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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

We apply information theoretic entropies of coordinate and velocity distributions in quantum mechanics for the description of the strong field ionization process. The approach is based on the properties of the entropies used in the…

Atomic Physics · Physics 2019-05-22 I. A. Ivanov , Chang Hee Nam , Kyung Taec Kim

Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the superstatistical approach. The conditions at which the Shannon entropy functional leads to a…

Statistical Mechanics · Physics 2009-11-11 E. V. Vakarin , J. P. Badiali

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

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

We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach, which we call MINT, is based on the estimation of mutual information, whose decomposition into joint and…

Methodology · Statistics 2017-11-20 Thomas B. Berrett , Richard J. Samworth

In statistical physics, if we successively divide an equilibrium system into two parts, we will face a situation that, within a certain length $\xi$, the physics of a subsystem is no longer the same as the original system. Then the…

Quantum Physics · Physics 2009-11-13 Shi-Jian Gu , Chang-Pu Sun , Hai-Qing Lin

Information-theoretic quantities have received significant attention as system-independent measures of correlations in many-body quantum systems, e.g., as universal order parameters of synchronization. In this work, we present a method to…

Quantum Physics · Physics 2025-11-24 Krzysztof Ptaszynski , Maciej Chudak , Massimiliano Esposito

Recently, the importance of analysing data and collecting valuable insight efficiently has been increasing in various fields. Estimating mutual information (MI) plays a critical role to investigate the relationship among multiple random…

Quantum Physics · Physics 2025-03-10 Yota Maeda , Hideaki Kawaguchi , Hiroyuki Tezuka

The method of optimizing entropy is used to (i) conduct Asymptotic Hypothesis Testing and (ii) determine the particle distribution for which Entropy is maximized. This paper focuses on two related applications of Information Theory:…

Statistics Theory · Mathematics 2016-03-09 Khizar Qureshi

We review with a tutorial scope the information theory foundations of quantum statistical physics. Only a small proportion of the variables that characterize a system at the microscopic scale can be controlled, for both practical and…

Statistical Mechanics · Physics 2007-05-23 R. Balian

We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic "canonical" form of the posterior distribution for the problem of simultaneous updating with data and…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Adom Giffin , Ariel Caticha

Fields like public health, public policy, and social science often want to quantify the degree of dependence between variables whose relationships take on unknown functional forms. Typically, in fact, researchers in these fields are…

Statistics Theory · Mathematics 2019-12-10 Octavio César Mesner , Cosma Rohilla Shalizi

Sensor placement approaches in networks often involve using information-theoretic measures such as entropy and mutual information. We prove that mutual information abides by submodularity and is non-decreasing when considering the mutual…

Information Theory · Computer Science 2024-09-06 George Crowley , Inaki Esnaola

We pedagogically present the information theory as originally established, explaining its essential ideas and paying attention to the expression employed to measure the amount of information. Also we discussed relationships between…

Quantum Physics · Physics 2019-12-10 Wallas S. Nascimento , Marcos M. de Almeida , Frederico V. Prudente

In communications, unknown variables are usually modelled as random variables, and concepts such as independence, entropy and information are defined in terms of the underlying probability distributions. In contrast, control theory often…

Systems and Control · Computer Science 2014-01-14 Girish N. Nair

We relate the information exchange between two stochastic systems to the nonequilibrium entropy production in the whole system. By deriving a general formula that decomposes the total entropy production into the thermodynamic and…

Statistical Mechanics · Physics 2015-06-16 Takahiro Sagawa , Masahito Ueda

In this paper we use a well know method in statistics, the $\delta$-method, to provide an asymptotic distribution for the Mutual Information, and construct and independence test based on it. Interesting connections are found with the…

Methodology · Statistics 2025-02-26 Marius Marinescu , Costel Balcau

One of the fundamental steps toward understanding a complex system is identifying variation at the scale of the system's components that is most relevant to behavior on a macroscopic scale. Mutual information provides a natural means of…

Machine Learning · Computer Science 2024-03-20 Kieran A. Murphy , Dani S. Bassett

Transfer entropy is a measure of the magnitude and the direction of information flow between jointly distributed stochastic processes. In recent years, its permutation analogues are considered in the literature to estimate the transfer…

Chaotic Dynamics · Physics 2013-03-12 Taichi Haruna , Kohei Nakajima
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