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The matrix-based R\'enyi's entropy allows us to directly quantify information measures from given data, without explicit estimation of the underlying probability distribution. This intriguing property makes it widely applied in statistical…

Machine Learning · Computer Science 2022-12-01 Yuxin Dong , Tieliang Gong , Shujian Yu , Hong Chen , Chen Li

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

The recent link discovered between generalized Legendre transforms and non-dually flat statistical manifolds suggests a fundamental reason behind the ubiquity of R\'{e}nyi's divergence and entropy in a wide range of physical phenomena.…

Statistical Mechanics · Physics 2023-04-19 Pablo A. Morales , Jan Korbel , Fernando E. Rosas

R\'enyi divergence is related to R\'enyi entropy much like Kullback-Leibler divergence is related to Shannon's entropy, and comes up in many settings. It was introduced by R\'enyi as a measure of information that satisfies almost the same…

Information Theory · Computer Science 2014-04-25 Tim van Erven , Peter Harremoës

We present a new method to compute R\'enyi entropies in one-dimensional critical systems. The null-vector conditions on the twist fields in the cyclic orbifold allow us to derive a differential equation for their correlation functions. The…

Mathematical Physics · Physics 2018-06-20 Thomas Dupic , Benoit Estienne , Yacine Ikhlef

The analysis of nonlinear wave equations has experienced a dramatic growth in the last ten years or so. The key factor in this has been the transition from linear analysis, first to the study of bilinear and multilinear wave interactions,…

Analysis of PDEs · Mathematics 2007-05-23 Daniel Tataru

Yet another simple proof of the entropy power inequality is given, which avoids both the integration over a path of Gaussian perturbation and the use of Young's inequality with sharp constant or R\'enyi entropies. The proof is based on a…

Information Theory · Computer Science 2017-02-22 Olivier Rioul

We calculate analytically the Renyi entropy for the zeta-urn model with a Gibbs measure definition of the micro-state probabilities. This allows us to obtain the singularities in the R\'enyi entropy from those of the thermodynamic…

Statistical Mechanics · Physics 2023-12-07 Piotr Bialas , Zdzislaw Burda , Desmond A. Johnston

Entropies are fundamental measures of uncertainty with central importance in information theory and statistics and applications across all the quantitative sciences. Under a natural set of operational axioms, the most general form of…

Information Theory · Computer Science 2026-02-02 Roberto Rubboli , Erkka Haapasalo , Marco Tomamichel

We investigate the dynamics of quantum entanglement after a global quench and uncover a qualitative difference between the behavior of the von Neumann entropy and higher R\'enyi entropies. We argue that the latter generically grow…

Strongly Correlated Electrons · Physics 2019-07-30 Tibor Rakovszky , Frank Pollmann , C. W. von Keyserlingk

We investigate the R\'enyi entropy of independent sums of integer valued random variables through Fourier theoretic means, and give sharp comparisons between the variance and the R\'enyi entropy, for Poisson-Bernoulli variables. As…

Probability · Mathematics 2024-03-19 Mokshay Madiman , James Melbourne , Cyril Roberto

The determination of the uncertainty measures of multidimensional quantum systems is a relevant issue \textit{per se} and because these measures, which are functionals of the single-particle probability density of the systems, describe…

Mathematical Physics · Physics 2018-11-15 D. Puertas-Centeno , I. V. Toranzo , J. S. Dehesa

With the help of transfer entropy, we analyze information flows between communities of complex networks. We show that the transfer entropy provides a coherent description of interactions between communities, including non-linear…

Statistical Finance · Quantitative Finance 2019-11-18 Jan Korbel , Xiongfei Jiang , Bo Zheng

In this paper we derive explicit formulas of the R\'enyi information, Shannon entropy and Song measure for the invariant density of one dimensional ergodic diffusion processes. In particular, the diffusion models considered include the…

Probability · Mathematics 2007-11-13 Alessandro De Gregorio , Stefano Iacus

Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…

Statistics Theory · Mathematics 2021-06-18 Abhik Ghosh , Ayanendranath Basu

The sandwiched R\'enyi divergences of two finite-dimensional density operators quantify their asymptotic distinguishability in the strong converse domain. This establishes the sandwiched R\'enyi divergences as the operationally relevant…

Quantum Physics · Physics 2025-08-12 Milán Mosonyi

Audenaert and Datta recently introduced a two-parameter family of relative R\'{e}nyi entropies, known as the $\alpha$-$z$-relative R\'{e}nyi entropies. The definition of the $\alpha$-$z$-relative R\'{e}nyi entropy unifies all previously…

Quantum Physics · Physics 2015-08-05 Mingyan Simon Lin , Marco Tomamichel

We study multi-charged moments and symmetry-resolved R\'enyi entropy of free compact boson for multiple disjoint intervals. The R\'enyi entropy evaluation involves computing the partition function of the theory on Riemann surfaces with…

High Energy Physics - Theory · Physics 2024-01-11 Himanshu Gaur , Urjit A. Yajnik

Thermodynamic stability of black holes, described by the R\'enyi formula as equilibrium compatible entropy function, is investigated. It is shown that within this approach, asymptotically flat, Schwarzschild black holes can be in stable…

General Relativity and Quantum Cosmology · Physics 2015-12-09 Viktor G. Czinner , Hideo Iguchi

A general investigation is made into the intrinsic Riemannian geometry for complex systems, from the perspective of statistical mechanics. The entropic formulation of statistical mechanics is the ingredient which enables a connection…

Statistical Mechanics · Physics 2010-08-18 B. N. Tiwari , Vinod Chandra , Subhashish Banerjee