English
Related papers

Related papers: Estimating Differential Entropy under Gaussian Con…

200 papers

We introduce the problem of \emph{entropy equivalence testing} for probability distributions, a relaxation of the well-studied closeness testing problem, where the distribution testing algorithm is now only required to distinguish, given…

Data Structures and Algorithms · Computer Science 2026-05-25 Clément L. Canonne , Yash Pote , Jonathan Scarlett , Joy Qiping Yang

As an application of generalised statistical mechanics, it is studied a possible route toward a consistent generalised information theory in terms of a family of non-extensive, non-parametric entropies $H^\pm_D(P)$. Unlike other proposals…

Information Theory · Computer Science 2021-03-23 Jesús Fuentes , Octavio Obregón

Recent work of Acharya et al. (NeurIPS 2019) showed how to estimate the entropy of a distribution $\mathcal D$ over an alphabet of size $k$ up to $\pm\epsilon$ additive error by streaming over $(k/\epsilon^3) \cdot…

Data Structures and Algorithms · Computer Science 2022-05-23 Maryam Aliakbarpour , Andrew McGregor , Jelani Nelson , Erik Waingarten

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

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

Probability · Mathematics 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson

We examine the estimation of the Kullback-Leibler (KL) divergence and the use of the goodness-of-fit test for multivariate continuous distributions. Our starting point is the maximum entropy principle for Shannon entropy: among all…

Statistics Theory · Mathematics 2026-03-10 Mehmet Siddik Cadirci , Martin Singull

Statistical and machine-learning algorithms are frequently applied to high-dimensional data. In many of these applications data is scarce, and often much more costly than computation time. We provide the first sample-efficient…

Machine Learning · Computer Science 2014-02-20 Jayadev Acharya , Ashkan Jafarpour , Alon Orlitsky , Ananda Theertha Suresh

Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…

Statistics Theory · Mathematics 2021-01-19 Abhishek Roy , Lingqing Shen , Krishnakumar Balasubramanian , Saeed Ghadimi

Gaussian mixture distributions are commonly employed to represent general probability distributions. Despite the importance of using Gaussian mixtures for uncertainty estimation, the entropy of a Gaussian mixture cannot be calculated…

Machine Learning · Statistics 2025-01-23 Takashi Furuya , Hiroyuki Kusumoto , Koichi Taniguchi , Naoya Kanno , Kazuma Suetake

We introduce unbiased estimators for the Shannon entropy and the class number, in the situation that we are able to take sequences of independent samples of arbitrary length.

Statistics Theory · Mathematics 2014-10-21 Stephen Montgomery-Smith , T. Schürmann

We have used information theory analogue of entropy, Shannon entropy, for estimating the variations during the isotropic and anisotropic AuNP fractal growth process. We have firstly applied the Shannon entropy on the simulated fractal…

Atomic and Molecular Clusters · Physics 2018-12-21 Anurag Singh , Anushree Roy , Amar Nath Gupta

We propose an adaptive importance sampling scheme for Gaussian approximations of intractable posteriors. Optimization-based approximations like variational inference can be too inaccurate while existing Monte Carlo methods can be too slow.…

Computation · Statistics 2025-02-04 Willem van den Boom , Andrea Cremaschi , Alexandre H. Thiery

Complementarity relations between various characterizations of a probability distribution are at the core of information theory. In particular, lower and upper bounds for the entropic function are of great importance. In applied topics, we…

Quantum Physics · Physics 2022-09-07 Alexey E. Rastegin

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete…

Data Structures and Algorithms · Computer Science 2020-03-10 Feras A. Saad , Cameron E. Freer , Martin C. Rinard , Vikash K. Mansinghka

We calculate Shannon information entropy of trapped interacting bosons in both the position and momentum spaces, $S_r$ and $S_k$ respectively. The total entropy maintains the fuctional form $S=a + b \ln N$ for repulsive bosons. At the…

Quantum Gases · Physics 2013-01-25 Sudip Kumar Haldar , Barnali Chakrabarti

Shannon entropy was defined for probability distributions and then its using was expanded to measure the uncertainty of knowledge for systems with complete information. In this article, it is proposed to extend the using of Shannon entropy…

Information Theory · Computer Science 2017-09-15 Vasile Patrascu

With the advent of massive data outputs at a regular rate, admittedly, signal processing technology plays an increasingly key role. Nowadays, signals are not merely restricted to physical sources, they have been extended to digital sources…

Information Theory · Computer Science 2018-01-22 Yi Janet Lu

We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu

Motivated by the entropy computations relevant to the evaluation of decrease in entropy in bit reset operations, the authors investigate the deficit in an entropic inequality involving two independent random variables, one continuous and…

Information Theory · Computer Science 2018-09-21 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Murti V. Salapaka