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Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

We derive an asymptotic lower bound on the Shannon entropy $H$ of sums of $N$ arbitrary iid discrete random variables. The derived bound $H \geq \frac{r(X)}{2}\log(N) + {\it cst}$ is given in terms of the incommensurability rank $r(X)$ of…

Information Theory · Computer Science 2025-08-08 Riccardo Castellano , Pavel Sekatski

We consider a probability distribution depending on a real parameter $x$. As functions of $x$, the R\'enyi entropy and the Tsallis entropy can be expressed in terms of the associated index of coincidence $S(x)$. We establish recurrence…

Classical Analysis and ODEs · Mathematics 2019-10-31 Alexandra Maduta , Diana Otrocol , Ioan Rasa

There are numerous characterizations of Shannon entropy and Tsallis entropy as measures of information obeying certain properties. Using work by Faddeev and Furuichi, we derive a very simple characterization. Instead of focusing on the…

Information Theory · Computer Science 2017-08-22 John C. Baez , Tobias Fritz , Tom Leinster

The definition of weighted entropy allows for easy calculation of the entropy of the mixture of measures. In this paper we investigate the problem of equivalent definition of the general entropy function in weighted form. We show that under…

Information Theory · Computer Science 2013-05-15 Marek Śmieja

Entropy-type integral functionals of densities are widely used in mathematical statistics, information theory, and computer science. Examples include measures of closeness between distributions (e.g., density power divergence) and…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Oleg Seleznjev

We present a new class of estimators of Shannon entropy for severely undersampled discrete distributions. It is based on a generalization of an estimator proposed by T. Schuermann, which itself is a generalization of an estimator proposed…

Information Theory · Computer Science 2021-11-30 Peter Grassberger

A class of estimators of the R\'{e}nyi and Tsallis entropies of an unknown distribution $f$ in $\mathbb{R}^m$ is presented. These estimators are based on the $k$th nearest-neighbor distances computed from a sample of $N$ i.i.d. vectors with…

Statistics Theory · Mathematics 2012-11-16 Nikolai Leonenko , Luc Pronzato , Vippal Savani

We formulate some properties of a set of several mutually unbiased measurements. These properties are used for deriving entropic uncertainty relations. Applications of mutually unbiased measurements in entanglement detection are also…

Quantum Physics · Physics 2015-05-07 Alexey E. Rastegin

We conduct an axiomatic study of the problem of estimating the strength of a known causal relationship between a pair of variables. We propose that an estimate of causal strength should be based on the conditional distribution of the effect…

Information Theory · Computer Science 2016-06-03 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

The paper extends the analysis of the entropies of the Poisson distribution with parameter $\lambda$. It demonstrates that the Tsallis and Sharma-Mittal entropies exhibit monotonic behavior with respect to $\lambda$, whereas two generalized…

Probability · Mathematics 2024-11-27 Dmitri Finkelshtein , Anatoliy Malyarenko , Yuliya Mishura , Kostiantyn Ralchenko

Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…

Information Theory · Computer Science 2020-12-22 Yuval Shalev , Amichai Painsky , Irad Ben-Gal

We extend the Hanel and Thurner asymptotic analysis to both extensive and non-extensive entropies on the basis of a wide class of entropic forms. The procedure is known to be capable to classify multiple entropy measures in terms of their…

Statistical Mechanics · Physics 2020-02-21 Nana Cabo Bizet , Jesus Fuentes , Octavio Obregon

Numerical experiments support the interesting conjecture that statistical methods be applicable not only to fully-chaotic systems, but also at the edge of chaos by using Tsallis' generalizations of the standard exponential and entropy. In…

Statistical Mechanics · Physics 2017-08-23 Marcello Lissia , Massimo Coraddu , Roberto Tonelli

Quite general, analytical (both exact and approximate) forms for discrete probability distributions (PD's) that maximize Tsallis entropy for a fixed variance are here investigated. They apply, for instance, in a wide variety of scenarios in…

Statistical Mechanics · Physics 2009-11-11 C. Vignat , A. Plastino

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

Statistical Mechanics · Physics 2017-09-13 S. E. Marzen , J. P. Crutchfield

The paper examines relationships between the conditional Shannon entropy and the expectation of $\ell_{\alpha}$-norm for joint probability distributions. More precisely, we investigate the tight bounds of the expectation of…

Information Theory · Computer Science 2020-08-24 Yuta Sakai , Ken-ichi Iwata

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

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

We explore the relation between entanglement entropy of quantum many body systems and the distribution of corresponding, properly selected, observables. Such a relation is necessary to actually measure the entanglement entropy. We show that…

Statistical Mechanics · Physics 2009-11-11 Israel Klich , Gil Refael , Alessandro Silva