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We introduce the problem of \emph{entropy equivalence testing} for probability distributions, a relaxation of the well-studied closeness testing problem, where the distribution testing algorithm is now only required to distinguish, given…

Data Structures and Algorithms · Computer Science 2026-05-25 Clément L. Canonne , Yash Pote , Jonathan Scarlett , Joy Qiping Yang

The purpose of this paper is to generalize the variational principle, which states that the topological entropy is equal to the supremum of the measure theoretical entropies and also the minimum of the metric theoretical entropies, to…

Dynamical Systems · Mathematics 2013-12-04 Zheng Wei , Yangeng Wang , Guo Wei , Zhiming Li , Tonghui Wang

This work studies certain notions of entropy that can be associated to (i) a representation of a separable, unital C*-algebra $\mathfrak{A}$ and (ii) an auxiliary random sequence $(\pi_n)_{n\ge 1}$ of finite-dimensional representations of…

Probability · Mathematics 2026-03-23 Tim Austin

Symbolic relative entropy, an efficient nonlinear complexity parameter measuring probabilistic divergences of symbolic sequences, is proposed in our nonlinear dynamics analysis of heart rates considering equal states. Equalities are not…

Quantitative Methods · Quantitative Biology 2019-01-29 Wenpo Yao Wenli Yao , Jun Wang

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

The quantum version of a fundamental entropic data-processing inequality is presented. It establishes a lower bound for the entropy that can be generated in the output channels of a scattering process, which involves a collection of…

Quantum Physics · Physics 2015-03-30 Giacomo De Palma , Andrea Mari , Seth Lloyd , Vittorio Giovannetti

The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order…

Statistics Theory · Mathematics 2026-03-10 Somnath Mandal , Lakshmi Kanta Patra

The weighted entropy $H^{\rm w}_\phi (X)=H^{\rm w}_\phi (f)$ of a random variable $X$ with values $x$ and a probability-mass/density function $f$ is defined as the mean value ${\mathbb E} I^{\rm w}_\phi(X)$ of the weighted information…

Information Theory · Computer Science 2016-12-30 Yuri Suhov , Izabella Stuhl

Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…

Statistics Theory · Mathematics 2025-07-08 Subhrajyoty Roy , Supratik Basu , Abhik Ghosh , Ayanendranath Basu

We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Hussein Sibai , Sayan Mitra

A new upper bound on the relative entropy is derived as a function of the total variation distance for probability measures defined on a common finite alphabet. The bound improves a previously reported bound by Csisz\'ar and Talata. It is…

Information Theory · Computer Science 2015-10-20 Igal Sason , Sergio Verdu

The Principle of Insufficient Reason (PIR) assigns equal probabilities to each alternative of a random experiment whenever there is no reason to prefer one over the other. The Maximum Entropy Principle (MaxEnt) generalizes PIR to the case…

Machine Learning · Statistics 2021-11-25 Dominik Janzing

$H$-theorem states that the entropy production is nonnegative and, therefore, the entropy of a closed system should monotonically change in time. In information processing, the entropy production is positive for random transformation of…

Statistical Mechanics · Physics 2014-10-10 Alexander N. Gorban

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…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Oleg Seleznjev

We study the formulation of the uncertainty principle in quantum mechanics in terms of entropic inequalities, extending results recently derived by Bialynicki-Birula [1] and Zozor et al. [2]. Those inequalities can be considered as…

Probability · Mathematics 2009-04-14 Steeve Zozor , Mariela Portesi , Christophe Vignat

The Fourier-Entropy Influence (FEI) Conjecture states that for any Boolean function $f:\{+1,-1\}^n \to \{+1,-1\}$, the Fourier entropy of $f$ is at most its influence up to a universal constant factor. While the FEI conjecture has been…

Computational Complexity · Computer Science 2019-03-29 Sourav Chakraborty , Sushrut Karmalkar , Srijita Kundu , Satyanarayana V. Lokam , Nitin Saurabh

We provide a systematic approach to deal with the following problem. Let $X_1,\ldots,X_n$ be, possibly dependent, $[0,1]$-valued random variables. What is a sharp upper bound on the probability that their sum is significantly larger than…

Probability · Mathematics 2015-07-27 Christos Pelekis , Jan Ramon

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

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…

Machine Learning · Statistics 2010-10-27 Dávid Pál , Barnabás Póczos , Csaba Szepesvári

We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…

Information Theory · Computer Science 2022-12-27 Doron Cohen , Aryeh Kontorovich , Aaron Koolyk , Geoffrey Wolfer