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The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…

Statistics Theory · Mathematics 2019-01-31 Salah H. Abid , Uday J. Quaez

The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

This paper considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random…

Information Theory · Computer Science 2016-11-17 Igal Sason

Entropy measures quantify the amount of information and correlation present in a quantum system. In practice, when the quantum state is unknown and only copies thereof are available, one must resort to the estimation of such entropy…

Quantum Physics · Physics 2024-03-27 Ziv Goldfeld , Dhrumil Patel , Sreejith Sreekumar , Mark M. Wilde

It is known that the variance and entropy of quantum observables decompose into intrinsically quantum and classical contributions. Here a general method of constructing quantum-classical decompositions of resources such as uncertainty is…

Quantum Physics · Physics 2023-07-07 Michael J. W. Hall

We propose a compression-based version of the empirical entropy of a finite string over a finite alphabet. Whereas previously one considers the naked entropy of (possibly higher order) Markov processes, we consider the sum of the…

Information Theory · Computer Science 2011-04-05 Paul M. B. Vitányi

For a certain moment, the information volume represented in a probability space can be accurately measured by Shannon entropy. But in real life, the results of things usually change over time, and the prediction of the information volume…

Information Theory · Computer Science 2020-12-15 Qianli Zhou , Yong Deng

The average uncertainty associated with words is an information-theoretic concept at the heart of quantitative and computational linguistics. The entropy has been established as a measure of this average uncertainty - also called average…

Computation and Language · Computer Science 2016-06-23 Christian Bentz , Dimitrios Alikaniotis

We give systematic ways of defining monotone quantum relative entropies and (multi-variate) quantum R\'enyi divergences starting from a set of monotone quantum relative entropies. Despite its central importance in information theory, only…

Quantum Physics · Physics 2025-08-12 Milán Mosonyi , Gergely Bunth , Péter Vrana

We study the notion of approximate entropy within the framework of network theory. Approximate entropy is an uncertainty measure originally proposed in the context of dynamical systems and time series. We firstly define a purely structural…

Disordered Systems and Neural Networks · Physics 2013-05-30 James West , Lucas Lacasa , Simone Severini , Andrew Teschendorff

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

The Guesswork problem was originally motivated by a desire to quantify computational security for single user systems. Leveraging recent results from its analysis, we extend the remit and utility of the framework to the quantification of…

Information Theory · Computer Science 2017-08-04 Mark M. Christiansen , Ken R. Duffy , Flavio du Pin Calmon , Muriel Medard

We introduce MESSY estimation, a Maximum-Entropy based Stochastic and Symbolic densitY estimation method. The proposed approach recovers probability density functions symbolically from samples using moments of a Gradient flow in which the…

Machine Learning · Computer Science 2024-02-13 Tony Tohme , Mohsen Sadr , Kamal Youcef-Toumi , Nicolas G. Hadjiconstantinou

We observe an infinite sequence of independent identically distributed random variables $X_1,X_2,\ldots$ drawn from an unknown distribution $p$ over $[n]$, and our goal is to estimate the entropy $H(p)=-\mathbb{E}[\log p(X)]$ within an…

Information Theory · Computer Science 2025-04-24 Tomer Berg , Or Ordentlich , Ofer Shayevitz

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

Computational entropies provide a framework for quantifying uncertainty and randomness under computational constraints. They play a central role in classical cryptography, underpinning the analysis and construction of primitives such as…

Quantum Physics · Physics 2026-02-03 Noam Avidan , Rotem Arnon

The relative entropy of two n-party quantum states is an important quantity exhibiting, for example, the extent to which the two states are different. The relative entropy of the states formed by reducing two n-party to a smaller number $m$…

Quantum Physics · Physics 2017-08-02 Ben Ibinson , Noah Linden , Andreas Winter

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

Statistical Mechanics · Physics 2020-05-11 S. E. Marzen , J. P. Crutchfield

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

Probability · Mathematics 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson