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We consider a possible generalization of the random matrix theory, which involves the maximization of Tsallis' $q$-parametrized entropy. We discuss the dependence of the spacing distribution on $q$ using a non-extensive generalization of…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

In this paper, we develop the lower and upper bounds of worst-case distortion riskmetrics and weighted entropy for unimodal, and symmetric unimodal distributions when mean and variance information are available. We also consider the sharp…

Risk Management · Quantitative Finance 2025-11-24 Baishuai Zuo , Chuancun Yin

We examine quantum gravity effects by applying the generalized uncertainty principle (GUP) to entropic uncertainty relation conditions on quantum entanglement. In particular, we study the GUP corrections to the Shannon entropic uncertainty…

Quantum Physics · Physics 2023-10-17 Otto Gadea , Gardo Blado

The Tsallis entropy given for a positive parameter $\alpha$ can be considered as a modification of the classical Shannon entropy. For the latter, corresponding to $\alpha=1$, there exist many axiomatic characterizations. One of them based…

Mathematical Physics · Physics 2017-04-27 Sonja Jäckle , Karsten Keller

A method of estimating the joint probability mass function of a pair of discrete random variables is described. This estimator is used to construct the conditional Shannon-R\'eyni-Tsallis entropies estimates. From there almost sure rates of…

Statistics Theory · Mathematics 2020-02-18 Ba Amadou Diadie , Lo Gane Samb

Product probability property, known in the literature as statistical independence, is examined first. Then generalized entropies are introduced, all of which give generalizations to Shannon entropy. It is shown that the nature of the…

Statistics Theory · Mathematics 2009-11-13 A. M. Mathai , H. J. Haubold

Estimating entropies from limited data series is known to be a non-trivial task. Naive estimations are plagued with both systematic (bias) and statistical errors. Here, we present a new 'balanced estimator' for entropy functionals Shannon,…

Statistical Mechanics · Physics 2008-04-30 Juan A. Bonachela , Haye Hinrichsen , Miguel A. Munoz

It is shown that for any ensemble, whether classical or quantum, continuous or discrete, there is only one measure of the "volume" of the ensemble that is compatible with several basic geometric postulates. This volume measure is thus a…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Michael J. W. Hall

In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…

Methodology · Statistics 2026-03-03 Kiran Prajapat , Sharmishtha Mitra , Debasis Kundu

We derive entropic uncertainty relations for successive generalized measurements by using general descriptions of quantum measurement within two {distinctive operational} scenarios. In the first scenario, by merging {two successive…

Quantum Physics · Physics 2018-01-04 Kyunghyun Baek , Wonmin Son

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

This study investigates entropy's potential for analyzing scientific research patterns across disciplines. Originating from thermodynamics, entropy now measures uncertainty and diversity in information systems. We examine Shannon Entropy,…

Physics and Society · Physics 2025-03-27 Yujie Shi , Alex Jie Yang , Sanhong Deng

This paper deals with uncertainty quantification and out-of-distribution detection in deep learning using Bayesian and ensemble methods. It proposes a practical solution to the lack of prediction diversity observed recently for standard…

Machine Learning · Computer Science 2025-02-03 Antoine de Mathelin , François Deheeger , Mathilde Mougeot , Nicolas Vayatis

We show that if one uses the invariant form of the Boltzmann-Shannon continuous entropy, it is possible to obtain the generalized Pareto-Tsallis density function, using an appropriate "prior" measure m_{q}(x) and a "Boltzman constraint"…

Statistical Mechanics · Physics 2007-05-23 F. Brouers , O. Sotolongo

The entropy of network ensembles characterizes the amount of information encoded in the network structure, and can be used to quantify network complexity, and the relevance of given structural properties observed in real network datasets…

Disordered Systems and Neural Networks · Physics 2014-06-18 Kartik Anand , Dimitri Krioukov , Ginestra Bianconi

Complex systems that are characterized by strong correlations and fat-tailed distribution functions have been argued to be incompatible within the framework of Boltzmann-Gibbs entropy. As an alternative, so-called generalized entropies were…

Statistical Mechanics · Physics 2022-08-15 Rudolf Hanel , Stefan Thurner

This paper studies Fenchel-Young losses, a generic way to construct convex loss functions from a regularization function. We analyze their properties in depth, showing that they unify many well-known loss functions and allow to create…

Machine Learning · Statistics 2019-02-25 Mathieu Blondel , André F. T. Martins , Vlad Niculae

Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…

Statistics Theory · Mathematics 2011-03-28 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

The growing interest of different entropy functions proposed so far (like the Bekenstein-Hawking, Tsallis, R\'{e}nyi, Barrow, Sharma-Mittal, Kaniadakis and Loop Quantum Gravity entropies) towards black hole thermodynamics as well as towards…

General Relativity and Quantum Cosmology · Physics 2023-01-04 Sergei D. Odintsov , Tanmoy Paul

Probabilistic sensitivity analysis identifies the influential uncertain input to guide decision-making. We propose a general sensitivity framework with respect to the input distribution parameters that unifies a wide range of sensitivity…

Methodology · Statistics 2023-02-10 Jiannan Yang