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We exploit and clarify the use of random matrix theory for the calculation of the entanglement entropy of free Fermi gases. We apply this method to obtain analytic predictions for Renyi entanglement entropies of a one-dimensional gas…

Statistical Mechanics · Physics 2015-01-08 Pasquale Calabrese , Pierre Le Doussal , Satya N. Majumdar

Entropy measures are effective features for time series classification problems. Traditional entropy measures, such as Shannon entropy, use probability distribution function. However, for the effective separation of time series, new entropy…

Machine Learning · Computer Science 2023-05-19 Andrei Velichko , Maksim Belyaev , Yuriy Izotov , Murugappan Murugappan , Hanif Heidari

This paper introduces an objective metric for evaluating a parsing scheme. It is based on Shannon's original work with letter sequences, which can be extended to part-of-speech tag sequences. It is shown that this regular language is an…

cmp-lg · Computer Science 2008-02-03 Caroline Lyon , Stephen Brown

Consider the problem of estimating the entries of a large matrix, when the observed entries are noisy versions of a small random fraction of the original entries. This problem has received widespread attention in recent times, especially…

Statistics Theory · Mathematics 2014-12-31 Sourav Chatterjee

The purpose of this paper is to estimate the intensity of a Poisson process $N$ by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean measure of $N$ with respect to $ndx$ where $n$ is a fixed…

Statistics Theory · Mathematics 2008-10-30 Patricia Reynaud-Bouret , Vincent Rivoirard

Based on the recently introduced averaging procedure in phase space, a new type of entropy is defined on the von Neumann lattice. This quantity can be interpreted as a measure of uncertainty associated with simultaneous measurement of the…

Quantum Physics · Physics 2009-11-07 Sumiyoshi Abe , J. Zak

This paper considers regularizing a covariance matrix of $p$ variables estimated from $n$ observations, by hard thresholding. We show that the thresholded estimate is consistent in the operator norm as long as the true covariance matrix is…

Statistics Theory · Mathematics 2009-01-21 Peter J. Bickel , Elizaveta Levina

The rate of entropy production provides a useful quantitative measure of a non-equilibrium system and estimating it directly from time-series data from experiments is highly desirable. Several approaches have been considered for stationary…

Statistical Mechanics · Physics 2022-02-21 Shun Otsubo , Sreekanth K Manikandan , Takahiro Sagawa , Supriya Krishnamurthy

We present an application of autoregressive neural networks to Monte Carlo simulations of quantum spin chains using the correspondence with classical two-dimensional spin systems. We use a hierarchy of neural networks capable of estimating…

Quantum Physics · Physics 2026-05-19 Piotr Białas , Piotr Korcyl , Tomasz Stebel , Dawid Zapolski

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

A large class of strongly correlated quantum systems can be described in certain large-N limits by quadratic in field actions along with self-consistency equations that determine the two-point functions. We use the replica approach and the…

Strongly Correlated Electrons · Physics 2024-02-20 Siqi Shao , Yashar Komijani

We obtain the exact expression for the Von Neumann entropy for an infinite bipartition of the XYZ model, by connecting its reduced density matrix to the corner transfer matrix of the eight vertex model. Then we consider the anisotropic…

High Energy Physics - Theory · Physics 2012-10-16 Elisa Ercolessi , Stefano Evangelisti , Francesco Ravanini

We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…

Statistical Mechanics · Physics 2018-12-05 Joël Bun , Jean-Philippe Bouchaud , Marc Potters

A method for analyzing sequential data sets, similar to the permutation entropy one, is discussed. The characteristic features of this method are as follows: it preserves information about equal values, if any, in the embedding vectors; it…

Data Analysis, Statistics and Probability · Physics 2023-06-16 Alexander Vidybida

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

Computing eigenvalues of very large matrices is a critical task in many machine learning applications, including the evaluation of log-determinants, the trace of matrix functions, and other important metrics. As datasets continue to grow in…

Machine Learning · Statistics 2025-06-16 Siavash Ameli , Chris van der Heide , Liam Hodgkinson , Michael W. Mahoney

The thermodynamic definition of entropy can be extended to nonequilibrium systems based on its relation to information. To apply this definition in practice requires access to the physical system's microstates, which may be prohibitively…

Statistical Mechanics · Physics 2020-08-21 Gil Ariel , Haim Diamant

Using a formalism based on the spectral decomposition of the replicated transfer matrix for disordered Ising models, we obtain several results that apply both to isolated one-dimensional systems and to locally tree-like graph and factor…

Disordered Systems and Neural Networks · Physics 2014-08-04 Carlo Lucibello , Flaviano Morone , Tommaso Rizzo

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

We present simple and computationally efficient nonparametric estimators of R\'enyi entropy and mutual information based on an i.i.d. sample drawn from an unknown, absolutely continuous distribution over $\R^d$. The estimators are…

Machine Learning · Statistics 2010-10-27 Dávid Pál , Barnabás Póczos , Csaba Szepesvári