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We introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including excess entropy, Bialek et al.'s…

Statistics Theory · Mathematics 2010-12-10 Samer A. Abdallah , Mark D. Plumbley

We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

Methodology · Statistics 2020-12-02 Payam Shahsavari Baboukani , Carina Graversen , Emina Alickovic , Jan Østergaard

The form invariance of pseudoadditivity is shown to determine the structure of nonextensive entropies. Nonextensive entropy is defined as the appropriate expectation value of nonextensive information content, similar to the definition of…

Statistical Mechanics · Physics 2009-11-07 Hiroki Suyari

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

Whereas for strings, higher-order empirical entropy is the standard entropy measure, several different notions of empirical entropy for trees have been proposed in the past, notably label entropy, degree entropy, conditional versions of the…

Information Theory · Computer Science 2020-06-03 Danny Hucke , Markus Lohrey , Louisa Seelbach Benkner

An updated review [1] of nonextensive statistical mechanics and thermodynamics is colloquially presented. Quite naturally the possibility emerges for using the value of q-1 (entropic nonextensivity) as a simple and efficient manner to…

Statistical Mechanics · Physics 2007-05-23 Constantino Tsallis

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

Statistics Theory · Mathematics 2025-07-24 Claudio Agostinelli , Ayanendranath Basu , Giulia Bertagnolli , Arun Kumar Kuchibhotla

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

Shannon's metric of "Entropy" of information is a foundational concept of information theory. This article is a primer for novices that presents an intuitive way of understanding, remembering, and/or reconstructing Shannon's Entropy metric…

Information Theory · Computer Science 2014-05-09 Sriram Vajapeyam

We introduce an axiomatic approach to entropies and relative entropies that relies only on minimal information-theoretic axioms, namely monotonicity under mixing and data-processing as well as additivity for product distributions. We find…

Information Theory · Computer Science 2021-09-22 Gilad Gour , Marco Tomamichel

This study investigates entropy's potential for analyzing scientific research patterns across disciplines. Originating from thermodynamics, entropy now measures uncertainty and diversity in information systems. We examine Shannon Entropy,…

Physics and Society · Physics 2025-03-27 Yujie Shi , Alex Jie Yang , Sanhong Deng

The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer…

Statistical Mechanics · Physics 2018-07-23 Sosuke Ito

Informational entropy is often identified as physical entropy. This is surprising because the two quantities are differently defined and furthermore the former is a subjective quantity while the latter is an objective one. We describe the…

Quantum Physics · Physics 2014-05-01 Won-Young Hwang

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter…

Statistical Finance · Quantitative Finance 2011-10-26 Rafael S. Calsaverini , Renato Vicente

Recently, authors have studied weighted version of Kerridge inaccuracy measure for truncated distributions. In the present communication we introduce the notion of weighted interval inaccuracy measure for two-sided truncated random…

Statistics Theory · Mathematics 2020-04-08 Chanchal Kundu

Rooted trees with probabilities are used to analyze properties of a variable length code. A bound is derived on the difference between the entropy rates of the code and a memoryless source. The bound is in terms of normalized informational…

Information Theory · Computer Science 2013-10-11 Georg Böcherer , Rana Ali Amjad

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 introduce an ambidextrous view of stochastic dynamical systems, comparing their forward-time and reverse-time representations and then integrating them into a single time-symmetric representation. The perspective is useful theoretically,…

Statistical Mechanics · Physics 2015-05-13 Christopher J. Ellison , John R. Mahoney , James P. Crutchfield

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

In recent years, the complementary dual of entropy, known as extropy, has emerged as a valuable tool for quantifying uncertainty in probability distributions. This work investigates the behavior of failure extropy in the multidimensional…

Statistics Theory · Mathematics 2025-09-16 Aman Pandey , Chanchal Kundu