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In the present paper, we consider the plug-in estimator of Shannon's entropy defined on a finite alphabet which is assumed to dynamically vary as the sample size increases. The asymptotic behaviors for the plug-in estimator, such as,…

Probability · Mathematics 2024-10-01 Zhenhong Yu , Yu Miao

The problem of Shannon entropy estimation in countable infinite alphabets is addressed from the study and use of convergence results of the entropy functional, which is known to be discontinuous with respect to the total variation distance…

Information Theory · Computer Science 2018-04-03 Jorge F. Silva

The statistical analysis of data stemming from dynamical systems, including, but not limited to, time series, routinely relies on the estimation of information theoretical quantities, most notably Shannon entropy. To this purpose, possibly…

Information Theory · Computer Science 2021-09-01 Leonardo Ricci , Alessio Perinelli , Michele Castelluzzo

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Andrea Somazzi , Diego Garlaschelli

We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…

Statistics Theory · Mathematics 2019-04-16 Rajarshi Mukherjee , Bodhisattva Sen

We present a new class of estimators of Shannon entropy for severely undersampled discrete distributions. It is based on a generalization of an estimator proposed by T. Schuermann, which itself is a generalization of an estimator proposed…

Information Theory · Computer Science 2021-11-30 Peter Grassberger

We have presented a new axiomatic derivation of Shannon Entropy for a discrete probability distribution on the basis of the postulates of additivity and concavity of the entropy function.We have then modified shannon entropy to take account…

Quantum Physics · Physics 2007-05-23 C. G. Chakrabarti , Indranil Chakrabarty

Shannon entropy is often a quantity of interest to linguists studying the communicative capacity of human language. However, entropy must typically be estimated from observed data because researchers do not have access to the underlying…

Computation and Language · Computer Science 2022-04-06 Aryaman Arora , Clara Meister , Ryan Cotterell

This monograph presents a unified treatment of single- and multi-user problems in Shannon's information theory where we depart from the requirement that the error probability decays asymptotically in the blocklength. Instead, the error…

Information Theory · Computer Science 2015-04-13 Vincent Y. F. Tan

In this paper we remark that Shannon entropy can be expressed as a function of the self-information (i.e. the logarithm) and the inverse of the Lambert $W$ function. It means that we consider that Shannon entropy has the trace form: $-k…

Statistical Mechanics · Physics 2019-07-05 Laurent Truffet

This research paper delves into the innovative integration of Shannon entropy and rough set theory, presenting a novel approach to generalize the evaluation approach in machine learning. The conventional application of entropy, primarily…

Machine Learning · Computer Science 2024-04-22 Olga Cherednichenko , Dmytro Chernyshov , Dmytro Sytnikov , Polina Sytnikova

The best-known and most commonly used distribution-property estimation technique uses a plug-in estimator, with empirical frequency replacing the underlying distribution. We present novel linear-time-computable estimators that significantly…

Statistics Theory · Mathematics 2019-03-06 Yi Hao , Alon Orlitsky

The Shannon entropy, one of the cornerstones of information theory, is widely used in physics, particularly in statistical mechanics. Yet its characterization and connection to physics remain vague, leaving ample room for misconceptions and…

Statistical Mechanics · Physics 2021-07-28 Gabriele Carcassi , Christine A. Aidala , Julian Barbour

This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

Statistics Theory · Mathematics 2025-12-03 Octavio César Mesner

The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair Entropy-Statistical Complexity for a large class…

Even if a probability distribution is properly normalizable, its associated Shannon (or von Neumann) entropy can easily be infinite. We carefully analyze conditions under which this phenomenon can occur. Roughly speaking, this happens when…

Statistical Mechanics · Physics 2013-04-04 Valentina Baccetti , Matt Visser

Shannon and Khinchin showed that assuming four information theoretic axioms the entropy must be of Boltzmann-Gibbs type, $S=-\sum_i p_i \log p_i$. Here we note that in physical systems one of these axioms may be violated. For non-ergodic…

Statistical Mechanics · Physics 2015-03-19 Stefan Thurner , Rudolf Hanel

The Shannon entropy is a fundamental measure for quantifying diversity and model complexity in fields such as information theory, ecology, and genetics. However, many existing studies assume that the number of species is known, an…

Methodology · Statistics 2026-02-23 Takato Hashino , Koji Tsukuda

We study an entropy measure for quantum systems that generalizes the von Neumann entropy as well as its classical counterpart, the Gibbs or Shannon entropy. The entropy measure is based on hypothesis testing and has an elegant formulation…

Quantum Physics · Physics 2014-02-19 F. Dupuis , L. Kraemer , P. Faist , J. M. Renes , R. Renner

We propose a new interpretation of measures of information and disorder by connecting these concepts to group theory in a new way. Entropy and group theory are connected here by their common relation to sets of permutations. A combinatorial…

Information Theory · Computer Science 2019-11-25 David J. Galas
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