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The recently developed matrix based Renyi's entropy enables measurement of information in data simply using the eigenspectrum of symmetric positive semi definite (PSD) matrices in reproducing kernel Hilbert space, without estimation of the…

Machine Learning · Statistics 2023-01-10 Tieliang Gong , Yuxin Dong , Shujian Yu , Bo Dong

The Matrix-based Renyi's entropy enables us to directly measure information quantities from given data without the costly probability density estimation of underlying distributions, thus has been widely adopted in numerous statistical…

Machine Learning · Statistics 2022-05-17 Yuxin Dong , Tieliang Gong , Shujian Yu , Chen Li

Conventional information-theoretic quantities assume access to probability distributions. Estimating such distributions is not trivial. Here, we consider function-based formulations of cross entropy that sidesteps this a priori estimation…

Information Theory · Computer Science 2021-09-27 Isaac J. Sledge , Jose C. Principe

R\'enyi entropy is an important measure in the context of information theory as a generalization of Shannon entropy. This information measure was often used for uncertainty quantification of dynamical behaviour of stochastic processes. In…

Statistics Theory · Mathematics 2025-10-28 Salah H. Abid , Uday J. Quaez , Javier E. Contreras-Reyescor

The R{\'e}nyi entropy is one of the important information measures that generalizes Shannon's entropy. The quantum R{\'e}nyi entropy has a fundamental role in quantum information theory, therefore, bounding this quantity is of vital…

Mathematical Physics · Physics 2016-09-26 Hadi Reisizadeh , S. Mahmoud Manjegani

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic…

Machine Learning · Computer Science 2014-09-03 Luis G. Sanchez Giraldo , Murali Rao , Jose C. Principe

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Probability · Mathematics 2018-01-23 Alois Pichler , Ruben Schlotter

Quantum information processing is limited, in practice, to efficiently implementable operations. This motivates the study of quantum divergences that preserve their operational meaning while faithfully capturing these computational…

Quantum Physics · Physics 2025-09-26 Álvaro Yángüez , Thomas A. Hahn , Jan Kochanowski

Data partitioning that maximizes/minimizes the Shannon entropy, or more generally the R\'enyi entropy is a crucial subroutine in data compression, columnar storage, and cardinality estimation algorithms. These partition algorithms can be…

Data Structures and Algorithms · Computer Science 2025-11-05 Aryan Esmailpour , Sanjay Krishnan , Stavros Sintos

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

There are no universally accepted definitions of R\'enyi conditional entropy and R\'enyi mutual information, although motivated by different applications, several definitions have been proposed in the literature. In this paper, we consider…

Information Theory · Computer Science 2025-11-05 Shi-Bing Li , Ke Li , Lei Yu

The matrix-based Renyi's \alpha-order entropy functional was recently introduced using the normalized eigenspectrum of a Hermitian matrix of the projected data in a reproducing kernel Hilbert space (RKHS). However, the current theory in the…

Information Theory · Computer Science 2019-08-01 Shujian Yu , Luis Gonzalo Sanchez Giraldo , Robert Jenssen , Jose C. Principe

Recursive Bayesian inference (RBI) provides optimal Bayesian latent variable estimates in real-time settings with streaming noisy observations. Active RBI attempts to effectively select queries that lead to more informative observations to…

Machine Learning · Computer Science 2021-03-11 Yeganeh M. Marghi , Aziz Kocanaogullari , Murat Akcakaya , Deniz Erdogmus

The singular value decomposition is widely used to approximate data matrices with lower rank matrices. Feng and He [Ann. Appl. Stat. 3 (2009) 1634-1654] developed tests on dimensionality of the mean structure of a data matrix based on the…

Statistics Theory · Mathematics 2014-02-28 Xingdong Feng , Xuming He

We propose in this paper a novel, information-theoretic method, called MaxEnt, for efficient data acquisition for low-rank matrix recovery. This proposed method has important applications to a wide range of problems, including image…

Methodology · Statistics 2019-01-30 Simon Mak , Yao Xie

The R\'enyi entropy is a mathematical generalization of the concept of entropy and it encodes the total information of a system as a funtion of its order parameter $\alpha$. The meaning of the R\'enyi entropy in physics is not completely…

General Physics · Physics 2015-10-15 Nicolò Masi

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

Information theoretic quantities play a central role in machine learning. The recent surge in the complexity of data and models has increased the demand for accurate estimation of these quantities. However, as the dimension grows the…

Machine Learning · Statistics 2024-05-21 Viktor Nilsson , Anirban Samaddar , Sandeep Madireddy , Pierre Nyquist

Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…

Machine Learning · Computer Science 2016-11-16 Hang Zhang , Fengyuan Zhu , Shixin Li
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