English
Related papers

Related papers: Two New Estimators of Entropy for Testing Normalit…

200 papers

It is well known that to estimate the Shannon entropy for symbolic sequences accurately requires a large number of samples. When some aspects of the data are known it is plausible to attempt to use this to more efficiently compute entropy.…

Data Analysis, Statistics and Probability · Physics 2018-05-18 Andrew D. Back , Daniel Angus , Janet Wiles

This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2019-11-19 Paul Dupuis , Yixiang Mao

Entropy serves as a central observable which indicates uncertainty in many chemical, thermodynamical, biological and ecological systems, and the principle of the maximum entropy (MaxEnt) is widely supported in natural science. Recently,…

Physics and Society · Physics 2015-06-03 Bin Xu , Hongen Zhang , Zhijian Wang , Jianbo Zhang

In this paper we study the notion of estimation entropy recently established by Liberzon and Mitra. This quantity measures the smallest rate of information about the state of a dynamical system above which an exponential state estimation…

Dynamical Systems · Mathematics 2017-05-08 Christoph Kawan

Entropy measures quantify the amount of information and correlation present in a quantum system. In practice, when the quantum state is unknown and only copies thereof are available, one must resort to the estimation of such entropy…

Quantum Physics · Physics 2024-03-27 Ziv Goldfeld , Dhrumil Patel , Sreejith Sreekumar , Mark M. Wilde

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 propose an approach to the estimation of infinite sets of random vectors. The problem addressed is as follows. Given two infinite sets of random vectors, find a single estimator that estimates vectors from with a controlled associated…

Signal Processing · Electrical Eng. & Systems 2021-11-04 Anatoli Torokhti

Many statistical procedures, including goodness-of-fit tests and methods for independent component analysis, rely critically on the estimation of the entropy of a distribution. In this paper, we seek entropy estimators that are efficient…

Statistics Theory · Mathematics 2017-06-23 Thomas B. Berrett , Richard J. Samworth , Ming Yuan

Entropy Estimation is an important problem with many applications in cryptography, statistic,machine learning. Although the estimators optimal with respect to the sample complexity have beenrecently developed, there are still some…

Data Structures and Algorithms · Computer Science 2020-02-24 Maciej Skorski

A common approach to evaluate entropy in quantum systems is to solve a master-Bloch equation to determine density matrix and substitute it in entropy definition. However, this method has been recently understood to lack many energy…

High Energy Physics - Theory · Physics 2016-05-17 Mohammad H Ansari

In a recent Letter [1] a framework for estimating entropy was introduced and applied to one-dimensional and two-dimensional systems. In this Comment we show that the method is not well suited for estimating entropy in bidimensional systems…

Statistical Mechanics · Physics 2022-07-15 E. Brigatti , F. N. M. de Sousa Filho

Existing training criteria in automatic speech recognition(ASR) permit the model to freely explore more than one time alignments between the feature and label sequences. In this paper, we use entropy to measure a model's uncertainty, i.e.…

Computation and Language · Computer Science 2022-12-26 Ehsan Variani , Ke Wu , David Rybach , Cyril Allauzen , Michael Riley

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 analyticity of the entropy and relative entropy rates of continuous-state hidden Markov models is studied here. Using the analytic continuation principle and the stability properties of the optimal filter, the analyticity of these rates…

Information Theory · Computer Science 2019-09-02 Vladislav Z. B. Tadic , Arnaud Doucet

In this paper relations among some kinds of cumulative entropies and moments of order statistics are presented. By using some characterizations and the symmetry of a non negative and absolutely continuous random variable X, lower and upper…

Statistics Theory · Mathematics 2020-09-07 Narayanaswamy Balakrishnan , Francesco Buono , Maria Longobardi

Two new tests for exponentiality, of integral and Kolmogorov type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asymptotic properties are examined and their local Bahadur…

Methodology · Statistics 2015-03-20 Bojana Milošević

We describe Monte Carlo approximation to the maximum likelihood estimator in models with intractable norming constants and explanatory variables. We consider both sources of randomness (due to the initial sample and to Monte Carlo…

Methodology · Statistics 2016-12-08 Blazej Miasojedow , Wojciech Niemiro , Jan Palczewski , Wojciech Rejchel

This short note presents the derivation of a new {\it a priori} estimate for the Oldroyd-B model. Such an estimate may provide useful information when investigating the long-time behaviour of macro-macro models, and the stability of…

Numerical Analysis · Mathematics 2007-05-23 Dan Hu , Tony Lelievre

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

The present paper studies continuity of generalized entropy functions and relative entropies defined using the notion of a deformed logarithmic function. In particular, two distinct definitions of relative entropy are discussed. As an…

Mathematical Physics · Physics 2007-05-23 Jan Naudts