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Related papers: Shannon entropy estimation for linear processes

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The concept of Shannon entropy of random variables was generalized to measurable functions in general, and to simple functions with finite values in particular. It is shown that the information measure of a function is related to the time…

Information Theory · Computer Science 2017-01-25 Guo Zhao

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 conclude a sequence of work by giving near-optimal sketching and streaming algorithms for estimating Shannon entropy in the most general streaming model, with arbitrary insertions and deletions. This improves on prior results that obtain…

Data Structures and Algorithms · Computer Science 2008-12-18 Nicholas J. A. Harvey , Jelani Nelson , Krzysztof Onak

Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate…

Statistics Theory · Mathematics 2009-09-29 Anton Schick , Wolfgang Wefelmeyer

We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…

Probability · Mathematics 2013-08-09 Victoria Knopova , Alexei Kulik

Shannon entropy is not the only entropy that is relevant to machine-learning datasets, nor possibly even the most important one. Traditional entropies such as Shannon entropy capture information represented by elements' frequencies but not…

Information Theory · Computer Science 2026-04-01 Phuc Nguyen , Josiah Couch , Rahul Bansal , Alexandra Morgan , Chris Tam , Miao Li , Rima Arnaout , Ramy Arnaout

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

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

We present a study of the equilibration process of nonequilibrium systems by means of molecular dynamics simulation technique. The nonequilibrium conditions are achieved in systems by defining velocity components of the constituent atoms…

Statistical Mechanics · Physics 2015-10-30 A. Giri , Nilangshu K. Das , P. Barat

Knowing the dynamics of neuromorphic photonic schemes would allow their optimization for controlled data-processing capability in possibly simplified designs and minimized energy consumption levels. In nonlinear substrates such as optical…

Optics · Physics 2025-07-18 Marina Zajnulina

In this paper, we attempt to derive the expression of ensemble average internal energy in long-range interaction complex system. Further, the Shannon entropy hypothesis is used to derive the probability distribution function of energy. It…

Statistical Mechanics · Physics 2019-02-04 Yanxiu Liu , Shenglei Zhang , Liu He , Cheng Xu , Zhifu Huang

This research paper delves into the innovative integration of Shannon entropy and rough set theory, presenting a novel approach to generalize the evaluation approach in machine learning. The conventional application of entropy, primarily…

Machine Learning · Computer Science 2024-04-22 Olga Cherednichenko , Dmytro Chernyshov , Dmytro Sytnikov , Polina Sytnikova

We analyze dynamical properties of the Shannon information entropy of a continuous probability distribution, which is driven by a standard diffusion process. This entropy choice is confronted with another option, employing the conditional…

Statistical Mechanics · Physics 2016-08-31 Piotr Garbaczewski

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

This paper introduces a class of k-nearest neighbor ($k$-NN) estimators called bipartite plug-in (BPI) estimators for estimating integrals of non-linear functions of a probability density, such as Shannon entropy and R\'enyi entropy. The…

Statistics Theory · Mathematics 2012-02-28 Kumar Sricharan , Raviv Raich , Alfred O. Hero

We quantify a social organization's potentiality, that is its ability to attain different configurations. The organization is represented as a network in which nodes correspond to individuals and (multi-)edges to their multiple…

Physics and Society · Physics 2019-09-18 Christian Zingg , Giona Casiraghi , Giacomo Vaccario , Frank Schweitzer

Entropy is a fundamental property of both classical and quantum systems, spanning myriad theoretical and practical applications in physics and computer science. We study the problem of obtaining estimates to within a multiplicative factor…

Quantum Physics · Physics 2021-11-23 Tom Gur , Min-Hsiu Hsieh , Sathyawageeswar Subramanian

Volcanic regions have shaped human settlements for millennia, placing over 500 million people worldwide within close proximity to active volcanoes. Predicting eruptions that threaten both lives and property remains a critical challenge,…

Geophysics · Physics 2025-11-04 Ligdamis Gutiérrez , Pablo Rey Devesa , Jesús Ibáñez , Carmen Benítez

How much information is added to the Review of Particle Physics when a new decay branching ratio of a hadron is measured and reported? This is quantifiable by Shannon's information entropy $S(i) =-\sum_{f}BR_{(i\longrightarrow f)}\log…

Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski
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