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The framework of non-extensive statistical mechanics, proposed by Tsallis, has been used to describe a variety of systems. The non-extensive statistical mechanics is usually introduced in a formal way, thus simple models exhibiting some…

Statistical Mechanics · Physics 2014-08-06 Julius Ruseckas

We introduce a method for quantifying the inherent unpredictability of a continuous-valued time series via an extension of the differential Shannon entropy rate. Our extension, the specific entropy rate, quantifies the amount of predictive…

Machine Learning · Computer Science 2016-06-09 David Darmon

A lower bound of the reduced relative entropy is given by the use of a variational expression. The reduced Tsallis relative entropy is defined and some results are given. In particular, the convexity of the reduced Tsallis relative entropy…

Quantum Physics · Physics 2025-03-06 Shigeru Furuichi , Frank Hansen

The Shannon entropy is a widely used summary statistic, for example, network traffic measurement, anomaly detection, neural computations, spike trains, etc. This study focuses on estimating Shannon entropy of data streams. It is known that…

Data Structures and Algorithms · Computer Science 2009-10-09 Ping Li

Entropic uncertainty relations for the position and momentum within the generalized uncertainty principle are examined. Studies of this principle are motivated by the existence of a minimal observable length. Then the position and momentum…

Quantum Physics · Physics 2017-06-09 Alexey E. Rastegin

The Shannon-Khinchin axioms for the ordinary information entropy are generalized in a natural way to the nonextensive systems based on the concept of nonextensive conditional entropy, and a complete proof of the uniqueness theorem for the…

Statistical Mechanics · Physics 2009-10-31 Sumiyoshi Abe

We revisit the well-studied problem of estimating the Shannon entropy of a probability distribution, now given access to a probability-revealing conditional sampling oracle. In this model, the oracle takes as input the representation of a…

Cryptography and Security · Computer Science 2022-06-03 Priyanka Golia , Brendan Juba , Kuldeep S. Meel

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

Statistics Theory · Mathematics 2018-09-06 Jean Jacod , Michael Sørensen

Recently, weighted cumulative residual Tsallis entropy has been introduced in the literature as a generalization of weighted cumulative residual entropy. We study some new properties of weighted cumulative residual Tsallis entropy measure.…

Statistics Theory · Mathematics 2026-02-02 Siddhartha Chakraborty , Asok K. Nanda

We present a detailed derivation of some estimators of Shannon entropy for discrete distributions. They hold for finite samples of N points distributed into M "boxes", with N and M -> oo, but N/M < oo. In the high sampling regime (<< 1…

Data Analysis, Statistics and Probability · Physics 2011-11-09 P. Grassberger

Estimating mutual information from observed samples is a basic primitive, useful in several machine learning tasks including correlation mining, information bottleneck clustering, learning a Chow-Liu tree, and conditional independence…

Information Theory · Computer Science 2018-10-11 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

In the usual entanglement detection scenario the possible measurements and the corresponding data are assumed to be fully characterized. We consider the situation where the measurements are known, but the data is scrambled, meaning the…

Quantum Physics · Physics 2019-07-01 Timo Simnacher , Nikolai Wyderka , René Schwonnek , Otfried Gühne

We prove a tight uniform continuity bound for the conditional Shannon entropy of discrete finitely supported random variables in terms of total variation distance.

Information Theory · Computer Science 2020-09-29 Mohammad A. Alhejji , Graeme Smith

We consider a family of probability distributions depending on a real parameter and including the binomial, Poisson and negative binomial distributions. The corresponding index of coincidence satisfies a Heun differential equation and is a…

Classical Analysis and ODEs · Mathematics 2018-01-17 Adina Barar , Gabriela Raluca Mocanu , Ioan Rasa

The purpose of this note is to give the general solution of two functional equations connected to the Shannon entropy and also to the Tsallis entropy. As a result of this, we present the regular solution of these equations, as well.…

Classical Analysis and ODEs · Mathematics 2013-07-03 Eszter Gselmann

Examples of joint probability distributions are studied in terms of Tsallis' nonextensive statistics both for correlated and uncorrelated variables, in particular it is explicitely shown how correlations in the system can make Tsallis…

Statistical Mechanics · Physics 2008-11-26 G. Wilk , Z. Wlodarczyk

Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…

Statistics Theory · Mathematics 2011-03-28 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

We show that different entropic measures of fluctuations lead to contradictory uncertainty relations for two complementary observables. We apply Tsallis and R\'{e}nyi entropies to the joint distribution emerging from a noisy simultaneous…

Quantum Physics · Physics 2013-06-24 Alfredo Luis

Recently established, directed dependence measures for pairs $(X,Y)$ of random variables build upon the natural idea of comparing the conditional distributions of $Y$ given $X=x$ with the marginal distribution of $Y$. They assign pairs…

Statistics Theory · Mathematics 2023-09-22 Jonathan Ansari , Patrick B. Langthaler , Sebastian Fuchs , Wolfgang Trutschnig

We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We…