \{p(i)\}$ be a measure of strictly positive probabilities on the set of nonnegative integers. Although the countable number of inputs prevents usage of the Huffman algorithm, there are nontrivial $P$ for which known methods find a…

Information Theory · Computer Science 2007-07-13 Michael B. Baer

The minimum average number of bits need to describe a random variable is its entropy, assuming knowledge of the underlying statistics On the other hand, universal compression supposes that the distribution of the random variable, while…

Information Theory · Computer Science 2014-04-02 Maryam Hosseini , Narayana Santhanam

Randomness extraction against side information is the art of distilling from a given source a key which is almost uniform conditioned on the side information. This paper provides randomness extraction against quantum side information whose…

Information Theory · Computer Science 2019-11-11 Yodai Watanabe

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over $d$-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the…

Machine Learning · Statistics 2022-06-08 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

We investigate how to measure and define the entropy of a simple chaotic system, three hard spheres on a ring. A novel approach is presented, which does not assume the ergodic hypothesis. It consists of transforming the particles collision…

Computational Physics · Physics 2023-05-08 Matej Vedak , Graeme J Ackland

Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent, but numerically…

Statistics Theory · Mathematics 2017-03-17 Yasutaka Shimizu

We present a technique of proving lower bounds for noisy computations. This is achieved by a theorem connecting computations on a kind of randomized decision trees and sampling based algorithms. This approach is surprisingly powerful, and…

Computational Complexity · Computer Science 2015-03-03 Chinmoy Dutta , Jaikumar Radhakrishnan