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Related papers: A Scalable Shannon Entropy Estimator

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Constrained stochastic nonlinear optimization problems have attracted significant attention for their ability to model complex real-world scenarios in physics, economics, and biology. As datasets continue to grow, online inference methods…

Machine Learning · Statistics 2025-05-27 Xinchen Du , Wanrong Zhu , Wei Biao Wu , Sen Na

We propose a method to derive the stationary size distributions of a system, and the degree distributions of networks, using maximisation of the Gibbs-Shannon entropy. We apply this to a preferential attachment-type algorithm for systems of…

Physics and Society · Physics 2020-03-17 Cornelia Metzig , Caroline Colijn

Ranked set sampling is a sampling design which has a wide range of applications in industrial statistics, and environmental and ecological studies, etc.. It is well known that ranked set samples provide more Fisher information than simple…

Statistics Theory · Mathematics 2013-01-21 Mohammad Jafari Jozani , Jafar Ahmadi

We consider the information flow on a system's observable $X$ corresponding to a positive-operator valued measure under a quantum measurement process $Y$ described by a completely positive instrument from the viewpoint of the relative…

Quantum Physics · Physics 2015-04-07 Yui Kuramochi , Masahito Ueda

Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…

Portfolio Management · Quantitative Finance 2018-07-03 Nathan Lassance , Frédéric Vrins

With the advent of massive data outputs at a regular rate, admittedly, signal processing technology plays an increasingly key role. Nowadays, signals are not merely restricted to physical sources, they have been extended to digital sources…

Information Theory · Computer Science 2015-07-28 Yi Lu

The information content of a source is defined in terms of the minimum number of bits needed to store the output of the source in a perfectly recoverable way. A similar definition can be given in the case of quantum sources, with qubits…

Quantum Physics · Physics 2023-04-03 Paolo Perinotti , Alessandro Tosini , Leonardo Vaglini

In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…

Data Structures and Algorithms · Computer Science 2007-07-13 Sudipto Guha , Andrew McGregor , Suresh Venkatasubramanian

Estimating properties of quantum states, such as fidelities, molecular energies, and correlation functions, is a fundamental task in quantum information science. Due to the limitation of practical quantum devices, including limited circuit…

Quantum Physics · Physics 2025-10-17 Bujiao Wu , Lingyu Kong , Yuxuan Yan , Fuchuan Wei , Zhenhuan Liu

This thesis consolidates, improves and extends the smooth entropy framework for non-asymptotic information theory and cryptography. We investigate the conditional min- and max-entropy for quantum states, generalizations of classical R\'enyi…

Quantum Physics · Physics 2015-03-20 Marco Tomamichel

In this work, we develop an importance sampling estimator by coupling the reduced-order model and the generative model in a problem setting of uncertainty quantification. The target is to estimate the probability that the quantity of…

Machine Learning · Statistics 2024-12-20 Xiaoliang Wan , Shuangqing Wei

This paper considers the problem of sequential empirical coordination, where the objective is to achieve a given value of the expected uniform deviation between state-action empirical averages and statistical expectations under a given…

Information Theory · Computer Science 2018-06-12 Ehsan Shafieepoorfard , Maxim Raginsky

In this paper, I expand Shannon's definition of entropy into a new form of entropy that allows integration of information from different random events. Shannon's notion of entropy is a special case of my more general definition of entropy.…

Machine Learning · Computer Science 2008-11-04 Stefan Jaeger

Fisher information and Shannon entropy are fundamental tools for understanding and analyzing dynamical systems from complementary perspectives. They can characterize unknown parameters by quantifying the information contained in variables,…

Information Theory · Computer Science 2025-12-19 Yuxuan Bao , J. Nathan Kutz

The major problem in information theoretic analysis of neural responses and other biological data is the reliable estimation of entropy--like quantities from small samples. We apply a recently introduced Bayesian entropy estimator to…

Data Analysis, Statistics and Probability · Physics 2009-09-29 Ilya Nemenman , William Bialek , Rob de Ruyter van Steveninck

Shannon entropy ($S$), Fisher information ($I$) and a measure equivalent to Fisher-Shannon complexity $(C_{IS})$ of a ro-vibrational state of diatomic molecules (O$_2$, O$_2^+$, NO, NO$^+$) with generalized Kratzer potential is analyzed.…

Quantum Physics · Physics 2019-04-15 Sangita Majumdar , Neetik Mukherjee , Amlan K. Roy

This paper is on developing some computer-assisted proof methods involving non-classical inequalities for Shannon entropy. Two areas of the applications of information inequalities are studied: Secret sharing schemes and hat guessing games.…

Information Theory · Computer Science 2023-10-19 Emirhan Gürpınar

We analyze dynamical properties of the Shannon information entropy of a continuous probability distribution, which is driven by a standard diffusion process. This entropy choice is confronted with another option, employing the conditional…

Statistical Mechanics · Physics 2016-08-31 Piotr Garbaczewski

One of the open problems in the field of forward uncertainty quantification (UQ) is the ability to form accurate assessments of uncertainty having only incomplete information about the distribution of random inputs. Another challenge is to…

Numerical Analysis · Mathematics 2020-08-25 Ling Guo , Akil Narayan , Yongle Liu , Tao Zhou

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
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