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We introduce a new measure of interdependence among the components of a random vector along the main diagonal of the vector copula, i.e. along the line $u_{1}=\ldots=u_{J}$, for $\left(u_{1},\ldots,u_{J}\right)\in\left[0,1\right]^{J}$. Our…

Methodology · Statistics 2014-08-29 Jhan Rodríguez , András Bárdossy

In this work, we consider a recently proposed entropy S (called varentropy) defined by a variational relationship dI=beta*(d<x>-<dx>) as a measure of uncertainty of random variable x. By definition, varentropy underlies a generalized…

Statistical Mechanics · Physics 2020-10-28 C. J. Ou , A. El Kaabouchi , L. Nivanen , F. Tsobnang , A. Le Méhauté , Qiuping A. Wang

Even today, the concept of entropy is perceived by many as quite obscure. The main difficulty is analyzed as being fundamentally due to the subjectivity and anthropocentrism of the concept that prevent us to have a sufficient distance to…

General Physics · Physics 2022-10-21 Didier Lairez

The Shannon entropy, one of the cornerstones of information theory, is widely used in physics, particularly in statistical mechanics. Yet its characterization and connection to physics remain vague, leaving ample room for misconceptions and…

Statistical Mechanics · Physics 2021-07-28 Gabriele Carcassi , Christine A. Aidala , Julian Barbour

Entropy or information is a fundamental quantity contained in a system in statistical mechanics and information theory. In this paper, a definition of classical information entropy of parton distribution functions is suggested. The…

High Energy Physics - Phenomenology · Physics 2024-05-28 Rong Wang

It is well known that a Shannon based definition of information entropy leads in the classical case to the Boltzmann entropy. It is tempting to regard the Von Neumann entropy as the corresponding quantum mechanical definition. But the…

Quantum Physics · Physics 2009-11-10 Alexander Stotland , Andrei A. Pomeransky , Eitan Bachmat , Doron Cohen

PAE cannot be made a basis for either a generalized statistical mechanics or a generalized information theory. Either statistical independence must be waived, or the expression of the averaged conditional probability as the difference…

Statistical Mechanics · Physics 2011-10-25 B. H. Lavenda

Information theory is a mathematical theory of learning with deep connections with topics as diverse as artificial intelligence, statistical physics, and biological evolution. Many primers on information theory paint a broad picture with…

Information Theory · Computer Science 2019-03-26 Philip Chodrow

This is a review on entropy in various fields of mathematics and science. Its scope is to convey a unified vision of the classical as well as some newer entropy notions to a broad audience with an intermediate background in dynamical…

Dynamical Systems · Mathematics 2022-02-08 José M. Amigó , Karsten Keller , Valentina Unakafova

An axiomatic foundation regarding the entropy for complex systems is established. Missing from decades of research was the requirement that entropy must measure the uncertainty at the informational scale of the maximizing distribution,…

Statistical Mechanics · Physics 2026-05-29 Kenric P. Nelson

We introduce hardness in relative entropy, a new notion of hardness for search problems which on the one hand is satisfied by all one-way functions and on the other hand implies both next-block pseudoentropy and inaccessible entropy, two…

Cryptography and Security · Computer Science 2024-11-15 Rohit Agrawal , Yi-Hsiu Chen , Thibaut Horel , Salil Vadhan

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

There are three ways to conceptualize entropy: entropy as an extensive thermodynamic quantity of physical systems (Clausius, Boltzmann, Gibbs), entropy as a measure for information production of ergodic sources (Shannon), and entropy as a…

Statistical Mechanics · Physics 2018-11-05 Stefan Thurner , Bernat Corominas-Murtra , Rudolf Hanel

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

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

The fundamental goal of information theory is to characterize complex operational tasks using efficiently computable information quantities, Shannon's capacity formula being the prime example of this. However, many tasks in quantum…

Quantum Physics · Physics 2025-07-22 Salman Beigi , Roberto Rubboli , Marco Tomamichel

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic…

Machine Learning · Computer Science 2014-09-03 Luis G. Sanchez Giraldo , Murali Rao , Jose C. Principe

Information-theoretic quantities, such as entropy, are used to quantify the amount of information a given variable provides. Entropies can be used together to compute the mutual information, which quantifies the amount of information two…

Data Analysis, Statistics and Probability · Physics 2014-12-22 Kevin H. Knuth , Deniz Gençağa , William B. Rossow

Different notions of entropy play a fundamental role in the classical theory of dynamical systems. Unlike many other concepts used to analyze autonomous dynamics, both measure-theoretic and topological entropy can be extended quite…

Dynamical Systems · Mathematics 2017-08-03 Christoph Kawan

We show that the previously introduced concept of distance on statistical spaces leads to a straightforward definition of differential entropy on these statistical spaces. These spaces are characterized by the fact that their points can…

Statistical Mechanics · Physics 2007-05-23 Jacques Calmet , Xavier Calmet
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