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Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…

Data Analysis, Statistics and Probability · Physics 2021-03-08 José M. Amigó , Roberto Dale , Piergiulio Tempesta

Recently, a new type of set, named as random permutation set (RPS), is proposed by considering all the permutations of elements in a certain set. For measuring the uncertainty of RPS, the entropy of RPS is presented. However, the maximum…

Information Theory · Computer Science 2022-03-24 Jixiang Deng , Yong Deng

It is well known that to estimate the Shannon entropy for symbolic sequences accurately requires a large number of samples. When some aspects of the data are known it is plausible to attempt to use this to more efficiently compute entropy.…

Data Analysis, Statistics and Probability · Physics 2018-05-18 Andrew D. Back , Daniel Angus , Janet Wiles

Although compartmental dynamical systems are used in many different areas of science, model selection based on the maximum entropy principle (MaxEnt) is challenging because of the lack of methods for quantifying the entropy for this type of…

Information Theory · Computer Science 2023-08-23 Holger Metzler , Carlos A. Sierra

Claude Shannon coined entropy to quantify the uncertainty of a random distribution for communication coding theory. We observe that the uncertainty nature of entropy also limits its direct usage in mathematical modeling. Therefore we…

Information Theory · Computer Science 2023-04-26 Arthur Jun Zhang

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Andrea Somazzi , Diego Garlaschelli

We investigate the relative information efficiency of financial markets by measuring the entropy of the time series of high frequency data. Our tool to measure efficiency is the Shannon entropy, applied to 2-symbol and 3-symbol…

Statistical Finance · Quantitative Finance 2016-09-15 Lucio Maria Calcagnile , Fulvio Corsi , Stefano Marmi

Distributed systems, such as biological and artificial neural networks, process information via complex interactions engaging multiple subsystems, resulting in high-order patterns with distinct properties across scales. Investigating how…

Information Theory · Computer Science 2025-04-23 Aaron J. Gutknecht , Fernando E. Rosas , David A. Ehrlich , Abdullah Makkeh , Pedro A. M. Mediano , Michael Wibral

Reliable data-driven estimation of Shannon entropy from small data sets, where the number of examples is potentially smaller than the number of possible outcomes, is a critical matter in several applications. In this paper, we introduce a…

Machine Learning · Computer Science 2025-12-12 Gabriel F. A. Bastos , Jugurta Montalvão

Estimating the entropy based on data is one of the prototypical problems in distribution property testing and estimation. For estimating the Shannon entropy of a distribution on $S$ elements with independent samples, [Paninski2004] showed…

Machine Learning · Computer Science 2018-09-25 Yanjun Han , Jiantao Jiao , Chuan-Zheng Lee , Tsachy Weissman , Yihong Wu , Tiancheng Yu

Uncertainty relations are central to quantum physics. While they were originally formulated in terms of variances, they have later been successfully expressed with entropies following the advent of Shannon information theory. Here, we…

Quantum Physics · Physics 2019-05-01 Anaelle Hertz , Nicolas J. Cerf

Entropic measures provide analytic tools to help us understand correlation in quantum systems. In our previous work, we calculated linear entropy and von Neumann entropy as entanglement measures for the ground state and lower lying excited…

Quantum Physics · Physics 2015-07-21 Chien-Hao Lin , Yew Kam Ho

The entropic region is formed by the collection of the Shannon entropies of all subvectors of finitely many jointly distributed discrete random variables. For four or more variables, the structure of the entropic region is mostly unknown.…

Information Theory · Computer Science 2026-03-04 E. P. Csirmaz , L. Csirmaz

Recently, the Shannon entropy, which was introduced originally as a measure of information amount, has been widely used as a useful index of various diversities such as biodiversity and geodiversity. In this work we have evaluated the…

Data Analysis, Statistics and Probability · Physics 2009-05-19 Tetsuo Yabuki , Yumi Matsumura , Yoko Nakatani

The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs be obtained from the data sample itself. We propose a semi-parametric…

Methodology · Statistics 2022-01-06 Stéphane Robin , Luca Scrucca

Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…

Information Theory · Computer Science 2017-01-04 Günther Koliander , Georg Pichler , Erwin Riegler , Franz Hlawatsch

Entropic measures of complexity are able to quantify the information encoded in complex network structures. Several entropic measures have been proposed in this respect. Here we study the relation between the Shannon entropy and the Von…

Disordered Systems and Neural Networks · Physics 2011-09-30 Kartik Anand , Ginestra Bianconi , Simone Severini

Entropy or information is a fundamental quantity contained in a system in statistical mechanics and information theory. In this paper, a definition of classical information entropy of parton distribution functions is suggested. The…

High Energy Physics - Phenomenology · Physics 2024-05-28 Rong Wang

In this paper, some general properties of Shannon information measures are investigated over sets of probability distributions with restricted marginals. Certain optimization problems associated with these functionals are shown to be…

Information Theory · Computer Science 2020-08-13 Mladen Kovačević , Ivan Stanojević , Vojin Šenk

The R\'enyi entropy is a generalization of the Shannon entropy and is widely used in mathematical statistics and applied sciences for quantifying the uncertainty in a probability distribution. We consider estimation of the quadratic R\'enyi…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Nikolaj Leonenko , Oleg Seleznjev