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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

The Varentropy is a measure of the variability of the information content of random vector and it is invariant under affine transformations. We introduce the statistical estimate of varentropy of random vector based on the nearest neighbor…

Statistics Theory · Mathematics 2024-02-15 Nikolai Leonenko , Yu Sun , Emanuele Taufer

The aim of this paper is to check feasibility of using the maximal-entropy random walk in algorithms finding communities in complex networks. A number of such algorithms exploit an ordinary or a biased random walk for this purpose. Their…

Physics and Society · Physics 2013-02-05 Jeremi K. Ochab , Zdzisław Burda

Entropy measures of probability distributions are widely used measures in ecology, biology, genetics, and in other fields, to quantify species diversity of a community. Unfortunately, entropy-based diversity indices, or diversity indices…

Populations and Evolution · Quantitative Biology 2014-08-14 Karim T. Abou-Moustafa

Entropy is the measure of uncertainty in any data and is adopted for maximisation of mutual information in many remote sensing operations. The availability of wide entropy variations motivated us for an investigation over the suitability…

Computer Vision and Pattern Recognition · Computer Science 2014-05-25 Dr. S. K. Katiyar , Arun P. V.

Fairness in recommender systems has been considered with respect to sensitive attributes of users (e.g., gender, race) or items (e.g., revenue in a multistakeholder setting). Regardless, the concept has been commonly interpreted as some…

Information Retrieval · Computer Science 2019-08-20 Yashar Deldjoo , Vito Walter Anelli , Hamed Zamani , Alejandro Bellogin , Tommaso Di Noia

In this paper analogies between different (dis)similarity matrices are derived. These matrices, which are connected to path enumeration and random walks, are used in community detection methods or in computation of centrality measures for…

Physics and Society · Physics 2015-03-20 J. K. Ochab

The goal of animal movement analysis is to understand how organisms explore and exploit the complex and varying environment. Animals usually exhibit varied and complicated movements, from apparently deterministic behaviors to highly random…

Quantitative Methods · Quantitative Biology 2014-01-17 Xiaofeng Liu , Ning Xu , Aimin Jiang

In statistical analysis, quantifying uncertainties through measures such as entropy, extropy, varentropy, and varextropy is of fundamental importance for understanding distribution functions. This paper investigates several properties of…

Statistics Theory · Mathematics 2025-01-28 Santosh Kumar Chaudhary , Nitin Gupta

In this paper we aim to find a measure for the diversity of cash flows between agents in an economy. We argue that cash flows can be linked to probabilities of finding a currency unit in a given cash flow. We then use the information…

General Finance · Quantitative Finance 2013-01-24 Ulrich Kirchner , Simon Moolman

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Probability · Mathematics 2018-01-23 Alois Pichler , Ruben Schlotter

Random walks on networks are widely used to model stochastic processes such as search strategies, transportation problems or disease propagation. A prominent example of such process is the guiding of naive T cells by the lymph node conduits…

Social and Information Networks · Computer Science 2022-10-21 Solène Song , Malek Senoussi , Paul Escande , Paul Villoutreix

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

A framework for quantifying dependence between random vectors is introduced. With the notion of a collapsing function, random vectors are summarized by single random variables, called collapsed random variables in the framework. Using this…

Methodology · Statistics 2018-01-12 Marius Hofert , Wayne Oldford , Avinash Prasad , Mu Zhu

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 article illustrates how to measure the heterogeneity of spatial data presenting a finite number of categories via computation of spatial entropy. The R package SpatEntropy contains functions for the computation of entropy and spatial…

Computation · Statistics 2018-04-17 Linda Altieri , Daniela Cocchi , Giulia Roli

This research presents a comprehensive framework for analyzing liquidity in financial markets, particularly in the context of high-frequency trading. By leveraging advanced machine learning classification techniques, including Logistic…

Trading and Market Microstructure · Quantitative Finance 2024-08-20 Sid Bhatia , Sidharth Peri , Sam Friedman , Michelle Malen

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

The purpose of this article is to introduce a new analytical framework dedicated to measuring performance of recommender systems. The standard approach is to assess the quality of a system by means of accuracy related statistics. However,…

Artificial Intelligence · Computer Science 2010-10-29 Szymon Chojnacki , Mieczysław Kłopotek

Classical measures of inequality use the mean as the benchmark of economic dispersion. They are not sensitive to inequality at the left tail of the distribution, where it would matter most. This paper presents a new inequality measurement…

Econometrics · Economics 2022-09-13 Mario Schlemmer
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