Related papers: Maximum entropy copula with given diagonal section
When scholars study joint distributions of multiple variables, copulas are useful. However, if the variables are not linearly correlated with each other yet are still not independent, most of conventional copulas are not up to the task.…
In this note, pointwise best-possible (lower and upper) bounds on the set of copulas with a given value of the Gini's gamma coefficient are established. It is shown that, unlike the best-possible bounds on the set of copulas with a given…
Bowen showed that a continuous expansive map with specification has a unique measure of maximal entropy. We show that the conclusion remains true under weaker non-uniform versions of these hypotheses. To this end, we introduce the notions…
The entanglement entropy of an annulus is examined in a three-dimensional system with or without a gap. For a free massive scalar field theory, we numerically calculate the mutual information across an annulus. We also study the holographic…
We present a series of closed-form maximum entropy upper bounds for the differential entropy of a continuous univariate random variable and study the properties of that series. We then show how to use those generic bounds for upper bounding…
Hilhorst and Schehr recently presented a straight forward computation of limit distributions of sufficiently correlated random numbers \cite{hilhorst}. Here we present the analytical form of entropy which --under the maximum entropy…
It is shown that the residual entropy (entropy minus that of the ideal gas at the same temperature and density) is mostly synonymous with the independent variable of density scaling, identifying a direct link between these two approaches.…
In this article we study weighted sums of $n$ i.i.d. Gamma($\alpha$) random variables with nonnegative weights. We show that for $n \geq 1/\alpha$ the sum with equal coefficients maximizes differential entropy when variance is fixed. As a…
We study the directional entropy of the dynamical system associated to a $\Z^2$ configuration in a finite alphabet. We show that under local assumptions on the complexity, either every direction has zero topological entropy or some…
Nested Archimedean copulas recently gained interest since they generalize the well-known class of Archimedean copulas to allow for partial asymmetry. Sampling algorithms and strategies have been well investigated for nested Archimedean…
The present work shows that the maximum-entropy method can be applied to a sample of neuronal recordings along two different routes: (1) apply to the sample; or (2) apply to a larger, unsampled neuronal population from which the sample is…
We provide a constructive algorithm to find the best separable approximation to an arbitrary density matrix of a composite quantum system of finite dimensions. The method leads to a condition of separability and to a measure of…
We define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These entropies…
The maximum entropy ansatz, as it is often invoked in the context of time-series analysis, suggests the selection of a power spectrum which is consistent with autocorrelation data and corresponds to a random process least predictable from…
We introduce and study the notion of a directional complexity and entropy for maps of degree 1 on the circle. For piecewise affine Markov maps we use symbolic dynamics to relate this complexity to the symbolic complexity. We apply a…
We show how to determine the maximum and minimum possible values of one measure of entropy for a given value of another measure of entropy. These maximum and minimum values are obtained for two standard forms of probability distribution (or…
This article presents the calculation of the entropy of a system with Zipfian distribution and shows that a communication system tends to present an exponent value close to one, but still greater than one, so that it might maximize entropy…
Extreme-value copulas arise as the limiting dependence structure of component-wise maxima. Defined in terms of a functional parameter, they are one of the most widespread copula families due to their flexibility and ability to capture…
Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…
Statistical quality control methods are noteworthy to producing standard production in manufacturing processes. In this regard, there are many classical manners to control the process. Many of them have a global assumption around the…