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We propose a compression-based version of the empirical entropy of a finite string over a finite alphabet. Whereas previously one considers the naked entropy of (possibly higher order) Markov processes, we consider the sum of the…

Information Theory · Computer Science 2011-04-05 Paul M. B. Vitányi

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

We investigate the performance of entropy estimation methods, based either on block entropies or compression approaches, in the case of bidimensional sequences. We introduce a validation dataset made of images produced by a large number of…

Data Analysis, Statistics and Probability · Physics 2022-07-07 F. N. M. de Sousa Filho , V. G. Pereira de Sá , E. Brigatti

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

Estimating entropy production in continuous systems that can only be observed with a limited resolution remains an open problem in stochastic thermodynamics. Extant estimators based on the measurement of waiting-time distributions require…

Statistical Mechanics · Physics 2026-03-06 Jonas H. Fritz , Udo Seifert

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

Entropy production is arguably the most universally applicable measure of non-equilibrium behavior, particularly for systems coupled to a heat bath. This setting encompasses driven soft matter as well as biomolecular, biochemical, and…

Statistical Mechanics · Physics 2025-12-09 Udo Seifert

Motivated by the entropy computations relevant to the evaluation of decrease in entropy in bit reset operations, the authors investigate the deficit in an entropic inequality involving two independent random variables, one continuous and…

Information Theory · Computer Science 2018-09-21 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Murti V. Salapaka

A fundamental problem in analysis of complex systems is getting a reliable estimate of entropy of their probability distributions over the state space. This is difficult because unsampled states can contribute substantially to the entropy,…

Data Analysis, Statistics and Probability · Physics 2023-07-19 Damián G. Hernández , Ahmed Roman , Ilya Nemenman

We study the N-step binary stationary ergodic Markov chain and analyze its differential entropy. Supposing that the correlations are weak we express the conditional probability function of the chain through the pair correlation function and…

Statistical Mechanics · Physics 2015-06-24 S. S. Melnik , O. V. Usatenko

For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert

Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…

Probability · Mathematics 2025-03-21 Naveen Kumar , Ambesh Dixit , Vivek Vijay

Regularization of control policies using entropy can be instrumental in adjusting predictability of real-world systems. Applications benefiting from such approaches range from, e.g., cybersecurity, which aims at maximal unpredictability, to…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Menno van Zutphen , Giannis Delimpaltadakis , Maurice Heemels , Duarte Antunes

The entropy of a binary symmetric Hidden Markov Process is calculated as an expansion in the noise parameter epsilon. We map the problem onto a one-dimensional Ising model in a large field of random signs and calculate the expansion…

Information Theory · Computer Science 2009-11-11 O. Zuk , I. Kanter , E. Domany

In this paper we consider the convergence of the conditional entropy to the entropy rate for Markov chains. Convergence of certain statistics of long range dependent processes, such as the sample mean, is slow. It has been shown in Carpio…

Probability · Mathematics 2021-10-29 Andrew Feutrill , Matthew Roughan

Sequential recommender systems have achieved steady gains in offline accuracy, yet it remains unclear how close current models are to the intrinsic accuracy limit imposed by the data. A reliable, model-agnostic estimate of this ceiling…

Information Retrieval · Computer Science 2026-04-15 En Xu , Jingtao Ding , Yong Li

This paper addresses the problem of measuring complexity from embedded attractors as a way to characterize changes in the dynamical behaviour of different types of systems by observing their outputs. With the aim of measuring the stability…

Information Theory · Computer Science 2023-07-19 Julián D. Arias-Londoño , Juan I. Godino-Llorente

Measuring entropy production of a system directly from the experimental data is highly desirable since it gives a quantifiable measure of the time-irreversibility for non-equilibrium systems and can be used as a cost function to optimize…

Statistical Mechanics · Physics 2024-07-16 Prashant Singh , Karel Proesmans