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We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David H. Wolpert , David R. Wolf

Statistical evaluation aims to estimate the generalization performance of a model using held-out i.i.d.\ test data sampled from the ground-truth distribution. In supervised learning settings such as classification, performance metrics such…

Machine Learning · Computer Science 2026-04-08 Shashaank Aiyer , Yishay Mansour , Shay Moran , Han Shao

Around the mean dimensions and rate-distortion functions, using some tools from local entropy theory this paper establishes the following main results: $(1)$ We prove that for non-ergodic measures associated with almost sure processes, the…

Dynamical Systems · Mathematics 2025-10-10 Rui Yang

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

Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…

Statistics Theory · Mathematics 2019-01-31 Salah H. Abid , Uday J. Quaez

This work investigates three aspects: (a) a network vulnerability as the non-uniform vulnerable-host distribution, (b) threats, i.e., intelligent malwares that exploit such a vulnerability, and (c) defense, i.e., challenges for fighting the…

Cryptography and Security · Computer Science 2008-09-08 Zesheng Chen , Chuanyi Ji

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

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

Information Theory · Computer Science 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

We introduce a divergence measure between data distributions based on operators in reproducing kernel Hilbert spaces defined by kernels. The empirical estimator of the divergence is computed using the eigenvalues of positive definite Gram…

Machine Learning · Computer Science 2023-05-31 Jhoan Keider Hoyos Osorio , Oscar Skean , Austin J. Brockmeier , Luis Gonzalo Sanchez Giraldo

Position and momentum information measures are evaluated for the ground state of the \emph{relativistic} hydrogen-like atoms. Consequences of the fact that the radial momentum operator is not self-adjoint are explicitly studied, exhibiting…

Atomic Physics · Physics 2009-02-24 K. D. Sen , Jacob Katriel

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

This paper gives improved R\'{e}nyi entropy power inequalities (R-EPIs). Consider a sum $S_n = \sum_{k=1}^n X_k$ of $n$ independent continuous random vectors taking values on $\mathbb{R}^d$, and let $\alpha \in [1, \infty]$. An R-EPI…

Information Theory · Computer Science 2016-07-21 Eshed Ram , Igal Sason

The R\'enyi and Shannon entropies are information-theoretic measures which have enabled to formulate the position-momentum uncertainty principle in a much more adequate and stringent way than the (variance-based) Heisenberg-like relation.…

Quantum Physics · Physics 2013-05-24 Pablo Sánchez-Moreno , Steeve Zozor , Jesus S. Dehesa

Using R\'enyi entropy, a possible thermostatistics for nonextensive systems is discussed. We show that it is possible to get the $q$-exponential distribution function for nonextensive systems having nonadditive energy but additive entropy.…

Statistical Mechanics · Physics 2007-05-23 Qiuping A. Wang

The entropy of probability distribution defined by Shannon has several extensions. R\'enyi entropy is one of the general extensions of Shannon entropy and is widely used in engineering, physics, and so on. On the other hand, the quantum…

Mathematical Physics · Physics 2019-09-04 Farrukh Mukhamedov , Kyouhei Ohmura , Noboru Watanabe

In this note, we provide analytic expressions for the R\'enyi common information of orders in $(1,\infty)$ for the doubly symmetric binary source (DSBS). Until now, analytic expressions for the R\'enyi common information of all orders in…

Information Theory · Computer Science 2024-07-09 Lei Yu

While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, up to now Shannon's entropy power inequality (EPI) is an exception: Existing information theoretic proofs of the…

Information Theory · Computer Science 2016-11-17 Olivier Rioul

Learning directionality between variables is crucial yet challenging, especially for mechanistic relationships without a priori ordering assumptions. We propose a coefficient of asymmetry to quantify directional asymmetry using Shannon's…

Methodology · Statistics 2025-11-11 Soumik Purkayastha , Peter X. -K. Song

The problem of Shannon entropy estimation in countable infinite alphabets is addressed from the study and use of convergence results of the entropy functional, which is known to be discontinuous with respect to the total variation distance…

Information Theory · Computer Science 2018-04-03 Jorge F. Silva

We propose a new way to measure inequalities such as the glass ceiling effect in attributed networks. Existing measures typically rely solely on node degree distribution or degree assortativity, but our approach goes beyond these measures…

Social and Information Networks · Computer Science 2023-03-20 Rui Luo , Buddhika Nettasinghe , Vikram Krishnamurthy