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The Random Permutation Set (RPS) is a new type of set proposed recently, which can be regarded as the generalization of evidence theory. To measure the uncertainty of RPS, the entropy of RPS and its corresponding maximum entropy have been…

Information Theory · Computer Science 2024-03-12 Jiefeng Zhou , Zhen Li , Kang Hao Cheong , Yong Deng

Short-term patterns in financial time series form the cornerstone of many algorithmic trading strategies, yet extracting these patterns reliably from noisy market data remains a formidable challenge. In this paper, we propose an…

Trading and Market Microstructure · Quantitative Finance 2025-03-11 Rishabh Gupta , Shivam Gupta , Jaskirat Singh , Sabre Kais

We investigate the performance of entropy estimation methods, based either on block entropies or compression approaches, in the case of bidimensional sequences. We introduce a validation dataset made of images produced by a large number of…

Data Analysis, Statistics and Probability · Physics 2022-07-07 F. N. M. de Sousa Filho , V. G. Pereira de Sá , E. Brigatti

We study a curve of Gibbsian families of complex 3x3-matrices and point out new features, absent in commutative finite-dimensional algebras: a discontinuous maximum-entropy inference, a discontinuous entropy distance and non-exposed faces…

Mathematical Physics · Physics 2016-05-17 Andreas Knauf , Stephan Weis

Motivated by the notion of intermediate dimensions introduced by Falconer et al., we introduce a continuum of topological entropies that are intermediate between the (Bowen) topological entropy and the lower and upper capacity topological…

Dynamical Systems · Mathematics 2026-05-05 Yujun Ju

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

In this paper we study the holographic entanglement entropy in a large N noncommutative gauge field theory with two $\theta$ parameters by Ryu-Takayanagi prescription (RT-formula). We discuss what contributions the presence of…

High Energy Physics - Theory · Physics 2016-12-16 Tuo Jia , Zhaojie Xu

We extend the Hanel and Thurner asymptotic analysis to both extensive and non-extensive entropies on the basis of a wide class of entropic forms. The procedure is known to be capable to classify multiple entropy measures in terms of their…

Statistical Mechanics · Physics 2020-02-21 Nana Cabo Bizet , Jesus Fuentes , Octavio Obregon

By a "covering" we mean a Gaussian mixture model fit to observed data. Approximations of the Bayes factor can be availed of to judge model fit to the data within a given Gaussian mixture model. Between families of Gaussian mixture models,…

Computer Vision and Pattern Recognition · Computer Science 2011-01-11 Fionn Murtagh , Pedro Contreras , Jean-Luc Starck

Maximum entropy principles in nonextensive statistical physics are revisited as an application of the Tsallis relative entropy defined for non-negative matrices in the framework of matrix analysis. In addtition, some matrix trace…

Statistical Mechanics · Physics 2010-01-12 Shigeru Furuichi

By replacing linear averaging in Shannon entropy with Kolmogorov-Nagumo average (KN-averages) or quasilinear mean and further imposing the additivity constraint, R\'{e}nyi proposed the first formal generalization of Shannon entropy. Using…

Information Theory · Computer Science 2007-07-13 Ambedkar Dukkipati , M. Narasimha Murty , Shalabh Bhatnagar

The framework of non-extensive statistical mechanics, proposed by Tsallis, has been used to describe a variety of systems. The non-extensive statistical mechanics is usually introduced in a formal way, thus simple models exhibiting some…

Statistical Mechanics · Physics 2014-08-06 Julius Ruseckas

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

In this paper, we propose a new discriminative model named \emph{nonextensive information theoretical machine (NITM)} based on nonextensive generalization of Shannon information theory. In NITM, weight parameters are treated as random…

Machine Learning · Computer Science 2016-04-22 Chaobing Song , Shu-Tao Xia

In this paper we introduce a nonextensive quantum information theoretic measure which may be defined between any arbitrary number of density matrices, and we analyze its fundamental properties in the spectral graph-theoretic framework.…

Information Theory · Computer Science 2015-04-15 A. Ben Hamza

In this paper we extend our recent results [Physica A340 (2004)110] on q-nonextensive statistics with non-Tsallis entropies. In particular, we combine an axiomatics of Renyi with the q-deformed version of Khinchin axioms to obtain the…

Statistical Mechanics · Physics 2010-11-11 Petr Jizba , Toshihico Arimitsu

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

The purpose of this note is to argue that degree of nonextensivity as given by Tsallis distribution obtained from maximum entropy principle has a different origin than nonextensivity inferred from pseudo-additive property of Tsallis…

Statistical Mechanics · Physics 2007-05-23 Ramandeep S. Johal

Using R\'enyi entropy, a possible thermostatistics for nonextensive systems is discussed. We show that it is possible to get the $q$-exponential distribution function for nonextensive systems having nonadditive energy but additive entropy.…

Statistical Mechanics · Physics 2007-05-23 Qiuping A. Wang

We address the problem of applying the Kolmogorov-Sinai method of entropic analysis, expressed in a generalized non-extensive form, to the dynamics of the logistic map at the chaotic threshold, which is known to be characterized by a power…

Condensed Matter · Physics 2007-05-23 S. Montangero , L. Fronzoni , P. Grigolini