English
Related papers

Related papers: Fractional generalized cumulative entropy and its …

200 papers

We develop the framework of classical Observational entropy, which is a mathematically rigorous and precise framework for non-equilibrium thermodynamics, explicitly defined in terms of a set of observables. Observational entropy can be seen…

Statistical Mechanics · Physics 2020-09-09 Dominik Šafránek , Anthony Aguirre , J. M. Deutsch

We introduce the entropic measure transform (EMT) problem for a general process and prove the existence of a unique optimal measure characterizing the solution. The density process of the optimal measure is characterized using a…

Mathematical Finance · Quantitative Finance 2019-02-22 Renjie Wang , Cody Hyndman , Anastasis Kratsios

We study belief revision when information is represented by a set of probability distributions, or general information. General information extends the standard event notion while including qualitative information (A is more likely than B),…

Theoretical Economics · Economics 2025-02-04 Adam Dominiak , Matthew Kovach , Gerelt Tserenjigmid

A large class of technically non-chaotic systems, involving scatterings of light particles by flat surfaces with sharp boundaries, is nonetheless characterized by complex random looking motion in phase space. For these systems one may…

Chaotic Dynamics · Physics 2009-11-10 Henk van Beijeren

We generalize the generalized-squeezing problem to include fractional values of the squeezing order $n$. This approach allows us to determine the locations of critical points at which qualitative changes in behaviour occur and accurately…

Quantum Physics · Physics 2026-01-23 Sahel Ashhab

The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…

Statistical Mechanics · Physics 2023-08-31 Yingjie Liang , Wei Wang , Ralf Metzler

This paper considers the problem of estimating the cumulative distribution function and probability density function of a random variable using data quantized by uniform and non-uniform quantizers. A simple estimator is proposed based on…

Signal Processing · Electrical Eng. & Systems 2018-05-03 Paolo Carbone , Johan Schoukens , István Kollár , Antonio Moschitta

We consider general convolutional derivatives and related fractional statistical dynamics of continuous interacting particle systems. We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum…

Mathematical Physics · Physics 2016-10-11 Anatoly N. Kochubei , Yuri Kondratiev

We propose an information-theoretic alternative to the popular Cronbach alpha coefficient of reliability. Particularly suitable for contexts in which instruments are scored on a strictly nonnumeric scale, our proposed index is based on…

Statistics Theory · Mathematics 2015-01-19 Ernest Fokoue , Necla Gunduz

One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

In this note, we show that the relative entropy of an empirical distribution of $n$ samples drawn from a set of size $k$ with respect to the true underlying distribution is exponentially concentrated around its expectation, with central…

Statistics Theory · Mathematics 2022-03-03 Rohit Agrawal

The aim of this study is to generalise recent results of the two last authors on en-tropy methods for measure solutions of the renewal equation to other classes of structured population problems. Specifically, we develop a generalised…

Analysis of PDEs · Mathematics 2018-04-11 Tomasz Dębiec , Marie Doumic , Piotr Gwiazda , Emil Wiedemann

Recently, the concept of cumulative residual entropy (CRE) has been studied by many researchers in higher dimensions. In this article, we extend the definition of (dynamic) cumulative past entropy (DCPE), a dual measure of (dynamic) CRE, to…

Statistics Theory · Mathematics 2015-09-10 Amarjit Kundu , Chanchal Kundu

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

A formulation of the density functional theory is constructed on the foundations of entropic inference. The theory is introduced as an application of maximum entropy for inhomogeneous fluids in thermal equilibrium. It is shown that entropic…

Statistical Mechanics · Physics 2023-12-29 Ahmad Yousefi , Ariel Caticha

Heat, work and entropy production: the statistical distribution of such quantities are constrained by the fluctuation theorems (FT), which reveal crucial properties about the nature of non-equilibrium dynamics. In this paper we report…

Quantum Physics · Physics 2021-10-15 K. Khan , J. Sales Araújo , W. F. Magalhães , G. H. Aguilar , B. de Lima Bernardo

The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…

Data Analysis, Statistics and Probability · Physics 2018-03-15 Andrea Auconi , Andrea Giansanti , Edda Klipp

In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…

Statistics Theory · Mathematics 2020-03-25 Antonio Di Crescenzo , Luca Paolillo

This paper considers the problem of sequential empirical coordination, where the objective is to achieve a given value of the expected uniform deviation between state-action empirical averages and statistical expectations under a given…

Information Theory · Computer Science 2018-06-12 Ehsan Shafieepoorfard , Maxim Raginsky

With use of the Second Inverse Maximum Entropy Principle we find entropy functions for systems with fractal distribution functions with order parameter $q$. We compare these entropy functions with those given by the Bose-Einstein and…

Statistical Mechanics · Physics 2023-03-27 Marcelo R. Ubriaco