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Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…

Statistics Theory · Mathematics 2026-02-16 Nicholas G. Polson , Daniel Zantedeschi

Entropy is a fundamental property of both classical and quantum systems, spanning myriad theoretical and practical applications in physics and computer science. We study the problem of obtaining estimates to within a multiplicative factor…

Quantum Physics · Physics 2021-11-23 Tom Gur , Min-Hsiu Hsieh , Sathyawageeswar Subramanian

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

The diversity of a community that cannot be fully counted must be inferred. The two preeminent inference methods are the MaxEnt method, which uses information in the form of constraints and Bayes' rule which uses information in the form of…

Methodology · Statistics 2008-08-25 Adom Giffin

We introduce a new measure of interdependence among the components of a random vector along the main diagonal of the vector copula, i.e. along the line $u_{1}=\ldots=u_{J}$, for $\left(u_{1},\ldots,u_{J}\right)\in\left[0,1\right]^{J}$. Our…

Methodology · Statistics 2014-08-29 Jhan Rodríguez , András Bárdossy

The definition of weighted entropy allows for easy calculation of the entropy of the mixture of measures. In this paper we investigate the problem of equivalent definition of the general entropy function in weighted form. We show that under…

Information Theory · Computer Science 2013-05-15 Marek Śmieja

In "Reliable Communication in the Absence of a Common Clock" (Yeung et al., 2009), the authors introduce general run-length sets, which form a class of constrained systems that permit run-lengths from a countably infinite set. For a…

Information Theory · Computer Science 2010-01-14 Georg Böcherer , Rudolf Mathar , Valdemar Cardoso da Rocha Junior , Cecilio Pimentel

We give a categorical treatment, in the spirit of Baez and Fritz, of relative entropy for probability distributions defined on standard Borel spaces. We define a category suitable for reasoning about statistical inference on standard Borel…

Information Theory · Computer Science 2024-02-14 Nicolas Gagne , Prakash Panangaden

Entropies must correspond to mean values for them to be measurable. The Shannon entropy corresponds to the weighted arithmetic mean, whereas the Renyi entropy corresponds to the exponential mean. These means refer to code lengths, which are…

Statistical Mechanics · Physics 2011-10-25 B. H. Lavenda

We prove a variety of new and refined uniform continuity bounds for entropies of both classical random variables on an infinite state space and of quantum states of infinite-dimensional systems. We obtain the first tight continuity estimate…

Quantum Physics · Physics 2024-11-20 Simon Becker , Nilanjana Datta , Michael G. Jabbour

We investigate \emph{magnitude} as a new unary and strictly Pareto-compliant quality indicator for finite approximation sets to the Pareto front in multiobjective optimization. Magnitude originates in enriched category theory and metric…

Optimization and Control · Mathematics 2026-04-21 Michael T. M. Emmerich

We consider the uncertainty between two pairs of local projective measurements performed on a multipartite system. We show that the optimal bound in any linear uncertainty relation, formulated in terms of the Shannon entropy, is additive.…

Quantum Physics · Physics 2018-03-28 Rene Schwonnek

Uncertainty quantification is a key aspect in many tasks such as model selection/regularization, or quantifying prediction uncertainties to perform active learning or OOD detection. Within credal approaches that consider modeling…

Machine Learning · Computer Science 2026-03-26 Tuan-Anh Vu , Sébastien Destercke , Frédéric Pichon

The concept of Relative Divergence of one Grading Function from another is extended from totally ordered chains to power sets of finite event spaces. Shannon Entropy concept is extended to normalized grading functions on such power sets.…

Probability · Mathematics 2022-07-15 Alexander Dukhovny

We quantify a social organization's potentiality, that is its ability to attain different configurations. The organization is represented as a network in which nodes correspond to individuals and (multi-)edges to their multiple…

Physics and Society · Physics 2019-09-18 Christian Zingg , Giona Casiraghi , Giacomo Vaccario , Frank Schweitzer

This article provides a completion to theories of information based on entropy, resolving a longstanding question in its axiomatization as proposed by Shannon and pursued by Jaynes. We show that Shannon's entropy function has a…

Information Theory · Computer Science 2015-04-14 Frank Lad , Giuseppe Sanfilippo , Gianna Agrò

By a Cantor-like measure we mean the unique self-similar probability measure $\mu $ satisfying $\mu =\sum_{i=0}^{m-1}p_{i}\mu \circ S_{i}^{-1}$ where $% S_{i}(x)=\frac{x}{d}+\frac{i}{d}\cdot \frac{d-1}{m-1}$ for integers $2\leq d<m\le 2d-1$…

Metric Geometry · Mathematics 2018-10-02 Kathryn E. Hare , Kevin G. Hare , Brian P. M. Morris , Wanchun Shen

Quantum information-theoretic approach has been identified as a way to understand the foundations of quantum mechanics as early as 1950 due to Shannon. However there hasn't been enough advancement or rigorous development of the subject. In…

Quantum Physics · Physics 2018-07-04 Shubhayan Sarkar

Epistemic uncertainty arises in lack of complete knowledge about the state of a system. There are multiple mathematical frameworks for measuring such uncertainty quantitatively, often referred to as imprecise probability theories. Inspired…

Category Theory · Mathematics 2026-03-05 Torgeir Aambø

In this simple article, with possible applications in theoretical and applied physics, we suggest an original way to derive the expression of Shannon's entropy from a purely variational approach,using constraints. Based on the work of Edwin…

Statistical Mechanics · Physics 2021-07-13 Thomas Cailleteau