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Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

Artificial Intelligence · Computer Science 2013-03-25 Gerhard Paaß

We present a near-optimal quantum algorithm, up to logarithmic factors, for estimating the Shannon entropy in the quantum probability oracle model. Our approach combines the singular value separation algorithm with quantum amplitude…

Quantum Physics · Physics 2026-02-03 Myeongjin Shin , Kabgyun Jeong

We extend previously proposed measures of complexity, emergence, and self-organization to continuous distributions using differential entropy. This allows us to calculate the complexity of phenomena for which distributions are known. We…

Adaptation and Self-Organizing Systems · Physics 2016-04-01 Guillermo Santamaría-Bonfil , Nelson Fernández , Carlos Gershenson

We calculate explicit formulae for the Shannon entropies of several families of tailored random graph ensembles for which no such formulae were as yet available, in leading orders in the system size. These include bipartite graph ensembles…

Disordered Systems and Neural Networks · Physics 2014-04-24 Ekaterina Roberts , Ton Coolen

In a world where more decisions are made using artificial intelligence, it is of utmost importance to ensure these decisions are well-grounded. Neural networks are the modern building blocks for artificial intelligence. Modern neural…

Computer Vision and Pattern Recognition · Computer Science 2024-06-21 Mohamad Al Shaar , Nils Ekström , Gustav Gille , Reza Rezvan , Ivan Wely

Gamma distributions, which contain the exponential as a special case, have a distinguished place in the representation of near-Poisson randomness for statistical processes; typically, they represent distributions of spacings between events…

Mathematical Physics · Physics 2009-05-22 C. T. J. Dodson

Entropy is the measure of uncertainty in any data and is adopted for maximisation of mutual information in many remote sensing operations. The availability of wide entropy variations motivated us for an investigation over the suitability…

Computer Vision and Pattern Recognition · Computer Science 2014-05-25 Dr. S. K. Katiyar , Arun P. V.

Shannon entropy is widely used to quantify the uncertainty of discrete random variables. But when normalized to the unit interval, as is often done in practice, it no longer conveys the alphabet sizes of the random variables being studied.…

Information Theory · Computer Science 2022-07-26 John Çamkıran

We introduce a method for quantifying the inherent unpredictability of a continuous-valued time series via an extension of the differential Shannon entropy rate. Our extension, the specific entropy rate, quantifies the amount of predictive…

Machine Learning · Computer Science 2016-06-09 David Darmon

The method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is guided by intuition gained from the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

Shannon entropy is the most common metric to measure the degree of randomness of time series in many fields, ranging from physics and finance to medicine and biology. Real-world systems may be in general non stationary, with an entropy…

Statistical Finance · Quantitative Finance 2023-06-08 Andrey Shternshis , Piero Mazzarisi

In a recent paper, the authors proposed a general methodology for probabilistic learning on manifolds. The method was used to generate numerical samples that are statistically consistent with an existing dataset construed as a realization…

Probability · Mathematics 2018-03-30 C. Soizea , R. Ghanem , C. Safta , X. Huan , Z. P. Vane , J. Oefelein , G. Lacaz , H. N. Najm , Q. Tang , X. Chen

The major problem in information theoretic analysis of neural responses and other biological data is the reliable estimation of entropy--like quantities from small samples. We apply a recently introduced Bayesian entropy estimator to…

Data Analysis, Statistics and Probability · Physics 2009-09-29 Ilya Nemenman , William Bialek , Rob de Ruyter van Steveninck

In Reliability Theory, uncertainty is measured by the Shannon entropy. Recently, in order to analyze the variability of such measure, varentropy has been introduced and studied. In this paper we define a new concept of varentropy for past…

Probability · Mathematics 2020-08-18 Francesco Buono , Maria Longobardi

We conclude a sequence of work by giving near-optimal sketching and streaming algorithms for estimating Shannon entropy in the most general streaming model, with arbitrary insertions and deletions. This improves on prior results that obtain…

Data Structures and Algorithms · Computer Science 2008-12-18 Nicholas J. A. Harvey , Jelani Nelson , Krzysztof Onak

The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density within a parametric class. In this article we estimate an…

Computation · Statistics 2013-10-15 Z. I. Botev , A. Ridder , L. Rojas-Nandayapa

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David R. Wolf , David H. Wolpert

We propose a new method for the calculation of the statistical properties, as e.g. the entropy, of unknown generators of symbolic sequences. The probability distribution p(k) of the elements k of a population can be approximated by the…

Statistical Mechanics · Physics 2015-06-24 Thorsten Poeschel , Werner Ebeling , Helge Rose

Many processes in chemistry and physics take place on timescales that cannot be explored using standard molecular dynamics simulations. This renders the use of enhanced sampling mandatory. Here we introduce an enhanced sampling method that…

Chemical Physics · Physics 2020-06-12 Jayashrita Debnath , Michele Parrinello

Nonprobability (convenience) samples are increasingly sought to stabilize estimations for one or more population variables of interest that are performed using a randomized survey (reference) sample by increasing the effective sample size.…