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Estimating entropy production from real observation data can be difficult due to finite resolution in both space and time and finite measurement statistics. We characterize the statistical error introduced by finite sample size and compare…

Statistical Mechanics · Physics 2025-04-09 Jonas H. Fritz , Benjamin Ertel , Udo Seifert

Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

We consider discrete stochastic processes, modeled by classical master equations, on networks. The temporal growth of the lack of information about the system is captured by its non-equilibrium entropy, defined via the transition…

Statistical Mechanics · Physics 2017-04-26 Oliver Muelken , Sarah Heinzelmann , Maxim Dolgushev

The constituents of a complex system exchange information to function properly. Their signalling dynamics often leads to the appearance of emergent phenomena, such as phase transitions and collective behaviors. While information exchange…

Physics and Society · Physics 2020-11-18 Arsham Ghavasieh , Carlo Nicolini , Manlio De Domenico

Zipf's law is a fundamental paradigm in the statistics of written and spoken natural language as well as in other communication systems. We raise the question of the elementary units for which Zipf's law should hold in the most natural way,…

Physics and Society · Physics 2015-07-14 Alvaro Corral , Gemma Boleda , Ramon Ferrer-i-Cancho

This paper explores the problem of generative modeling, aiming to simulate diverse examples from an unknown distribution based on observed examples. While recent studies have focused on quantifying the statistical precision of popular…

Statistics Theory · Mathematics 2024-06-07 Elen Vardanyan , Sona Hunanyan , Tigran Galstyan , Arshak Minasyan , Arnak Dalalyan

By using the dimension-free Harnack inequality and the integration by parts formula for the associated diffusion semigroup, we prove the central limit theorem, the moderate deviation principle, and the logarithmic iteration law for the…

Probability · Mathematics 2016-05-04 Feng-Yu Wang , Jie Xiong , Lihu Xu

Understanding how network structure constrains and enables information processing is a central problem in the statistical mechanics of interacting systems. Here we study random networks across the structural percolation transition and…

Physics and Society · Physics 2026-01-14 Galen J. Wilkerson

We investigate activities that have different periods of duration. We define the profit intensity as a measure of this economic category. The profit intensity in a repeated trading has a unique property of attaining its maximum at a fixed…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 Edward W. Piotrowski , Jan Sladkowski

This article presents the calculation of the entropy of a system with Zipfian distribution and shows that a communication system tends to present an exponent value close to one, but still greater than one, so that it might maximize entropy…

Applications · Statistics 2013-07-04 Leonardo Carneiro Araujo , Thaïs Cristófaro-Silva , Hani Camille Yehia

Sequential likelihood ratio testing is found to be most powerful in sequential studies with early stopping rules when grouped data come from the one-parameter exponential family. First, to obtain this elusive result, the probability measure…

Methodology · Statistics 2021-01-28 Sergey Tarima , Nancy Flournoy

We examine the fundamental aspects of statistical mechanics, dividing the problem into a discussion purely about probability, which we analyse from a Bayesian standpoint. We argue that the existence of a unique maximising probability…

Statistical Mechanics · Physics 2015-12-07 B. Buck , A. C. Merchant

Entropy serves as a central observable in equilibrium thermodynamics. However, many biological and ecological systems operate far from thermal equilibrium. Here we show that entropy production can characterize the behavior of such…

Statistical Mechanics · Physics 2015-03-17 Benjamin Andrae , Jonas Cremer , Tobias Reichenbach , Erwin Frey

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

Information Theory · Computer Science 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

The maximum entropy principle, as applied to quantum systems, is a fundamental prescript positing that for a quantum system for which we only have partial knowledge, the maximum entropy state consistent with the partial knowledge is a…

Quantum Physics · Physics 2025-07-24 Siddhartha Das , Ujjwal Sen

An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive…

Disordered Systems and Neural Networks · Physics 2018-11-14 Tomoyuki Obuchi , Yoshinori Nakanishi-Ohno , Masato Okada , Yoshiyuki Kabashima

Finding a basis/coordinate system that can efficiently represent an input data stream by viewing them as realizations of a stochastic process is of tremendous importance in many fields including data compression and computational…

Numerical Analysis · Mathematics 2025-10-20 Bertrand Benichou , Naoki Saito

This chapter provides a comprehensive and self-contained discussion of the most recent developments of information theory of networks. Maximum entropy models of networks are the least biased ensembles enforcing a set of constraints and are…

Disordered Systems and Neural Networks · Physics 2022-06-14 Ginestra Bianconi

The rank-size plots of a large number of different physical and socio-economic systems are usually said to follow Zipf's law, but a unique framework for the comprehension of this ubiquitous scaling law is still lacking. Here we show that a…

Physics and Society · Physics 2021-02-03 Giordano De Marzo , Andrea Gabrielli , Andrea Zaccaria , Luciano Pietronero
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