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The min-entropy is a widely used metric to quantify the randomness of generated random numbers in cryptographic applications; it measures the difficulty of guessing the most likely output. An important min-entropy estimator is the…

Cryptography and Security · Computer Science 2021-04-05 Yongjune Kim , Cyril Guyot , Young-Sik Kim

The entropy is one of the most applicable uncertainty measures in many statistical and en- gineering problems. In statistical literature, the entropy is used in calculation of the Kullback- Leibler (KL) information which is a powerful mean…

Computation · Statistics 2011-06-10 Morteza Amini , M. Mehdizadeh , N. R. Arghami

Traditional likelihood based methods for parameter estimation get highly affected when the given data is contaminated by outliers even in a small proportion. In this paper, we consider a robust parameter estimation method, namely the…

Statistics Theory · Mathematics 2025-10-16 Himanshi Singh , Abhik Ghosh , Nil Kamal Hazra

This study investigates the application of machine learning predictors for min-entropy estimation in Random Number Generators (RNGs), a key component in cryptographic applications where accurate entropy assessment is essential for…

Machine Learning · Computer Science 2024-07-01 Javier Blanco-Romero , Vicente Lorenzo , Florina Almenares Mendoza , Daniel Díaz-Sánchez

Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…

Information Theory · Computer Science 2020-12-22 Yuval Shalev , Amichai Painsky , Irad Ben-Gal

Estimating entropies from limited data series is known to be a non-trivial task. Naive estimations are plagued with both systematic (bias) and statistical errors. Here, we present a new 'balanced estimator' for entropy functionals Shannon,…

Statistical Mechanics · Physics 2008-04-30 Juan A. Bonachela , Haye Hinrichsen , Miguel A. Munoz

Estimating the number of signals embedded in noise is a fundamental problem in array signal processing. The classic RMT estimator based on random matrix theory (RMT) tends to under-estimate the number of signals as it does not consider the…

Information Theory · Computer Science 2020-10-28 Huiyue Yi

The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density within a parametric class. In this article we estimate an…

Computation · Statistics 2013-10-15 Z. I. Botev , A. Ridder , L. Rojas-Nandayapa

Non-parametric entropy estimation on sequential data is a fundamental tool in signal processing, capturing information flow within or between processes to measure predictability, redundancy, or similarity. Methods based on longest common…

Data Structures and Algorithms · Computer Science 2025-10-16 Bridget Smart , Max Ward , Matthew Roughan

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…

Statistics Theory · Mathematics 2021-06-18 Abhik Ghosh , Ayanendranath Basu

The empirical risk minimization (ERM) problem with relative entropy regularization (ERM-RER) is investigated under the assumption that the reference measure is a $\sigma$-finite measure, and not necessarily a probability measure. Under this…

Statistics Theory · Mathematics 2024-04-09 Samir M. Perlaza , Gaetan Bisson , Iñaki Esnaola , Alain Jean-Marie , Stefano Rini

Recently, substantial research efforts in Deep Metric Learning (DML) focused on designing complex pairwise-distance losses, which require convoluted schemes to ease optimization, such as sample mining or pair weighting. The standard…

Machine Learning · Computer Science 2021-11-29 Malik Boudiaf , Jérôme Rony , Imtiaz Masud Ziko , Eric Granger , Marco Pedersoli , Pablo Piantanida , Ismail Ben Ayed

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

\noindent Randomized nomination sampling (RNS) is a rank-based sampling technique which has been shown to be effective in several nonparametric studies involving environmental and ecological applications. In this paper, we investigate…

Methodology · Statistics 2015-12-18 Mohammad Nourmohammadi , Mohammad Jafari Jozani , Brad Johnson

The effect of the relative entropy asymmetry is analyzed in the empirical risk minimization with relative entropy regularization (ERM-RER) problem. A novel regularization is introduced, coined Type-II regularization, that allows for…

Information Theory · Computer Science 2023-06-13 Francisco Daunas , Iñaki Esnaola , Samir M. Perlaza , H. Vincent Poor

The known constructions of negligible error (non-malleable) two-source extractors can be broadly classified in three categories: (1) Constructions where one source has min-entropy rate about $1/2$, the other source can have small…

Information Theory · Computer Science 2023-06-13 Divesh Aggarwal , Eldon Chung , Maciej Obremski

The estimation of rare event or failure probabilities in high dimensions is of interest in many areas of science and technology. We consider problems where the rare event is expressed in terms of a computationally costly numerical model.…

Computation · Statistics 2020-06-11 Felipe Uribe , Iason Papaioannou , Youssef M. Marzouk , Daniel Straub

The maximum entropy principle advocates to evaluate events' probabilities using a distribution that maximizes entropy among those that satisfy certain expectations' constraints. Such principle can be generalized for arbitrary decision…

Machine Learning · Statistics 2021-12-16 Santiago Mazuelas , Yuan Shen , Aritz Pérez

Large Reasoning Models (LRMs) often suffer from overthinking, generating unnecessarily long reasoning chains even for simple tasks. This leads to substantial computational overhead with limited performance gain, primarily due to redundant…

Artificial Intelligence · Computer Science 2026-01-13 Ruichu Cai , Haopeng Du , Qingwen Lin , Yutong Chen , Zijian Li , Boyan Xu
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