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Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

In this paper, we develop the notion of entropy for uniform hypergraphs via tensor theory. We employ the probability distribution of the generalized singular values, calculated from the higher-order singular value decomposition of the…

Machine Learning · Computer Science 2020-06-22 Can Chen , Indika Rajapakse

In this paper we aim to find a measure for the diversity of cash flows between agents in an economy. We argue that cash flows can be linked to probabilities of finding a currency unit in a given cash flow. We then use the information…

General Finance · Quantitative Finance 2013-01-24 Ulrich Kirchner , Simon Moolman

We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…

Probability · Mathematics 2017-04-25 Oliver Johnson

This paper studies anchored expansion, a non-uniform version of the strong isoperimetric inequality. We show that every graph with i-anchored expansion contains a subgraph with isoperimetric (Cheeger) constant at least i. We prove a…

Probability · Mathematics 2011-11-10 Balint Virag

Let $\mathsf{N}_{\rm d}\left[X\right]=\frac{1}{2\pi {\rm e}}{\rm e}^{2\mathsf{H}\left[X\right]}$ denote the entropy power of the discrete random variable $X$ where $\mathsf{H}\left[X\right]$ denotes the discrete entropy of $X$. In this…

Information Theory · Computer Science 2019-05-09 Ehsan Nekouei , Mikael Skoglund , Karl Henrik Johansson

Bounds on the entropy of patterns of sequences generated by independently identically distributed (i.i.d.) sources are derived. A pattern is a sequence of indices that contains all consecutive integer indices in increasing order of first…

Information Theory · Computer Science 2007-07-13 Gil I. Shamir

Different quantities that go by the name of entropy are used in variational principles to infer probability distributions from limited data. Shore and Johnson showed that maximizing the Boltzmann- Gibbs form of the entropy ensures that…

Statistical Mechanics · Physics 2015-06-18 Steve Pressé , Kingshuk Ghosh , Julian Lee , Ken A. Dill

A new upper bound on the relative entropy is derived as a function of the total variation distance for probability measures defined on a common finite alphabet. The bound improves a previously reported bound by Csisz\'ar and Talata. It is…

Information Theory · Computer Science 2015-10-20 Igal Sason , Sergio Verdu

Chang's lemma is a useful tool in additive combinatorics and the analysis of Boolean functions. Here we give an elementary proof using entropy. The constant we obtain is tight, and we give a slight improvement in the case where the…

Computational Complexity · Computer Science 2012-05-17 Russell Impagliazzo , Cristopher Moore , Alexander Russell

We develop entropy and variance results for the product of independent identically distributed random variables on Lie groups. Our results apply to the study of stationary measures in various contexts.

Probability · Mathematics 2026-02-03 Samuel Kittle , Constantin Kogler

We study the continuity property of the generalized entropy as a function of the underlying probability distribution, defined with an action space and a loss function, and use this property to answer the basic questions in statistical…

Machine Learning · Computer Science 2022-01-04 Aolin Xu

New upper bounds on the relative entropy are derived as a function of the total variation distance. One bound refines an inequality by Verd\'{u} for general probability measures. A second bound improves the tightness of an inequality by…

Information Theory · Computer Science 2015-04-14 Igal Sason

Given a bounded class of functions G and independent random variables X1, . . . , Xn, we provide an upper bound for the expectation of the supremum of the empirical process over elements of G having a small variance. Our bound applies in…

Probability · Mathematics 2015-09-08 Yannick Baraud

Classical ergodic theory for integer-group actions uses entropy as a complete invariant for isomorphism of IID (independent, identically distributed) processes (a.k.a. product measures). This theory holds for amenable groups as well.…

Dynamical Systems · Mathematics 2018-09-10 Russell Lyons

We consider the generalized differential entropy of normalized sums of independent and identically distributed (IID) continuous random variables. We prove that the R\'{e}nyi entropy and Tsallis entropy of order $\alpha\ (\alpha>0)$ of the…

Information Theory · Computer Science 2011-06-20 Hongfei Cui , Jianqiang Sun , Yiming Ding

Generalised degrees provide a natural bridge between local and global topological properties of networks. We define the generalised degree to be the number of neighbours of a node within one and two steps respectively. Tailored random graph…

Disordered Systems and Neural Networks · Physics 2013-09-17 Ekaterina S. Roberts , Anthonius C. C. Coolen

A comparison technique for finite random walks on finite graphs is introduced, using the well-known interlacing method. It yields improved return probability bounds. A key feature is the incorporation of parts of the spectrum of the…

Probability · Mathematics 2010-06-04 Florian Sobieczky

This paper investigates a function of macroscopic variables known as the singular potential, building on previous work by Ball and Majumdar. The singular potential is a function of the admissible statistical averages of probability…

Analysis of PDEs · Mathematics 2016-07-18 Jamie M. Taylor

We adapt arguments concerning information-theoretic convergence in the Central Limit Theorem to the case of dependent random variables under Rosenblatt mixing conditions. The key is to work with random variables perturbed by the addition of…

Probability · Mathematics 2008-10-06 Oliver Johnson
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