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The asymptotic correspondence between the probability mass function of the $q$-deformed multinomial distribution and the $q$-generalised Kullback-Leibler divergence, also known as Tsallis relative entropy, is established. The probability…

Statistical Mechanics · Physics 2025-03-10 Keisuke Okamura

The necessary information to distinguish a local inhomogeneous mass density field from its spatial average on a compact domain of the universe can be measured by relative information entropy. The Kullback-Leibler (KL) formula arises very…

General Relativity and Quantum Cosmology · Physics 2016-04-28 Viktor G. Czinner , Filipe C. Mena

I present a new approach for the interpretation of reaction time (RT) data from behavioral experiments. From a physical perspective, the entropy of the RT distribution provides a model-free estimate of the amount of processing performed by…

Neurons and Cognition · Quantitative Biology 2009-08-24 Fermín Moscoso del Prado Martín

This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…

Information Theory · Computer Science 2026-03-16 Siang Cheng , Hejun Xu , Tianxiao Pang

It is well known that in Information Theory and Machine Learning the Kullback-Leibler divergence, which extends the concept of Shannon entropy, plays a fundamental role. Given an {\it a priori} probability kernel $\hat{\nu}$ and a…

Dynamical Systems · Mathematics 2021-06-04 Artur O. Lopes , Jairo K. Mengue

We give a new characterization of relative entropy, also known as the Kullback-Leibler divergence. We use a number of interesting categories related to probability theory. In particular, we consider a category FinStat where an object is a…

Information Theory · Computer Science 2017-08-22 John C. Baez , Tobias Fritz

Any physical system can be viewed from the perspective that information is implicitly represented in its state. However, the quantification of this information when it comes to complex networks has remained largely elusive. In this work, we…

Physics and Society · Physics 2016-12-23 Manlio De Domenico , Jacob Biamonte

By subjecting a dynamical system to a series of short pulses and varying several time delays we can obtain multidimensional characteristic measures of the system. Multidimensional Kullback-Leibler response function (KLRF), which are based…

Statistical Mechanics · Physics 2010-03-24 Saar Rahav , Shaul Mukamel

R\'enyi divergence is related to R\'enyi entropy much like information divergence (also called Kullback-Leibler divergence or relative entropy) is related to Shannon's entropy, and comes up in many settings. It was introduced by R\'enyi as…

Information Theory · Computer Science 2010-05-28 Tim van Erven , Peter Harremoës

Information estimates such as the ``direct method'' of Strong et al. (1998) sidestep the difficult problem of estimating the joint distribution of response and stimulus by instead estimating the difference between the marginal and…

Neurons and Cognition · Quantitative Biology 2008-07-19 Vincent Q. Vu , Bin Yu , Robert E. Kass

Here, we investigate the uncertainty of dynamical observables in classical systems manipulated by repeated measurements and feedback control; the precision should be enhanced in the presence of an external controller but limited by the…

Statistical Mechanics · Physics 2020-01-23 Tan Van Vu , Yoshihiko Hasegawa

Mutual Information (MI) is a fundamental measure of statistical dependence widely used in representation learning. While direct optimization of MI via its definition as a Kullback-Leibler divergence (KLD) is often intractable, many recent…

Machine Learning · Computer Science 2026-03-18 Reuben Dorent , Polina Golland , William Wells

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

This paper provides a unified perspective for the Kullback-Leibler (KL)-divergence and the integral probability metrics (IPMs) from the perspective of maximum likelihood density-ratio estimation (DRE). Both the KL-divergence and the IPMs…

Machine Learning · Computer Science 2022-02-01 Masahiro Kato , Masaaki Imaizumi , Kentaro Minami

Recently, renormalized entropy was proposed as a novel measure of relative entropy (P. Saparin et al., Chaos, Solitons & Fractals 4, 1907 (1994)) and applied to several physiological time sequences, including EEGs of patients with epilepsy.…

Biological Physics · Physics 2016-09-08 R. Quian Quiroga , J. Arnhold , K. Lehnertz , P. Grassberger

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

This paper proposes an impulse response modeling in presence of input and noisy output of a linear time-invariant (LTI) system. The approach utilizes Relative Entropy (RE) to choose the optimum impulse response estimate, optimum time delay…

Information Theory · Computer Science 2023-10-05 Mahdi Shamsi , Soosan Beheshti

Trajectory Inference (TI) seeks to recover latent dynamical processes from snapshot data, where only independent samples from time-indexed marginals are observed. In applications such as single-cell genomics, destructive measurements make…

Machine Learning · Computer Science 2026-04-23 Chao Wang , Luca Nepote , Giulio Franzese , Pietro Michiardi

Phase-amplitude coupling is a phenomenon observed in several neurological processes, where the phase of one signal modulates the amplitude of another signal with a distinct frequency. The modulation index (MI) is a common technique used to…

Methodology · Statistics 2023-10-10 Marco Antonio Pinto-Orellana , Hernando Ombao , Beth Lopour

In this work we introduce the randomness which is truly quantum mechanical in nature arising as an act of measurement. For a composite classical system we have the joint entropy to quantify the randomness present in the total system and…

Quantum Physics · Physics 2018-05-25 Indranil Chakrabarty , Abhishek Deshpande , Sourav Chatterjee