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The concept of Entropy plays a key role in Information Theory, Statistics, and Machine Learning.This paper introduces a new entropy measure, called the t-entropy, which exploits the concavity of the inverse-tan function. We analytically…

Information Theory · Computer Science 2021-05-06 Saptarshi Chakraborty , Debolina Paul , Swagatam Das

We prove the large deviation principle for several entropy and cross entropy estimators based on return times and waiting times on shift spaces over finite alphabets. We consider shift-invariant probability measures satisfying some…

Probability · Mathematics 2024-08-07 Noé Cuneo , Renaud Raquépas

The Chernoff information between two probability measures is a statistical divergence measuring their deviation defined as their maximally skewed Bhattacharyya distance. Although the Chernoff information was originally introduced for…

Information Theory · Computer Science 2022-10-04 Frank Nielsen

A novel method for correlation analysis using scale-dependent Renyi entropies is described. The method involves calculating the entropy of a data distribution as an explicit function of the scale of a d-dimensional partition of d-cubes,…

Mathematical Physics · Physics 2007-05-23 J. G. Reid , T. A. Trainor

Although some information-theoretic measures of uncertainty or granularity have been proposed in rough set theory, these measures are only dependent on the underlying partition and the cardinality of the universe, independent of the lower…

Artificial Intelligence · Computer Science 2011-02-02 Ping Zhu , Qiaoyan Wen

Entropy is being used in physics, mathematics, informatics and in related areas to describe equilibration, dissipation, maximal probability states and optimal compression of information. The Gini index on the other hand is an established…

Physics and Society · Physics 2023-07-19 Tamás S. Biró , Zoltán Néda

Previously proposed measures of entanglement, such as entanglement of formation and assistance, are shown to be special cases of the relative entropy of entanglement. The difference between these measures for an ensemble of mixed states is…

Quantum Physics · Physics 2009-10-31 L. Henderson , V. Vedral

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leiber relative information and Jeffreys J-divergence. The measures like, Bhattacharya…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja

The statistical measure of spatial inhomogeneity for n points placed in chi cells each of size kxk is generalized to incorporate finite size objects like black pixels for binary patterns of size LxL. As a function of length scale k, the…

Statistical Mechanics · Physics 2009-11-11 Ryszard Piasecki

Shannon's entropy and other entropy-based concepts are derived from the new, more general concept of relative divergence of one "grading' function on a linearly ordered set from another such function. The definition of relative divergence…

Probability · Mathematics 2019-03-14 Alexander Dukhovny

The study of quantum correlations in High-dimensional bipartite systems is crucial for the development of quantum computing. We propose relative entropy as a distance measure of correlations may be measured by means of the distance from the…

Quantum Physics · Physics 2016-04-12 M. Mahdian , M. B. Arjmandi

A new large deviation results for the Pearson chi-square and Log-likelihood ratio statistics are obtained. Here attention is focused on the case when the number of groups increases to infinity and the probabilities of groups decreases to…

Statistics Theory · Mathematics 2016-06-02 Sherzod Mirakhmedov

Entropy is a famous and well established concept in physics and engineering that can be used for explanation of basic fundamentals as well it finds applications in several areas, from quantum physics to astronomy, from network communication…

Quantum Physics · Physics 2020-01-03 R. V. Ramos

This work explores properties of Strong Data-Processing constants for R\'enyi Divergences. Parallels are made with the well-studied $\varphi$-Divergences, and it is shown that the order $\alpha$ of R\'enyi Divergences dictates whether…

Information Theory · Computer Science 2026-01-15 Adrien Vandenbroucque , Amedeo Roberto Esposito , Michael Gastpar

The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…

Computation · Statistics 2023-05-15 Alfred Kume , Tomonari Sei , Andrew T. A. Wood

Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…

Information Theory · Computer Science 2017-01-04 Günther Koliander , Georg Pichler , Erwin Riegler , Franz Hlawatsch

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

We introduce a class of generalized relative entropies (inspired by the Bregman divergence in information theory) on the Wasserstein space over a weighted Riemannian or Finsler manifold. We prove that the convexity of all the entropies in…

Differential Geometry · Mathematics 2013-04-09 Shin-ichi Ohta , Asuka Takatsu

In this paper, we discuss the worst-case of distortion riskmetrics for general distributions when only partial information (mean and variance) is known. This result is applicable to general class of distortion risk measures and variability…

Risk Management · Quantitative Finance 2024-05-30 Baishuai Zuo , Chuancun Yin

We report closed-form formula for calculating the Chi square and higher-order Chi distances between statistical distributions belonging to the same exponential family with affine natural space, and instantiate those formula for the Poisson…

Information Theory · Computer Science 2015-06-17 Frank Nielsen , Richard Nock