Related papers: Entropy measure for the quantification of upper qu…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
We study entropies caused by the unstable part of partially hyperbolic systems. We define unstable metric entropy and unstable topological entropy, and establish a variational principle for partially hyperbolic diffeomorphsims, which states…
Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…
Mixture distributions are a workhorse model for multimodal data in information theory, signal processing, and machine learning. Yet even when each component density is simple, the differential entropy of the mixture is notoriously hard to…
In multivariate extreme value analysis, the nature of the extremal dependence between variables should be considered when selecting appropriate statistical models. Interest often lies with determining which subsets of variables can take…
For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…
We study an entropy measure for quantum systems that generalizes the von Neumann entropy as well as its classical counterpart, the Gibbs or Shannon entropy. The entropy measure is based on hypothesis testing and has an elegant formulation…
Shearer's inequality bounds the sum of joint entropies of random variables in terms of the total joint entropy. We give another lower bound for the same sum in terms of the individual entropies when the variables are functions of…
We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the maximum of a multidimensional stationary sequence with…
Convergence properties of Shannon Entropy are studied. In the differential setting, it is shown that weak convergence of probability measures, or convergence in distribution, is not enough for convergence of the associated differential…
We introduce a new information-theoretic formulation of quantum measurement uncertainty relations, based on the notion of relative entropy between measurement probabilities. In the case of a finite-dimensional system and for any approximate…
The statistics of work done on a quantum system can be quantified by the two-point measurement scheme. We show how the Shannon entropy of the work distribution admits a general upper bound depending on the initial diagonal entropy, and a…
In the present work we investigate phase correlations by recourse to the Shannon entropy. Using theoretical arguments we show that the entropy provides an accurate measure of phase correlations in any dynamical system, in particular when…
Entropic uncertainty relations for the position and momentum within the generalized uncertainty principle are examined. Studies of this principle are motivated by the existence of a minimal observable length. Then the position and momentum…
'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…
It is not obvious how to extend Shannon's original information entropy to higher dimensions, and many different approaches have been tried. We replace the English text symbol sequence originally used to illustrate the theory by a discrete,…
Accurately determining dependency structure is critical to discovering a system's causal organization. We recently showed that the transfer entropy fails in a key aspect of this---measuring information flow---due to its conflation of dyadic…
The statistical analysis of data stemming from dynamical systems, including, but not limited to, time series, routinely relies on the estimation of information theoretical quantities, most notably Shannon entropy. To this purpose, possibly…
The thermodynamic definition of entropy can be extended to nonequilibrium systems based on its relation to information. To apply this definition in practice requires access to the physical system's microstates, which may be prohibitively…
The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…