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This article investigates the possibility to use the class entropy of the output of a connectionist phoneme recogniser to predict time boundaries between phonetic classes. The rationale is that the value of the entropy should increase in…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-15 Giampiero Salvi

We present a method for improving measurements of the entanglement R\'enyi entropies in quantum Monte Carlo simulations by relating them with measurements of participation R\'enyi entropies. Exploiting the capability of building improved…

Strongly Correlated Electrons · Physics 2014-11-11 David J. Luitz , Xavier Plat , Nicolas Laflorencie , Fabien Alet

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

Experimental studies often fail to appropriately account for the number of collected samples within a fixed time interval for functional responses. Data of this nature appropriately falls under an Infill Asymptotic domain that is…

Methodology · Statistics 2024-03-12 Cory W. Natoli , Edward D. White , Beau A. Nunnally , Alex J. Gutman , Raymond R. Hill

Quantum entropies and state distances are analyzed in polaronic systems with short range (Holstein model) and long range (Fr$\ddot{o}$hlich model) electron-phonon coupling. These quantities are extracted by a variational wave function which…

Strongly Correlated Electrons · Physics 2015-05-19 C. A. Perroni , V. Marigliano Ramaglia , V. Cataudella

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

Recall the classical hypothesis testing setting with two convex sets of probability distributions P and Q. One receives either n i.i.d. samples from a distribution p in P or from a distribution q in Q and wants to decide from which set the…

Information Theory · Computer Science 2020-07-20 Fernando G. S. L. Brandao , Aram W. Harrow , James R. Lee , Yuval Peres

We extend the notion of the distance to a measure from Euclidean space to probability measures on general metric spaces as a way to do topological data analysis in a way that is robust to noise and outliers. We then give an efficient way to…

Computational Geometry · Computer Science 2014-10-09 Mickael Buchet , Frederic Chazal , Steve Y. Oudot , Donald R. Sheehy

We introduce distance entropy as a measure of homogeneity in the distribution of path lengths between a given node and its neighbours in a complex network. Distance entropy defines a new centrality measure whose properties are investigated…

Physics and Society · Physics 2018-05-09 Massimo Stella , Manlio De Domenico

We evaluated the impact of changing the observation scale over the entropy measures for text descriptions. MIDI coded Music, computer code and two human natural languages were studied at the scale of characters, words, and at the…

Information Theory · Computer Science 2017-01-13 Gerardo Febres , Klaus Jaffe

We present simple and computationally efficient nonparametric estimators of R\'enyi entropy and mutual information based on an i.i.d. sample drawn from an unknown, absolutely continuous distribution over $\R^d$. The estimators are…

Machine Learning · Statistics 2010-10-27 Dávid Pál , Barnabás Póczos , Csaba Szepesvári

In this paper, we analyze the asymptotic behavior of the main characteristics of the mean-variance efficient frontier employing random matrix theory. Our particular interest covers the case when the dimension $p$ and the sample size $n$…

Statistical Finance · Quantitative Finance 2024-09-24 Taras Bodnar , Nikolaus Hautsch , Yarema Okhrin , Nestor Parolya

A new gradient-based adaptive sampling method is proposed for design of experiments applications which balances space filling, local refinement, and error minimization objectives while reducing reliance on delicate tuning parameters. High…

Methodology · Statistics 2024-05-09 Lucas Caparini , Gwynn J. Elfring , Mauricio Ponga

A fundamental problem in analysis of complex systems is getting a reliable estimate of entropy of their probability distributions over the state space. This is difficult because unsampled states can contribute substantially to the entropy,…

Data Analysis, Statistics and Probability · Physics 2023-07-19 Damián G. Hernández , Ahmed Roman , Ilya Nemenman

This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…

Information Theory · Computer Science 2016-11-17 Igal Sason

We investigate the connections between independence, sequence entropy, and mean sensitivity for a measure preserving system under the action of a countable infinite discrete group. We establish that every sequence entropy tuple for an…

Dynamical Systems · Mathematics 2025-04-03 Chunlin Liu , Leiye Xu , Shuhao Zhang

Recovering a sparse signal from an undersampled set of random linear measurements is the main problem of interest in compressed sensing. In this paper, we consider the case where both the signal and the measurements are complex. We study…

Information Theory · Computer Science 2015-03-19 Arian Maleki , Laura Anitori , Zai Yang , Richard Baraniuk

We consider the problem of reconstructing a signal from multi-layered (possibly) non-linear measurements. Using non-rigorous but standard methods from statistical physics we present the Multi-Layer Approximate Message Passing (ML-AMP)…

Information Theory · Computer Science 2020-01-22 Andre Manoel , Florent Krzakala , Marc Mézard , Lenka Zdeborová

The standard series expansion for the period of a finite amplitude pendulum as a function of energy (and hence amplitude) provides a lower limit on the period when the series is truncated. An adjustment to the last term in the truncated…

Classical Physics · Physics 2007-07-09 Ian R. Gatland

The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…

Computation · Statistics 2018-03-28 Christophe Andrieu , Arnaud Doucet , Sinan Yıldırım , Nicolas Chopin