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The question of aggregating pair-wise comparisons to obtain a global ranking over a collection of objects has been of interest for a very long time: be it ranking of online gamers (e.g. MSR's TrueSkill system) and chess players, aggregating…

Machine Learning · Computer Science 2015-11-13 Sahand Negahban , Sewoong Oh , Devavrat Shah

The ability to quantify the directional flow of information is vital to understanding natural systems and designing engineered information-processing systems. A widely used measure to quantify this information flow is the transfer entropy.…

Molecular Networks · Quantitative Biology 2025-07-11 Avishek Das , Pieter Rein ten Wolde

We explore the relation between entanglement entropy of quantum many body systems and the distribution of corresponding, properly selected, observables. Such a relation is necessary to actually measure the entanglement entropy. We show that…

Statistical Mechanics · Physics 2009-11-11 Israel Klich , Gil Refael , Alessandro Silva

Modern randomization methods in clinical trials are invariably adaptive, meaning that the assignment of the next subject to a treatment group uses the accumulated information in the trial. Some of the recent adaptive randomization methods…

Methodology · Statistics 2024-02-12 Alan R. Vazquez , Weng Kee Wong

The entropy of the random walk on the discrete contable group could be used for comparison of the system of the generators. Fundamental inequality between growth, entropy and escape gives the possibility to define "the best" system of the…

Probability · Mathematics 2014-11-18 Anatoly M. Vershik

Random features is one of the most popular techniques to speed up kernel methods in large-scale problems. Related works have been recognized by the NeurIPS Test-of-Time award in 2017 and the ICML Best Paper Finalist in 2019. The body of…

Machine Learning · Statistics 2021-07-13 Fanghui Liu , Xiaolin Huang , Yudong Chen , Johan A. K. Suykens

In information theory, it is of recent interest to study variability of the uncertainty measures. In this regard, the concept of varentropy has been introduced and studied by several authors in recent past. In this communication, we study…

Statistics Theory · Mathematics 2024-06-04 Shital Saha , Suchandan Kayal

Complex systems, abstractly represented as networks, are ubiquitous in everyday life. Analyzing and understanding these systems requires, among others, tools for community detection. As no single best community detection algorithm can…

Social and Information Networks · Computer Science 2022-01-11 Christian Toth , Denis Helic , Bernhard C. Geiger

We discuss the role of information entropy on the behaviour of random processes, and how this might take effect in the dynamics of financial market prices. We then go on to show how the Open Quantum Systems approach can be used as a more…

Mathematical Finance · Quantitative Finance 2024-07-01 Will Hicks

Entropy is a fundamental concept in quantum information theory that allows to quantify entanglement and investigate its properties, for example its monogamy over multipartite systems. Here, we derive variational formulas for relative…

Quantum Physics · Physics 2024-05-21 Mario Berta , Marco Tomamichel

This paper presents a novel method for finding features in the analysis of variable distributions stemming from time series. We apply the methodology to the case of submitted and accepted papers in peer-reviewed journals. We provide a…

Digital Libraries · Computer Science 2019-10-15 Marcel Ausloos , Olgica Nedic , Aleksandar Dekanski

The wealth of data being gathered about humans and their surroundings drives new machine learning applications in various fields. Consequently, more and more often, classifiers are trained using not only numerical data but also complex data…

Machine Learning · Computer Science 2022-04-13 Maciej Piernik , Dariusz Brzezinski , Pawel Zawadzki

Machine-learning datasets are typically characterized by measuring their size and class balance. However, there exists a richer and potentially more useful set of measures, termed S-entropy (similarity-sensitive entropy), that incorporate…

Real-world complex systems often comprise many distinct types of elements as well as many more types of networked interactions between elements. When the relative abundances of types can be measured well, we often observe heavy-tailed…

Physics and Society · Physics 2025-03-17 P. S. Dodds , J. R. Minot , M. V. Arnold , T. Alshaabi , J. L. Adams , A. J. Reagan , C. M. Danforth

This paper presents entropy maps, an approach to describing and visualising uncertainty among alternative potential movement intentions in pedestrian simulation models. In particular, entropy maps show the instantaneous level of randomness…

Human-Computer Interaction · Computer Science 2019-09-10 Luca Crociani , Giuseppe Vizzari , Stefania Bandini

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic

A random walk is known as a random process which describes a path including a succession of random steps in the mathematical space. It has increasingly been popular in various disciplines such as mathematics and computer science.…

Social and Information Networks · Computer Science 2020-08-11 Feng Xia , Jiaying Liu , Hansong Nie , Yonghao Fu , Liangtian Wan , Xiangjie Kong

Prediction of events is the challenge in many different disciplines, from meteorology to finance; the more this task is difficult, the more a system is {\it complex}. Nevertheless, even according to this restricted definition, a general…

chao-dyn · Physics 2007-05-23 Maurizio Serva

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

Numerical Analysis · Computer Science 2018-01-08 Austin R. Benson , David F. Gleich , Lek-Heng Lim

Importance sampling algorithms for heavy-tailed random walks are considered. Using a specification with algorithms based on mixtures of the original distribution with some other distribution, sufficient conditions for obtaining bounded…

Probability · Mathematics 2009-09-21 Henrik Hult , Jens Svensson