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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

The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs be obtained from the data sample itself. We propose a semi-parametric…

Methodology · Statistics 2022-01-06 Stéphane Robin , Luca Scrucca

In the contemporary era, the importance of information is undisputed, but there has never been a common understanding of information, nor a unanimous conclusion to the researches on information metrics. Based on the previous studies, this…

Information Theory · Computer Science 2014-04-07 Xu Jianfeng , Tang Jun , Ma Xuefeng , Xu Bin , Shen Yanli , Qiao Yongjie

Estimating the Shannon information associated with individual neurons is a non-trivial problem. Three key methods used to estimate the mutual information between neuron inputs and outputs are described, and a list of further readings is…

Neurons and Cognition · Quantitative Biology 2023-04-05 James V Stone

We address the problem of quantifying the information content of a source for an arbitrary information theory, where the information content is defined in terms of the asymptotic achievable compression rate. The functions that solve this…

Quantum Physics · Physics 2024-06-26 Paolo Perinotti , Alessandro Tosini , Leonardo Vaglini

Entropies must correspond to mean values for them to be measurable. The Shannon entropy corresponds to the weighted arithmetic mean, whereas the Renyi entropy corresponds to the exponential mean. These means refer to code lengths, which are…

Statistical Mechanics · Physics 2011-10-25 B. H. Lavenda

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Prasad Tetali

We consider the problem of finite sample corrections for entropy estimation. New estimates of the Shannon entropy are proposed and their systematic error (the bias) is computed analytically. We find that our results cover correction…

Statistical Mechanics · Physics 2009-11-10 Thomas Schürmann

Information theory plays a central role in establishing fundamental limits on what any learning or estimation algorithm can -- and cannot -- achieve, regardless of computational power. In this chapter, we provide an introduction to these…

Information Theory · Computer Science 2026-05-11 Abbas El Gamal , Maxim Raginsky

In Shannon's seminal paper, entropy of printed English, treated as a stationary stochastic process, was estimated to be roughly 1 bit per character. However, considered as a means of communication, language differs considerably from its…

Computation and Language · Computer Science 2025-08-13 Doron Sivan , Misha Tsodyks

The entropy region is a fundamental object in information theory. An outer bound for the entropy region is defined by a minimal set of Shannon-type inequalities called elemental inequalities also referred to as the Shannon region. This…

Information Theory · Computer Science 2020-05-22 Hitika Tiwari , Satyajit Thakor

We determine the amount of information contained in a time series of price returns at a given time scale, by using a widespread tool of the information theory, namely the Shannon entropy, applied to a symbolic representation of this time…

Statistical Finance · Quantitative Finance 2022-08-26 Xavier Brouty , Matthieu Garcin

We start with reviewing the origin of the idea that entropy and the Second Law are associated with the Arrow of Time. We then introduced a new definition of entropy based on Shannons Measure of Information, SMI. The SMI may be defined on…

Popular Physics · Physics 2017-05-04 Arieh Ben-Naim

We provide a stochastic extension of the Baez-Fritz-Leinster characterization of the Shannon information loss associated with a measure-preserving function. This recovers the conditional entropy and a closely related information-theoretic…

Information Theory · Computer Science 2021-12-23 James Fullwood , Arthur J. Parzygnat

We present a quantum information theory that allows for a consistent description of entanglement. It parallels classical (Shannon) information theory but is based entirely on density matrices (rather than probability distributions) for the…

Quantum Physics · Physics 2009-10-30 Nicolas J. Cerf , Chris Adami

We develop a general formalism for representing and understanding structure in complex systems. In our view, structure is the totality of relationships among a system's components, and these relationships can be quantified using information…

Statistical Mechanics · Physics 2014-09-17 Benjamin Allen , Blake C. Stacey , Yaneer Bar-Yam

In many complex systems, whether biological or artificial, the thermodynamic costs of communication among their components are large. These systems also tend to split information transmitted between any two components across multiple…

Statistical Mechanics · Physics 2024-02-12 Farita Tasnim , Nahuel Freitas , David H. Wolpert

Many of the traditional results in information theory, such as the channel coding theorem or the source coding theorem, are restricted to scenarios where the underlying resources are independent and identically distributed (i.i.d.) over a…

Quantum Physics · Physics 2009-06-28 Nilanjana Datta , Renato Renner

The problems of causality, modeling, and control for chaotic, high-dimensional dynamical systems are formulated in the language of information theory. The central quantity of interest is the Shannon entropy, which measures the amount of…

Dynamical Systems · Mathematics 2022-06-01 Adrián Lozano-Durán , Gonzalo Arranz

The form invariance of pseudoadditivity is shown to determine the structure of nonextensive entropies. Nonextensive entropy is defined as the appropriate expectation value of nonextensive information content, similar to the definition of…

Statistical Mechanics · Physics 2009-11-07 Hiroki Suyari