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Thevon Neumann entropy, named after John von Neumann, is an extension of the classical concept of entropy to the field of quantum mechanics. From a numerical perspective, von Neumann entropy can be computed simply by computing all…

Information Theory · Computer Science 2020-02-04 Eugenia-Maria Kontopoulou , Gregory-Paul Dexter , Wojciech Szpankowski , Ananth Grama , Petros Drineas

The results of this paper build upon those first obtained by Sznitman and Zeitouni in [11]. We establish, for spacial dimensions greater than two, the existence of a unique invariant measure for isotropic diffusions in random environment…

Analysis of PDEs · Mathematics 2014-04-22 Benjamin J. Fehrman

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

The subdivision algorithm by Dellnitz and Hohmann for the computation of invariant sets of dynamical systems decomposes the relevant region of the state space into boxes and analyzes the induced box dynamics. Its convergence is proved in an…

Numerical Analysis · Mathematics 2017-08-15 Janosch Rieger

We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…

Analysis of PDEs · Mathematics 2007-05-23 Jacques Rougemont

Andersen dynamics is a standard method for molecular simulations, and a precursor of the Hamiltonian Monte Carlo algorithm used in MCMC inference. The stochastic process corresponding to Andersen dynamics is a PDMP (piecewise deterministic…

Probability · Mathematics 2022-05-17 Nawaf Bou-Rabee , Andreas Eberle

Embeddings play a pivotal role across various disciplines, offering compact representations of complex data structures. Randomized methods like Johnson-Lindenstrauss (JL) provide state-of-the-art and essentially unimprovable theoretical…

Machine Learning · Statistics 2024-12-11 Nikos Tsikouras , Constantine Caramanis , Christos Tzamos

We prove that given a computable metric space and two computable measures, the set of points that have high universal uniform test scores with respect to the first measure will have a lower bound with respect to the second measure. This…

Computational Complexity · Computer Science 2023-08-01 Samuel Epstein

We derive geometrical bounds on the irreversibility in both quantum and classical Markovian open systems that satisfy the detailed balance condition. Using information geometry, we prove that irreversible entropy production is bounded from…

Statistical Mechanics · Physics 2021-01-05 Tan Van Vu , Yoshihiko Hasegawa

Algorithmic entropy and Shannon entropy are two conceptually different information measures, as the former is based on size of programs and the later in probability distributions. However, it is known that, for any recursive probability…

Information Theory · Computer Science 2010-06-03 Andreia Teixeira , Andre Souto , Armando Matos , Luis Antunes

The von Neumann algorithm is a simple coordinate-descent algorithm to determine whether the origin belongs to a polytope generated by a finite set of points. When the origin is in the of the polytope, the algorithm generates a sequence of…

Optimization and Control · Mathematics 2015-11-26 Javier Pena , Daniel Rodriguez , Negar Soheili

Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…

Machine Learning · Computer Science 2007-07-13 Christopher C. Strelioff , James P. Crutchfield

We study robust Markov decision processes (RMDPs) with general policy parameterization under s-rectangular and non-rectangular uncertainty sets. Prior work is largely limited to tabular policies, and hence either lacks sample complexity…

Machine Learning · Computer Science 2026-02-13 Anirudh Satheesh , Ziyi Chen , Furong Huang , Heng Huang

We present a Bayesian algorithm to identify generators of open quantum system dynamics, described by a Lindblad master equation, that are compatible with measured experimental data. The algorithm, based on a Markov Chain Monte Carlo…

Quantum Physics · Physics 2025-09-15 Stewart Wallace , Yoann Altmann , Brian D. Gerardot , Erik M. Gauger , Cristian Bonato

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…

Probability · Mathematics 2017-08-16 Yoichi Nishiyama

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Andrea Somazzi , Diego Garlaschelli

A number of recent works have sought to generalize the Kolmogorov-Sinai entropy of probability-preserving transformations to the setting of Markov operators acting on the integrable functions on a probability space $(X,\mu)$. These have…

Dynamical Systems · Mathematics 2015-08-25 Tim Austin

The seminal result of Johnson and Lindenstrauss on random embeddings has been intensively studied in applied and theoretical computer science. Despite that vast body of literature, we still lack of complete understanding of statistical…

Machine Learning · Computer Science 2021-04-13 Maciej Skorski

The problem of random number generation from an uncorrelated random source (of unknown probability distribution) dates back to von Neumann's 1951 work. Elias (1972) generalized von Neumann's scheme and showed how to achieve optimal…

Information Theory · Computer Science 2010-12-27 Hongchao Zhou , Jehoshua Bruck

The shuffle of a non-empty countable set $ S $ of linear orders is the (unique up to isomorphism) linear order $ \Xi(S) $ obtained by fixing a coloring function $ \chi: \mathbb{Q} \to S $ having fibers dense in $ \mathbb{Q} $ and replacing…

Logic · Mathematics 2024-11-19 Suyash Srivastava , Mihir Mittal