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The entropy of a pair of random variables is commonly depicted using a Venn diagram. This representation is potentially misleading, however, since the multivariate mutual information can be negative. This paper presents new measures of…

Information Theory · Computer Science 2020-04-22 Conor Finn , Joseph T. Lizier

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

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 maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…

Classical Physics · Physics 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

Two families of dependence measures between random variables are introduced. They are based on the R\'enyi divergence of order $\alpha$ and the relative $\alpha$-entropy, respectively, and both dependence measures reduce to Shannon's mutual…

Information Theory · Computer Science 2019-08-22 Amos Lapidoth , Christoph Pfister

Many partially-successful attempts have been made to find the most natural discrete-variable version of Shannon's entropy power inequality (EPI). We develop an axiomatic framework from which we deduce the natural form of a discrete-variable…

Information Theory · Computer Science 2016-11-17 Saikat Guha , Jeffrey H. Shapiro , Raul Garcia-Patron Sanchez

Shannon entropy is not the only entropy that is relevant to machine-learning datasets, nor possibly even the most important one. Traditional entropies such as Shannon entropy capture information represented by elements' frequencies but not…

Information Theory · Computer Science 2026-04-01 Phuc Nguyen , Josiah Couch , Rahul Bansal , Alexandra Morgan , Chris Tam , Miao Li , Rima Arnaout , Ramy Arnaout

This paper derives bounds for two omnipresent information theoretic measures, the Shannon entropy and its complementary dual, the extropy. Based on a large size data set from a logconcave model, the said bounds are obtained for the entropy…

Statistics Theory · Mathematics 2025-07-21 Konstantinos Zografos

Uncertainty relations are central to quantum physics. While they were originally formulated in terms of variances, they have later been successfully expressed with entropies following the advent of Shannon information theory. Here, we…

Quantum Physics · Physics 2019-05-01 Anaelle Hertz , Nicolas J. Cerf

We derive an asymptotic lower bound on the Shannon entropy $H$ of sums of $N$ arbitrary iid discrete random variables. The derived bound $H \geq \frac{r(X)}{2}\log(N) + {\it cst}$ is given in terms of the incommensurability rank $r(X)$ of…

Information Theory · Computer Science 2025-08-08 Riccardo Castellano , Pavel Sekatski

Quantum entropy is an important measure for describing the uncertainty of a quantum state, more uncertainty in subsystems implies stronger quantum entanglement between subsystems. Our goal in this work is to quantify bipartite entanglement…

Quantum Physics · Physics 2022-04-18 Xue Yang , Yan-Han Yang , Li-Ming Zhao , Ming-Xing Luo

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

The entropy per coordinate in a log-concave random vector of any dimension with given density at the mode is shown to have a range of just 1. Uniform distributions on convex bodies are at the lower end of this range, the distribution with…

Information Theory · Computer Science 2024-05-07 Sergey Bobkov , Mokshay Madiman

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

We develop a new method for bounding the relative entropy of a random vector in terms of its Stein factors. Our approach is based on a novel representation for the score function of smoothly perturbed random variables, as well as on the de…

Probability · Mathematics 2013-08-20 Ivan Nourdin , Giovanni Peccati , Yvik Swan

Quantifying the complexity of large graphs requires measures that extend beyond predefined structural features and scale efficiently with graph size. This work adopts a generative perspective, modeling large networks as exchangeable graphs…

Information Theory · Computer Science 2025-03-14 Anda Skeja , Sofia C. Olhede

We investigate the relative information efficiency of financial markets by measuring the entropy of the time series of high frequency data. Our tool to measure efficiency is the Shannon entropy, applied to 2-symbol and 3-symbol…

Statistical Finance · Quantitative Finance 2016-09-15 Lucio Maria Calcagnile , Fulvio Corsi , Stefano Marmi

Quantum information-theoretic approach has been identified as a way to understand the foundations of quantum mechanics as early as 1950 due to Shannon. However there hasn't been enough advancement or rigorous development of the subject. In…

Quantum Physics · Physics 2018-07-04 Shubhayan Sarkar

Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…

Statistical Mechanics · Physics 2023-08-21 Vladimir Zhdankin
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