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Rare events attract more attention and interests in many scenarios of big data such as anomaly detection and security systems. To characterize the rare events importance from probabilistic perspective, the message importance measure (MIM)…

Information Theory · Computer Science 2019-01-07 Rui She , Shanyun Liu , Pingyi Fan

Accurately determining dependency structure is critical to discovering a system's causal organization. We recently showed that the transfer entropy fails in a key aspect of this---measuring information flow---due to its conflation of dyadic…

Information Theory · Computer Science 2017-11-22 Ryan G. James , James P. Crutchfield

Shannon Information theory has achieved great success in not only communication technology where it was originally developed for but also many other science and engineering fields such as machine learning and artificial intelligence.…

Computation and Language · Computer Science 2023-04-26 Arthur Jun Zhang

Expert finding is an information retrieval task concerned with the search for the most knowledgeable people, in some topic, with basis on documents describing peoples activities. The task involves taking a user query as input and returning…

Artificial Intelligence · Computer Science 2013-06-13 Catarina Moreira , Andreas Wichert

A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of the marginal distributions and the…

Statistical Mechanics · Physics 2020-04-22 Gil Ariel , Yoram Louzoun

The Shannon entropy of a random variable has much behaviour analogous to a signed measure. Previous work has explored this connection by defining a signed measure on abstract sets, which are taken to represent the information that different…

Information Theory · Computer Science 2025-05-28 Keenan J. A. Down , Pedro A. M. Mediano

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked…

Statistical Finance · Quantitative Finance 2018-08-01 Linda Ponta , Anna Carbone

Algorithmic entropy and Shannon entropy are two conceptually different information measures, as the former is based on size of programs and the later in probability distributions. However, it is known that, for any recursive probability…

Information Theory · Computer Science 2010-06-03 Andreia Teixeira , Andre Souto , Armando Matos , Luis Antunes

In the traditional art pricing models, the variables that capture the painting's content are often missing. Recent research starts to apply the computer graphic techniques to extract the information from the painting content. Most of the…

General Finance · Quantitative Finance 2020-11-19 Lan Ju , Zhiyong Tu , Changyong Xue

Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski

We deploy Shannon's information entropy to the distribution of branching fractions in a particle decay. This serves to quantify how important a given new reported decay channel is, from the point of view of the information that it adds to…

Information theory provides a mathematical foundation to measure uncertainty in belief. Belief is represented by a probability distribution that captures our understanding of an outcome's plausibility. Information measures based on…

Information Theory · Computer Science 2020-01-17 Jed A. Duersch , Thomas A. Catanach

Many of the traditional results in information theory, such as the channel coding theorem or the source coding theorem, are restricted to scenarios where the underlying resources are independent and identically distributed (i.i.d.) over a…

Quantum Physics · Physics 2009-06-28 Nilanjana Datta , Renato Renner

Information flow analysis is a powerful technique for reasoning about the sensitive information exposed by a program during its execution. While past work has proposed information theoretic metrics (e.g., Shannon entropy, min-entropy,…

Cryptography and Security · Computer Science 2010-09-22 Ji Zhu , Mudhakar Srivatsa

Traditional art pricing models often lack fine measurements of painting content. This paper proposes a new content measurement: the Shannon information quantity measured by the singular value decomposition (SVD) entropy of the painting…

Pricing of Securities · Quantitative Finance 2023-02-17 Jaehyuk Choi , Lan Ju , Jian Li , Zhiyong Tu

We revisit the well-studied problem of estimating the Shannon entropy of a probability distribution, now given access to a probability-revealing conditional sampling oracle. In this model, the oracle takes as input the representation of a…

Cryptography and Security · Computer Science 2022-06-03 Priyanka Golia , Brendan Juba , Kuldeep S. Meel

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

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yijun Ding , Amit Ashok

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

Statistical Mechanics · Physics 2017-09-13 S. E. Marzen , J. P. Crutchfield

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