Related papers: Weighted information and entropy rates
We introduce a lightweight, flexible and end-to-end trainable probability density model parameterized by a constrained Fourier basis. We assess its performance at approximating a range of multi-modal 1D densities, which are generally…
Given a universe of discourse X-a domain of possible outcomes-an experiment may consist of selecting one of its elements, subject to the operation of chance, or of observing the elements, subject to imprecision. A priori uncertainty about…
Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…
We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this area with current progress along several interesting…
Configurational information is generated when three or more sources of variance interact. The variations not only disturb each other relationally, but by selecting upon each other, they are also positioned in a configuration. A…
We calculate the smoothest mixture density under a variety of prescribed specifications. This includes constraints on certain moments, specifications on density values and/or its derivatives, and prescribed probability masses in certain…
Starting with a set of weighted items, we want to create a generic sample of a certain size that we can later use to estimate the total weight of arbitrary subsets. For this purpose, we propose priority sampling which tested on Internet…
In this article, the weighted empirical likelihood is applied to a general setting of two-sample semiparametric models, which includes biased sampling models and case-control logistic regression models as special cases. For various types of…
In the recent years, information theory of quantum-mechanical systems have aroused the interest of many Theoretical Physicist. This due to the fact that it provides a deeper insight into the internal structure of the systems. Also, It is…
Associated to a IFS one can consider a continuous map $\hat{\sigma} : [0,1]\times \Sigma \to [0,1]\times \Sigma$, defined by $\hat{\sigma}(x,w)=(\tau_{X_{1}(w)}(x), \sigma(w))$ were $\Sigma=\{0,1, ..., d-1\}^{\mathbb{N}}$, $\sigma: \Sigma…
There are numerous characterizations of Shannon entropy and Tsallis entropy as measures of information obeying certain properties. Using work by Faddeev and Furuichi, we derive a very simple characterization. Instead of focusing on the…
Quantum Mechanical weak values are an interference effect measured by the cross-Wigner transform W({\phi},{\psi}) of the post-and preselected states, leading to a complex quasi-distribution {\rho}_{{\phi},{\psi}}(x,p) on phase space. We…
We present a novel synthesis of Fisher information and asset pricing theory that yields a practical method for reconstructing the probability density implicit in security prices. The Fisher information approach to these inverse problems…
Quantitative descriptions of network structure in big data can provide fundamental insights into the function of interconnected complex systems. Small-world structure, commonly diagnosed by high local clustering yet short average path…
Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…
Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…
The electronic density \rho(r) in atoms, molecules and solids is, in general, a distribution that can be observed experimentally, containing spatial information projected from the total wave function. These density distributions can be…
We describe some basic results for Quantum Stochastic Processes and present some new results about a certain class of processes which are associated to Quantum Iterated Function Systems (QIFS). We discuss questions related to the Markov…
The properties of an alternative definition of quantum entropy, based on Wigner functions, are discussed. Such definition emerges naturally from the Wigner representation of quantum mechanics, and can easily quantify the amount of…
This paper quantifies the intuitive observation that adding noise reduces available information by means of non-linear strong data processing inequalities. Consider the random variables $W\to X\to Y$ forming a Markov chain, where $Y=X+Z$…