English
Related papers

Related papers: Entropy estimators for Markovian sequences: A comp…

200 papers

Markov categories are a novel framework to describe and treat problems in probability and information theory. In this work we combine the categorical formalism with the traditional quantitative notions of entropy, mutual information, and…

Information Theory · Computer Science 2024-04-15 Paolo Perrone

Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…

Statistical Mechanics · Physics 2015-06-12 Bruno Leggio , Anna Napoli , Heinz-Peter Breuer , Antonino Messina

In nonlinear dynamics, and to a lesser extent in other fields, a widely used measure of complexity is the Permutation Entropy. But there is still no known method to determine the accuracy of this measure. There has been little research on…

Methodology · Statistics 2017-11-22 Francisco Traversaro , Francisco Redelico

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

Traditional thermodynamic trade-off relations usually apply to quantities that depend linearly on probability distributions. In contrast, many important information-theoretic measures, such as entropies, are nonlinear and therefore…

Statistical Mechanics · Physics 2026-02-17 Yoshihiko Hasegawa

Observing stochastic trajectories with rare transitions between states, practically undetectable on time scales accessible to experiments, makes it impossible to directly quantify the entropy production and thus infer whether and how far…

Statistical Mechanics · Physics 2025-12-15 Marco Baiesi , Tomohiro Nishiyama , Gianmaria Falasco

We investigate the irreversible entropy production of a qubit in contact with an environment modelled by a microscopic collision model both in Markovian and non-Markovian regimes. Our main goal is to contribute to the discussions on the…

Quantum Physics · Physics 2022-06-15 Hüseyin T. Şenyaşa , Şahinde Kesgin , Göktuğ Karpat , Barış Çakmak

Quantification of information content and its temporal variation in intracellular calcium spike trains in neurons helps one understand functions such as memory, learning, and cognition. Such quantification could also reveal pathological…

Signal Processing · Electrical Eng. & Systems 2021-02-02 Sathish Ande , Srinivas Avasarala , Jayanth R Regatti , Neha Pandey , Sarpras Swain , Ajith Karunarathne , Lopamudra Giri , Soumya Jana

We investigate the concept of entropy in probabilistic theories more general than quantum mechanics, with particular reference to the notion of information causality recently proposed by Pawlowski et. al. (arXiv:0905.2992). We consider two…

The paper provides an overview of the theory and applications of risk-sensitive Markov decision processes. The term 'risk-sensitive' refers here to the use of the Optimized Certainty Equivalent as a means to measure expectation and risk.…

Risk Management · Quantitative Finance 2025-09-23 Nicole Bäuerle , Anna Jaśkiewicz

The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…

Chemical Physics · Physics 2016-02-03 Benjamin Trendelkamp-Schroer , Frank Noe

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

Statistical Mechanics · Physics 2026-01-19 Alexander M. Maier , Jonas H. Fritz , Udo Seifert

The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order…

Statistics Theory · Mathematics 2026-03-10 Somnath Mandal , Lakshmi Kanta Patra

Conditional differential entropy provides an intuitive measure for relatively ranking time-series complexity by quantifying uncertainty in future observations given past context. However, its direct computation for high-dimensional…

Signal Processing · Electrical Eng. & Systems 2025-10-24 Jacob Ayers , Richard Hahnloser , Julia Ulrich , Lothar Sebastian Krapp , Remo Nitschke , Sabine Stoll , Balthasar Bickel , Reinhard Furrer

This paper introduces an objective metric for evaluating a parsing scheme. It is based on Shannon's original work with letter sequences, which can be extended to part-of-speech tag sequences. It is shown that this regular language is an…

cmp-lg · Computer Science 2008-02-03 Caroline Lyon , Stephen Brown

The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…

Other Statistics · Statistics 2017-07-05 G. Corso , T. L. Prado , G. Z. dos S. Lima , S. R. Lopes

The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…

Data Structures and Algorithms · Computer Science 2014-11-11 Ognjen Arandjelovic , Duc-Son Pham , Svetha Venkatesh

The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…

Computation · Statistics 2017-10-11 Brendon J. Brewer

In this paper, we present a novel method for computing the relative entropy as well as the expected relative entropy using an MCMC chain. The relative entropy from information theory can be used to quantify differences in posterior…

Cosmology and Nongalactic Astrophysics · Physics 2019-04-29 Ahmad Mehrabi , A. Ahmadi

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong
‹ Prev 1 4 5 6 7 8 10 Next ›