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New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Andrew Barron

The relationship between three probability distributions and their maximizable entropy forms is discussed without postulating entropy property. For this purpose, the entropy I is defined as a measure of uncertainty of the probability…

Statistical Mechanics · Physics 2020-10-28 Qiuping A. Wang

Shannon's entropy and other entropy-based concepts are derived from the new, more general concept of relative divergence of one "grading' function on a linearly ordered set from another such function. The definition of relative divergence…

Probability · Mathematics 2019-03-14 Alexander Dukhovny

Prediction of events is the challenge in many different disciplines, from meteorology to finance; the more this task is difficult, the more a system is {\it complex}. Nevertheless, even according to this restricted definition, a general…

chao-dyn · Physics 2007-05-23 Maurizio Serva

The estimation of categorical distributions under marginal constraints summarizing some sample from a population in the most-generalizable way is key for many machine-learning and data-driven approaches. We provide a parameter-agnostic…

High Energy Physics - Theory · Physics 2023-11-17 Orestis Loukas , Ho Ryun Chung

Information theory establishes the fundamental limits on data transmission, storage, and processing. Quantum information theory unites information theoretic ideas with an accurate quantum-mechanical description of reality to give a more…

Quantum Physics · Physics 2017-02-01 Andrew W. Cross , Ke Li , Graeme Smith

Information is a precise concept that can be defined mathematically, but its relationship to what we call "knowledge" is not always made clear. Furthermore, the concepts "entropy" and "information", while deeply related, are distinct and…

Adaptation and Self-Organizing Systems · Physics 2016-03-03 Christoph Adami

Observational entropy is interpreted as the uncertainty an observer making measurements associates with a system. So far, properties that make such an interpretation possible rely on the assumption of ideal projective measurements. We show…

Quantum Physics · Physics 2023-12-11 Dominik Šafránek , Juzar Thingna

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Prasad Tetali

We define a generalized likelihood function based on uncertainty measures and show that maximizing such a likelihood function for different measures induces different types of classifiers. In the probabilistic framework, we obtain…

Machine Learning · Computer Science 2013-01-18 Loo-Nin Teow , Kia-Fock Loe

In this paper we formalize the notions of information elements and information lattices, first proposed by Shannon. Exploiting this formalization, we identify a comprehensive parallelism between information lattices and subgroup lattices.…

Information Theory · Computer Science 2007-10-08 Hua Li , Edwin K. P. Chong

We study the multiple definitions of the entropy production for discrete-time Markov processes in single systems and composite systems. These definitions have been studied in single systems, but less so in composite systems. With a clear…

Statistical Mechanics · Physics 2025-05-30 Masanao Igarashi

Filtering theory gives an explicit models for the flow of information and thereby quantifies the rates of change of information supplied to and dissipated from the filter's memory. Here we extend the analysis of Mitter and Newton from…

Mathematical Physics · Physics 2017-10-17 John E. Gough , Nina H. Amini

We address the excess entropy, which is a measure of complexity for stationary time series, from the ordinal point of view. We show that the permutation excess entropy is equal to the mutual information between two adjacent semi-infinite…

Chaotic Dynamics · Physics 2011-12-13 Taichi Haruna , Kohei Nakajima

Entropy measures of probability distributions are widely used measures in ecology, biology, genetics, and in other fields, to quantify species diversity of a community. Unfortunately, entropy-based diversity indices, or diversity indices…

Populations and Evolution · Quantitative Biology 2014-08-14 Karim T. Abou-Moustafa

The entropy maximum approach (Maxent) was developed as a minimization of the subjective uncertainty measured by the Boltzmann--Gibbs--Shannon entropy. Many new entropies have been invented in the second half of the 20th century. Now there…

Data Analysis, Statistics and Probability · Physics 2013-11-07 A. N. Gorban

A notion of morphism that is suitable for the sheaf-theoretic approach to contextuality is developed, resulting in a resource theory for contextuality. The key features involve using an underlying relation rather than a function between…

Quantum Physics · Physics 2019-01-30 Martti Karvonen

Information entropy is applied to the analysis of time series generated by dynamical systems. Complexity of a temporal or spatio-temporal signal is defined as the difference between the sum of entropies of the local linear regions of the…

Chaotic Dynamics · Physics 2009-11-10 Milan Rajkovic

Information theory provides a fundamental framework for the quantification of information flows through channels, formally Markov kernels. However, quantities such as mutual information and conditional mutual information do not necessarily…

Information Theory · Computer Science 2020-07-08 Nihat Ay

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein
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