Related papers: Maximum R\'enyi Entropy Rate
Properties of scalar quantization with $r$th power distortion and constrained R\'enyi entropy of order $\alpha\in (0,1)$ are investigated. For an asymptotically (high-rate) optimal sequence of quantizers, the contribution to the R\'enyi…
We introduce a linear space of finitely additive measures to treat the problem of optimal expected utility from consumption under a stochastic clock and an unbounded random endowment process. In this way we establish existence and…
We define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These entropies…
In this paper, following standard arguments, the maximum Renyi entropy problem for the weighted case is analyzed. We verify that under some constrains on weight function, the Student-r and Student-t distributions maximize the weighted Renyi…
In this note, we studied the asymptotic behaviour of the length of the longest common substring for run-length encoded sequences. When the original sequences are generated by an $\alpha$-mixing process with exponential decay (or…
Works, briefly surveyed here, are concerned with two basic methods: Maximum Probability and Bayesian Maximum Probability; as well as with their asymptotic instances: Relative Entropy Maximization and Maximum Non-parametric Likelihood.…
A task is randomly drawn from a finite set of tasks and is described using a fixed number of bits. All the tasks that share its description must be performed. Upper and lower bounds on the minimum $\rho$-th moment of the number of performed…
The Matrix-based Renyi's entropy enables us to directly measure information quantities from given data without the costly probability density estimation of underlying distributions, thus has been widely adopted in numerous statistical…
We consider the optimal quantization problem with R\'enyi-$\alpha$-entropy constraints for centered Gaussian measures on a separable Banach space. For $\alpha = \infty$ we can compute the optimal quantization error by a moment on a ball.…
We study convexity properties of R\'{e}nyi entropy as function of $\alpha>0$ on finite alphabets. We also describe robustness of the R\'{e}nyi entropy on finite alphabets, and it turns out that the rate of respective convergence depends on…
We consider the Student-t and Student-r distributions, which maximise Renyi entropy under a covariance condition. We show that they have information-theoretic properties which mirror those of the Gaussian distributions, which maximise…
The equilibrium distributions of probabilities providing maximality of Renyi and Tsallis entropies are rederived. New S-forms of them are found which are normalised with corresponding entropies in contrast to the usual Z-forms normalised…
We study the R\'enyi entropies in the spin-$1/2$ anisotropic Heisenberg chain after a quantum quench starting from the N\'eel state. The quench action method allows us to obtain the stationary R\'enyi entropies for arbitrary values of the…
For ergodic systems with generating partitions, the well known result of Ornstein and Weiss shows that the exponential growth rate of the recurrence time is almost surely equal to the metric entropy. Here we look at the exponential growth…
We propose and experimentally measure an entropy that quantifies the volume of correlations among qubits. The experiment is carried out on a nearly isolated quantum system composed of a central spin coupled and initially uncorrelated with…
Stationary reciprocal processes defined on a finite interval of the integer line can be seen as a special class of Markov random fields restricted to one dimension. Non stationary reciprocal processes have been extensively studied in the…
Following a recent proof of Shannon's entropy power inequality (EPI), a comprehensive framework for deriving various EPIs for the R\'enyi entropy is presented that uses transport arguments from normal densities and a change of variable by…
A task is randomly drawn from a finite set of tasks and is described using a fixed number of bits. All the tasks that share its description must be performed. Upper and lower bounds on the minimum $\rho$-th moment of the number of performed…
Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…
Max stable laws are limit laws of linearly normalized partial maxima of independent identically distributed random variables. Saeb (2014) proves that the Renyi entropy of order b (b > 1) of linear normalized maximum of iid random variables…