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Related papers: A note on entropy estimation

200 papers

We introduce the problem of \emph{entropy equivalence testing} for probability distributions, a relaxation of the well-studied closeness testing problem, where the distribution testing algorithm is now only required to distinguish, given…

Data Structures and Algorithms · Computer Science 2026-05-25 Clément L. Canonne , Yash Pote , Jonathan Scarlett , Joy Qiping Yang

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

Consider two populations characterized by independent random variables $X_1$ and $X_2$ such that $X_i, i=1,2,$ follows a gamma distribution with an unknown scale parameter $\theta_i>0$, and known shape parameter $\alpha >0$ (the same shape…

Statistics Theory · Mathematics 2022-09-22 Masihuddin , Neeraj Misra

This paper serves a twofold purpose. First, a unified perspective on diversity indices is introduced based on an entropic basis. It is shown that the class of all linear combinations of the entropic basis, referred to as the class of linear…

Statistics Theory · Mathematics 2020-01-22 Zhiyi Zhang , Michael Grabchak

Several studies demonstrate that there are critical differences between real wireless networks and simulation models. This finding has permitted to extract spatial and temporal properties for links and to provide efficient methods as biased…

Networking and Internet Architecture · Computer Science 2012-07-12 Mohamed-Haykel Zayani , Vincent Gauthier , Djamal Zeghlache

Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Data Analysis, Statistics and Probability · Physics 2025-11-27 Alec Kirkley

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

Statistics Theory · Mathematics 2018-07-04 Theodoros Manikas , Anastasia Papavasiliou

Bruns-Smith et al. (2025) established an algebraic identity between the one-step estimator and a specific outcome regression-type estimator for a class of parameters that forms a strict subset of the class introduced in Chernozhukov et al.…

Statistics Theory · Mathematics 2025-09-30 Andrea Rotnitzky , Ezequiel Smucler , James M. Robins

This letter reports two moment extensions of the entropy of a distribution. By understanding the traditional entropy as the average of the original distribution up to a random variable transformation, the traditional moments equation become…

Statistical Mechanics · Physics 2008-03-25 Luciano da Fontoura Costa

Estimating mutual information from observed samples is a basic primitive, useful in several machine learning tasks including correlation mining, information bottleneck clustering, learning a Chow-Liu tree, and conditional independence…

Information Theory · Computer Science 2018-10-11 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set estimation for multiple components of the model parameters,…

Methodology · Statistics 2021-04-28 Jinyuan Chang , Song Xi Chen , Cheng Yong Tang , Tong Tong Wu

Estimating entropy production from real observation data can be difficult due to finite resolution in both space and time and finite measurement statistics. We characterize the statistical error introduced by finite sample size and compare…

Statistical Mechanics · Physics 2025-04-09 Jonas H. Fritz , Benjamin Ertel , Udo Seifert

We study the relative entropy of highly excited quantum states. First, we sample states from the Wishart ensemble and develop a large-N diagrammatic technique for the relative entropy. The solution is exactly expressed in terms of…

High Energy Physics - Theory · Physics 2021-04-28 Jonah Kudler-Flam

Data analysis in HEP experiments often uses binned likelihood from data and finite Monte Carlo sample. Statistical uncertainty of Monte Carlo sample has been introduced in Frequentist Inference in some literatures, but they are not suitable…

High Energy Physics - Experiment · Physics 2023-09-28 Shilin Liu , Clark McGrew

The quantum relative entropy is a fundamental quantity in quantum information science, characterizing the distinguishability between two quantum states. However, this quantity is not additive in general for correlated quantum states,…

Quantum Physics · Physics 2025-06-05 Kun Fang , Hamza Fawzi , Omar Fawzi

We show that combining randomized measurement protocols with importance sampling allows for characterizing entanglement in significantly larger quantum systems and in a more efficient way than in previous work. A drastic reduction of…

Quantum Physics · Physics 2023-01-26 Aniket Rath , Rick van Bijnen , Andreas Elben , Peter Zoller , Benoît Vermersch

We consider the distributed $H_\infty$ estimation problem with additional requirement of resilience to biasing attacks. An attack scenario is considered where an adversary misappropriates some of the observer nodes and injects biasing…

Systems and Control · Computer Science 2018-02-27 V. Ugrinovskii

Observational entropy provides a general notion of quantum entropy that appropriately interpolates between Boltzmann's and Gibbs' entropies, and has recently been argued to provide a useful measure of out-of-equilibrium thermodynamic…

Quantum Physics · Physics 2023-05-09 Francesco Buscemi , Joseph Schindler , Dominik Šafránek

Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…

Information Theory · Computer Science 2015-06-23 Salimeh Yasaei Sekeh , Adriano Polpo