Related papers: Impossible Mission: Entropy Maximization with Esco…
We first observe that the (co)domains of the q-deformed functions are some subsets of the (co)domains of their ordinary counterparts, thereby deeming the deformed functions to be incomplete. In order to obtain a complete definition of…
It is currently a widely used practice to write the constraints in terms of escort averages when the generalized entropies are employed in the maximization scheme. We show that the maximization of the nonadditive $q$-entropy with escort…
Within a framework of utmost generality, we show that the entropy maximization procedure with linear constraints uniquely leads to the Shannon-Boltzmann-Gibbs entropy. Therefore, the use of this procedure with linear constraints should not…
For statistical systems that violate one of the four Shannon-Khinchin axioms, entropy takes a more general form than the Boltzmann-Gibbs entropy. The framework of superstatistics allows one to formulate a maximum entropy principle with…
We discuss two families of two-parameter entropies and divergences, derived from the standard R\'enyi and Tsallis entropies and divergences. These divergences and entropies are found as divergences or entropies of escort distributions.…
It is well-known that the partition function can consistently be factorized from the canonical equilibrium distribution obtained through the maximization of the Shannon entropy. We show that such a normalized and factorized equilibrium…
The class of SPA entropies, which can be represented as an increasing continuous transformation of Shannon and R\'enyi entropies, have intensively been studied in previous decades. Although their mathematical structure has thoroughly been…
We discuss the interest of escort distributions and R\'enyi entropy in the context of source coding. We first recall a source coding theorem by Campbell relating a generalized measure of length to the R\'enyi-Tsallis entropy. We show that…
Escort distributions have been shown to be very useful in a great variety of fields ranging from information theory, nonextensive statistical mechanics till coding theory, chaos and multifractals. In this work we give the notion and the…
We present a sampling-based trajectory optimization method derived from the maximum entropy formulation of Differential Dynamic Programming with Tsallis entropy. This method is a generalization of the legacy work with Shannon entropy, which…
In the world of generalized entropies---which, for example, play a role in physical systems with sub- and super-exponential phasespace growth per degree of freedom---there are two ways for implementing constraints in the maximum entropy…
In this paper we remark that Shannon entropy can be expressed as a function of the self-information (i.e. the logarithm) and the inverse of the Lambert $W$ function. It means that we consider that Shannon entropy has the trace form: $-k…
Bento \textit{et al.} [Phys. Rev. E 91, 022105 (2015)] recently stated that the Tsallis entropy violates the third law of thermodynamics for $0 < q <1$ in the sub-additive regime. We first show that the division between the regimes $q < 1$…
We study expected utility maximization problem with constant relative risk aversion utility function in a complete market under the reinforcement learning framework. To induce exploration, we introduce the Tsallis entropy regularizer, which…
By using the maximum entropy principle with Tsallis entropy we obtain a fragment size distribution function which undergoes a transition to scaling. This distribution function reduces to those obtained by other authors using Shannon…
We show that in the continuum limit, the average spectrum method (ASM) is equivalent to maximizing R\'enyi entropies of order $\eta$, of which Shannon entropy is the special case $\eta=1$. The order of R\'enyi entropy is determined by the…
Entropies must correspond to mean values for them to be measurable. The Shannon entropy corresponds to the weighted arithmetic mean, whereas the Renyi entropy corresponds to the exponential mean. These means refer to code lengths, which are…
We present an argument justifying the origin of the escort distributions used in calculations involving the Tsallis entropy. We rely on an induced hyperbolic Riemannian metric reflecting the generalized composition property of the Tsallis…
In this article we provide initial findings regarding the problem of solving likelihood equations by means of a maximum entropy approach. Unlike standard procedures that require equating at zero the score function of the maximum-likelihood…
Algorithmic entropy and Shannon entropy are two conceptually different information measures, as the former is based on size of programs and the later in probability distributions. However, it is known that, for any recursive probability…