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Related papers: Unbiased Estimators for Entropy and Class Number

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We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu

Training large-scale mixture of experts models efficiently on modern hardware requires assigning datapoints in a batch to different experts, each with a limited capacity. Recently proposed assignment procedures lack a probabilistic…

Machine Learning · Computer Science 2021-12-09 Wouter Kool , Chris J. Maddison , Andriy Mnih

For any Bell locality scenario (or Kochen-Specker noncontextuality scenario), the joint Shannon entropies of local (or noncontextual) models define a convex cone for which the non-trivial facets are tight entropic Bell (or contextuality)…

Quantum Physics · Physics 2012-03-15 Rafael Chaves , Tobias Fritz

We study a statistical model for infinite dimensional Gaussian random variables with unknown parameters. For this model we derive linear estimators for the mean and the variance of the Gaussian distribution. Furthermore, we construct…

Statistics Theory · Mathematics 2025-11-21 Stefan Tappe

The Shannon entropy in the atomic, molecular and chemical physics context is presented by using as test cases the hydrogenic-like atoms $H_c$, ${He_c}^+$ and ${Li_c}^{2+}$ confined by an impenetrable spherical box. Novel expressions for…

Atomic Physics · Physics 2017-11-28 Wallas S. Nascimento , Frederico V. Prudente

In the present paper, we derive Berry-Esseen bounds for the estimation of diversity indices on countable alphabets. A general non-asymptotic convergence rate is established for the plug-in estimator of a wide class of indices, including…

Probability · Mathematics 2026-04-14 Zhen Hong Yu , Yu Miao

In this paper, we introduce a new approach to constructing unbiased estimators when computing expectations of path functionals associated with stochastic differential equations (SDEs). Our randomization idea is closely related to…

Computational Finance · Quantitative Finance 2012-07-11 Chang-han Rhee , Peter W. Glynn

In this paper, we provide the proof of $L^2$ consistency for the $k$th nearest neighbour distance estimator of the Shannon entropy for an arbitrary fixed $k\geq 1.$ We construct the non-parametric test of goodness-of-fit for a class of…

Statistics Theory · Mathematics 2020-10-14 Mehmet Siddik Cadirci , Dafydd Evans , Nikolai Leonenko , Vitalii Makogin

We prove a Bernstein-type bound for the difference between the average of negative log-likelihoods of independent discrete random variables and the Shannon entropy, both defined on a countably infinite alphabet. The result holds for the…

Information Theory · Computer Science 2021-06-24 Yunpeng Zhao

Estimating the free energy in molecular simulation requires, implicitly or explicitly, counting how many times the system is observed in a finite region. If the simulation is biased by an external potential, the weight of the configurations…

Chemical Physics · Physics 2021-12-22 Matteo Carli , Alessandro Laio

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

Work in the classification literature has shown that in computing a classification function, one need not know the class membership of all observations in the training set; the unlabeled observations still provide information on the…

Machine Learning · Statistics 2015-10-07 Norman Matloff

This paper is prepared as a contribution to the proceedings after the 12th ICSSUR/Feynfest Conference held in Foz do Iguacu (Brazil) from 2 to 6 May 2011. In the first part I briefy report the topic of entropic uncertainty relations for…

Quantum Physics · Physics 2011-09-29 Łukasz Rudnicki

Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce increment entropy to measure the complexity of time series in which each increment is mapped into a word of two letters,…

Data Analysis, Statistics and Probability · Physics 2016-01-20 Xiaofeng Liu , Aimin Jiang , Ning Xu , Jianru Xue

The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…

Information Theory · Computer Science 2026-05-13 Mladen Kovačević

Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…

Statistics Theory · Mathematics 2019-01-31 Salah H. Abid , Uday J. Quaez

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yijun Ding , Amit Ashok

We compare an entropy estimator $H_z$ recently discussed in [10] with two estimators $H_1$ and $H_2$ introduced in [6][7]. We prove the identity $H_z \equiv H_1$, which has not been taken into account in [10]. Then, we prove that the…

Data Analysis, Statistics and Probability · Physics 2015-10-23 Thomas Schürmann

In this work, we draw connections between the classical Shannon interpolation of bandlimited deterministic signals and the literature on estimating continuous-time random processes from their samples (known in various communities under…

Signal Processing · Electrical Eng. & Systems 2024-10-29 Justin P. Haldar

Estimation of Shannon and R\'enyi entropies of unknown discrete distributions is a fundamental problem in statistical property testing and an active research topic in both theoretical computer science and information theory. Tight bounds on…

Quantum Physics · Physics 2023-07-19 Tongyang Li , Xiaodi Wu