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The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…

Computation · Statistics 2017-10-11 Brendon J. Brewer

We present a technique for entropy optimization to calculate a distribution from its moments. The technique is based upon maximizing a discretized form of the Shannon entropy functional by mapping the problem onto a dual space where an…

Disordered Systems and Neural Networks · Physics 2009-11-10 K. Bandyopadhyay , A. K. Bhattacharya , Parthapratim Biswas , D. A. Drabold

In this paper the problem of finding the sparsest (i.e., minimum cardinality) critical $k$-tuple including one arbitrarily specified measurement is considered. The solution to this problem can be used to identify weak points in the…

Computational Engineering, Finance, and Science · Computer Science 2012-01-04 Kin Cheong Sou , Henrik Sandberg , Karl Henrik Johansson

Optimisation problems in science and engineering typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this…

Quantum Physics · Physics 2016-03-08 Nicholas Chancellor , Szilard Szoke , Walter Vinci , Gabriel Aeppli , Paul A. Warburton

Within the task of collaborative filtering two challenges for computing conditional probabilities exist. First, the amount of training data available is typically sparse with respect to the size of the domain. Thus, support for higher-order…

Information Retrieval · Computer Science 2012-07-19 Lawrence Zitnick , Takeo Kanade

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a…

Machine Learning · Computer Science 2013-11-08 Moshe Dubiner , Matan Gavish , Yoram Singer

Let X_1, ..., X_n be a sequence of n classical random variables and consider a sample of r positions selected at random. Then, except with (exponentially in r) small probability, the min-entropy of the sample is not smaller than, roughly, a…

Quantum Physics · Physics 2012-06-04 Robert Koenig , Renato Renner

This article studies the fundamental problem of using i.i.d. coin tosses from an entropy source to efficiently generate random variables $X_i \sim P_i$ $(i \ge 1)$, where $(P_1, P_2, \dots)$ is a random sequence of rational discrete…

Data Structures and Algorithms · Computer Science 2026-05-08 Thomas L. Draper , Feras A. Saad

A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…

Information Theory · Computer Science 2007-07-13 Joseph DeStefano , Erik Learned-Miller

Mixture distributions arise in many parametric and non-parametric settings -- for example, in Gaussian mixture models and in non-parametric estimation. It is often necessary to compute the entropy of a mixture, but, in most cases, this…

Information Theory · Computer Science 2022-11-22 Artemy Kolchinsky , Brendan D. Tracey

We calculate an achievable secret key rate for quantum key distribution with a finite number of signals, by evaluating the min-entropy explicitly. The min-entropy can be expressed in terms of the guessing probability, which we calculate for…

Quantum Physics · Physics 2011-03-22 Sylvia Bratzik , Markus Mertz , Hermann Kampermann , Dagmar Bruß

For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information transmission above which a given compact subset of the state…

Systems and Control · Electrical Eng. & Systems 2020-04-13 Mahendra Singh Tomar , Christoph Kawan , Pushpak Jagtap , Majid Zamani

We study a relaxation of the problem of coupling probability distributions -- a list of samples is generated from one distribution and an accept is declared if any one of these samples is identical to the sample generated from the other…

Machine Learning · Computer Science 2026-01-13 Joseph Rowan , Buu Phan , Ashish Khisti

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…

Optimization and Control · Mathematics 2025-09-08 Paula Franke , Kay Hamacher , Paul Manns

In this paper we deal with a network of agents seeking to solve in a distributed way Mixed-Integer Linear Programs (MILPs) with a coupling constraint (modeling a limited shared resource) and local constraints. MILPs are NP-hard problems and…

Systems and Control · Computer Science 2020-10-28 Andrea Camisa , Ivano Notarnicola , Giuseppe Notarstefano

We develop a maximum relative entropy formalism to generate optimal approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

Statistical Mechanics · Physics 2008-10-17 Chih-Yuan Tseng , Ariel Caticha

We show how to determine the maximum and minimum possible values of one measure of entropy for a given value of another measure of entropy. These maximum and minimum values are obtained for two standard forms of probability distribution (or…

Quantum Physics · Physics 2007-05-23 Dominic W. Berry , Barry C. Sanders

Given a large real symmetric, positive semidefinite m-by-m matrix, the goal of this paper is to show how a numerical approximation of the entropy, given by the sum of the entropies of the individual eigenvalues, can be computed in an…

Numerical Analysis · Mathematics 2014-06-13 Thomas P. Wihler , Bänz Bessire , André Stefanov

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