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The R\'enyi entropy is a mathematical generalization of the concept of entropy and it encodes the total information of a system as a funtion of its order parameter $\alpha$. The meaning of the R\'enyi entropy in physics is not completely…

General Physics · Physics 2015-10-15 Nicolò Masi

The comparison of local characteristics of two random processes can shed light on periods of time or space at which the processes differ the most. This paper proposes a method that learns about regions with a certain volume, where the…

Methodology · Statistics 2022-09-14 Miguel de Carvalho , Gabriel Martos Venturini

The manifold of empirical mean values of statistical data ad infinitum has a geometric shape that depends on the probability measure that governs the generating model. Large deviation theory produces entropy functions that depend on both…

Information Theory · Computer Science 2026-05-07 Viswa Virinchi Muppirala , Hong Qian

A fundamental question in designing lossy data compression schemes is how well one can do in comparison with the rate-distortion function, which describes the known theoretical limits of lossy compression. Motivated by the empirical success…

Information Theory · Computer Science 2024-03-05 Eric Lei , Hamed Hassani , Shirin Saeedi Bidokhti

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

We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…

Information Theory · Computer Science 2007-07-13 George M. Gemelos , Tsachy Weissman

Entropy governs molecular self-assembly, phase transitions, and material stability, yet remains challenging to quantify and directly control in molecular systems. Here, we demonstrate that the computable information density (CID), a data…

Statistical Mechanics · Physics 2026-02-27 Ashley Z. Guo , Kaelyn Chang , Nicholas J. Corrente

Several new network information dimension definitions have been proposed in recent decades, expanding the scope of applicability of this seminal tool. This paper proposes a new definition based on Deng entropy and d-summability (a concept…

Information Theory · Computer Science 2023-09-07 Aldo Ramirez-Arellano , Juan Bory--Reyes

In 1994, Jim Massey proposed the guessing entropy as a measure of the difficulty that an attacker has to guess a secret used in a cryptographic system, and established a well-known inequality between entropy and guessing entropy. Over 15…

Information Theory · Computer Science 2022-01-06 Olivier Rioul

The problem of how to properly quantify redundant information is an open question that has been the subject of much recent research. Redundant information refers to information about a target variable S that is common to two or more…

Information Theory · Computer Science 2017-07-14 Robin A. A. Ince

The data-processing inequality, that is, $I(U;Y) \le I(U;X)$ for a Markov chain $U \to X \to Y$, has been the method of choice for proving impossibility (converse) results in information theory and many other disciplines. Various…

Information Theory · Computer Science 2016-08-01 Yury Polyanskiy , Yihong Wu

A general expression for the distortion rate function (DRF) of cyclostationary Gaussian processes in terms of their spectral properties is derived. This expression can be seen as the result of orthogonalization over the different components…

Information Theory · Computer Science 2016-08-11 Alon Kipnis , Andrea J. Goldsmith , Yonina C. Eldar

We offer a new point of view on the (Modified) Log-Sobolev inequality and lower bounds on the Ricci-curvature in the setting where the dynamics are obtained as the limit of Markov processes. In this setting, the large deviation rate…

Probability · Mathematics 2016-10-03 Richard C. Kraaij

Although the notion of entropy lies at the core of statistical mechanics, it is not often used in statistical mechanical models to characterize phase transitions, a role more usually played by quantities such as various order parameters,…

Statistical Mechanics · Physics 2016-08-31 D. A. Johnston , W. Janke , R. Kenna

Density destructors are differentiable and invertible transforms that map multivariate PDFs of arbitrary structure (low entropy) into non-structured PDFs (maximum entropy). Multivariate Gaussianization and multivariate equalization are…

Machine Learning · Statistics 2020-12-03 J. Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls , Raul Santos-Rodríguez , Jesús Malo

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

Statistical Mechanics · Physics 2026-01-19 Alexander M. Maier , Jonas H. Fritz , Udo Seifert

Information diagram and the I-measure are useful mnemonics where random variables are treated as sets, and entropy and mutual information are treated as a signed measure. Although the I-measure has been successful in machine proofs of…

Information Theory · Computer Science 2023-07-17 Cheuk Ting Li

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

Information dynamics is an emerging description of information processing in complex systems which describes systems in terms of intrinsic computation, identifying computational primitives of information storage and transfer. In this paper…

Statistical Mechanics · Physics 2018-10-03 Richard E. Spinney , Joseph T. Lizier , Mikhail Prokopenko

We demonstrate that Shannon's information entropy and the thermodynamic entropy of Boltzmann and Gibbs are quantitatively equivalent for real condensed-matter systems. By interpreting atomic configurations as information sources, we compute…

Statistical Mechanics · Physics 2025-12-03 Dallin Fisher , Qi-Jun Hong
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