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Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…

Information Theory · Computer Science 2017-01-04 Günther Koliander , Georg Pichler , Erwin Riegler , Franz Hlawatsch

A plug-in estimator of entropy is the entropy of the distribution where probabilities of symbols or blocks have been replaced with their relative frequencies in the sample. Consistency and asymptotic unbiasedness of the plug-in estimator…

Information Theory · Computer Science 2020-03-11 Łukasz Dębowski

For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information above which a given compact subset of the state space can be…

Optimization and Control · Mathematics 2021-11-19 Mahendra Singh Tomar , Christoph Kawan , Majid Zamani

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

For sensory networks, we determine the rate with which they acquire information about the changing external conditions. Comparing this rate with the thermodynamic entropy production that quantifies the cost of maintaining the network, we…

Statistical Mechanics · Physics 2013-04-08 A. C. Barato , D Hartich , U. Seifert

Entropy is a classical measure to quantify the amount of information or complexity of a system. Various entropy-based measures such as functional and spectral entropies have been proposed in brain network analysis. However, they are less…

Neurons and Cognition · Quantitative Biology 2018-03-08 Hyekyoung Lee , Eunkyung Kim , Hyejin Kang , Youngmin Huh , Youngjo Lee , Seonhee Lim , Dong Soo Lee

Preserving biodiversity and ecosystem stability is a challenge that can be pursued through modern statistical mechanics modeling. Here we introduce a variational maximum entropy-based algorithm to evaluate the entropy in a minimal ecosystem…

Biological Physics · Physics 2018-10-17 Mattia Miotto , Lorenzo Monacelli

The paper proposes a new message passing algorithm for cycle-free factor graphs. The proposed "entropy message passing" (EMP) algorithm may be viewed as sum-product message passing over the entropy semiring, which has previously appeared in…

Machine Learning · Computer Science 2016-11-18 Velimir M. Ilic , Miomir S. Stankovic , Branimir T. Todorovic

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

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

Whether a system is to be considered complex or not depends on how one searches for correlations. We propose a general scheme for calculation of entropies in lattice systems that has high flexibility in how correlations are successively…

Statistical Mechanics · Physics 2015-06-18 Torbjørn Helvik , Kristian Lindgren

Measuring the predictability and complexity of time series using entropy is essential tool de-signing and controlling a nonlinear system. However, the existing methods have some drawbacks related to the strong dependence of entropy on the…

Machine Learning · Computer Science 2022-01-14 Andrei Velichko , Hanif Heidari

Entropy production is often interpreted as a proxy for microscopic disorder or environmental roughness in stochastic systems. We test this interpretation using controlled simulations of overdamped stochastic dynamics on curved surfaces in…

Statistical Mechanics · Physics 2026-02-23 Patrick Romanescu

Estimating the entropy based on data is one of the prototypical problems in distribution property testing and estimation. For estimating the Shannon entropy of a distribution on $S$ elements with independent samples, [Paninski2004] showed…

Machine Learning · Computer Science 2018-09-25 Yanjun Han , Jiantao Jiao , Chuan-Zheng Lee , Tsachy Weissman , Yihong Wu , Tiancheng Yu

A recent result presented the expansion for the entropy rate of a Hidden Markov Process (HMP) as a power series in the noise variable $\eps$. The coefficients of the expansion around the noiseless ($\eps = 0$) limit were calculated up to…

Information Theory · Computer Science 2009-11-11 Or Zuk , Eytan Domany , Ido Kanter , Michael Aizenman

Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…

Machine Learning · Statistics 2024-03-08 Gen Li , Yuting Wei , Yuxin Chen , Yuejie Chi

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong

The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…

Data Structures and Algorithms · Computer Science 2014-11-11 Ognjen Arandjelovic , Duc-Son Pham , Svetha Venkatesh

In many high-impact applications, it is important to ensure the quality of output of a machine learning algorithm as well as its reliability in comparison with the complexity of the algorithm used. In this paper, we have initiated a…

Machine Learning · Computer Science 2023-03-03 Katarina Doctor , Tong Mao , Hrushikesh Mhaskar

'Causal' direction is of great importance when dealing with complex systems. Often big volumes of data in the form of time series are available and it is important to develop methods that can inform about possible causal connections between…

Statistical Mechanics · Physics 2014-01-24 Fatimah Abdul Razak , Henrik Jeldtoft Jensen
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