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We first show how a new definition of entropy, which is intuitively very simple, as a divergence in cluster-size space, leads to a generalized form that is nonextensive for correlated units, but coincides exactly with the conventional one…

Disordered Systems and Neural Networks · Physics 2007-11-20 Fariel Shafee

We derive a measurement-independent asymptotic continuity bound on the observational entropy for general POVM measurements, making essential use of its property of bounded concavity. The same insight is used to obtain continuity bounds for…

Quantum Physics · Physics 2024-09-25 Joseph Schindler , Andreas Winter

Stochastic network models play a central role across a wide range of scientific disciplines, and questions of statistical inference arise naturally in this context. In this paper we investigate goodness-of-fit and two-sample testing…

Statistics Theory · Mathematics 2026-03-27 Subhro Ghosh , Rathindra Nath Karmakar , Samriddha Lahiry

One of the core problems in variational inference is a choice of approximate posterior distribution. It is crucial to trade-off between efficient inference with simple families as mean-field models and accuracy of inference. We propose a…

Machine Learning · Computer Science 2019-05-21 Evgenii Egorov , Kirill Neklydov , Ruslan Kostoev , Evgeny Burnaev

We derive a lower bound on the smallest output entropy that can be achieved via vector quantization of a $d$-dimensional source with given expected $r$th-power distortion. Specialized to the one-dimensional case, and in the limit of…

Information Theory · Computer Science 2017-03-27 Tobias Koch , Gonzalo Vazquez-Vilar

Semi-continuous data comes from a distribution that is a mixture of the point mass at zero and a continuous distribution with support on the positive real line. A clear example is the daily rainfall data. In this paper, we present a novel…

Methodology · Statistics 2021-06-17 Sai K. Popuri , Nagaraj K. Neerchal , Amita Mehta , Ahmad Mousavi

The definition of weighted entropy allows for easy calculation of the entropy of the mixture of measures. In this paper we investigate the problem of equivalent definition of the general entropy function in weighted form. We show that under…

Information Theory · Computer Science 2013-05-15 Marek Śmieja

We generalize the usual exponential Boltzmann factor to any reasonable and potentially observable distribution function, $B(E)$. By defining generalized logarithms $\Lambda$ as inverses of these distribution functions, we are led to a…

Statistical Mechanics · Physics 2007-05-23 Rudolf Hanel , Stefan Thurner

In a paper [8] the authors classify entropy into three categories, as a thermodynamics quantity, as a measure of information production, and as a means of statistical inference. An entropy measure introduced by Mathai falls into the second…

Statistical Mechanics · Physics 2024-10-31 Hans J. Haubold

We improve the entropic uncertainty relations for position and momentum coarse-grained measurements. We derive the continuous, coarse-grained counterparts of the discrete uncertainty relations based on the concept of majorization. The…

Quantum Physics · Physics 2015-06-30 Łukasz Rudnicki

Solutions to conservation laws satisfy the monotonicity property: the number of local extrema is a non-increasing function of time, and local maximum/minimum values decrease/increase monotonically in time. This paper investigates this…

Numerical Analysis · Mathematics 2007-11-06 Philippe G. LeFloch , Jian-Guo Liu

Concentration of measure has been argued to be the fundamental cause of adversarial vulnerability. Mahloujifar et al. presented an empirical way to measure the concentration of a data distribution using samples, and employed it to find…

Machine Learning · Computer Science 2021-03-25 Jack Prescott , Xiao Zhang , David Evans

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong

The set of solutions inferred by the generic maximum entropy (MaxEnt) or maximum relative entropy (MaxREnt) principles of Jaynes - considered as a function of the moment constraints or their conjugate Lagrangian multipliers - is endowed…

Statistical Mechanics · Physics 2017-08-23 Robert K. Niven , Bjarne Andresen

Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…

Statistics Theory · Mathematics 2016-10-18 Xinran Li , Peng Ding

Measuring the concentration of random variables is a fundamental concept in probability and statistics. Here, we explore a type of concentration measure for continuous random variables with bounded support and use it to provide a notion of…

Statistics Theory · Mathematics 2024-06-06 S. Portnoy , N. Torrado , J. J. P. Veerman

The method of maximum entropy has proven to be a rather powerful way to solve the inverse problem consisting of determining a probability density $f_S(s)$ on $[0,\infty)$ from the knowledge of the expected value of a few generalized…

Optimization and Control · Mathematics 2016-04-22 Henryk Gzyl

We propose a method for transforming probability distributions so that parameters of interest are forced into a specified distribution. We prove that this approach is the maximum entropy choice, and provide a motivating example applicable…

Statistics Theory · Mathematics 2019-03-13 Will Handley , Marius Millea

We present a new method for proving the norm concentration inequality of sub-Gaussian variables. Our proof is based on an averaged version of the moment generating function, termed the averaged moment generating function. Our method applies…

Probability · Mathematics 2025-05-12 Zishun Liu , Sam Power , Yongxin Chen

In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…

Statistics Theory · Mathematics 2023-03-16 Shulan Hu , Xinyu Wang , Liming Wu
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