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The Kullback-Leibler (KL) divergence is a foundational measure for comparing probability distributions. Yet in multivariate settings, its single value often obscures the underlying reasons for divergence, conflating mismatches in individual…

Other Computer Science · Computer Science 2025-05-06 William Cook

In this work we introduce a family of transformations, named \textit{divergence transformations}, interpolating between any pair of probability density functions sharing the same support. We prove the remarkable property that the whole…

Mathematical Physics · Physics 2025-12-15 Razvan Gabriel Iagar , David Puertas-Centeno , Elio V. Toranzo

We analyze dynamical properties of the Shannon information entropy of a continuous probability distribution, which is driven by a standard diffusion process. This entropy choice is confronted with another option, employing the conditional…

Statistical Mechanics · Physics 2016-08-31 Piotr Garbaczewski

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

Diffusive molecular dynamics is a novel model for materials with atomistic resolution that can reach diffusive time scales. The main ideas of diffusive molecular dynamics are to first minimize an approximate variational Gaussian free energy…

Numerical Analysis · Mathematics 2015-06-09 Gideon Simpson , Mitchell Luskin , David J. Srolovitz

We consider the asymptotic behavior of posterior distributions if the model is misspecified. Given a prior distribution and a random sample from a distribution $P_0$, which may not be in the support of the prior, we show that the posterior…

Statistics Theory · Mathematics 2007-06-13 B. J. K. Kleijn , A. W. van der Vaart

We studied the Sharma-Mittal relative entropy and showed that its physical meaning is the free energy difference between the off-equilibrium and equilibrium distributions. Unfortunately, Sharma-Mittal relative entropy may acquire this…

Statistical Mechanics · Physics 2007-05-23 E. Akturk , G. B. Bagci , R. Sever

We present first measure of quantum correlation of an ensemble of multiparty states. It is based on the idea of minimal entropy production in a locally distinguishable basis measurement. It is shown to be a relative entropy distance from a…

Quantum Physics · Physics 2009-10-29 Michal Horodecki , Aditi Sen De , Ujjwal Sen

Relative entropy serves as a cornerstone concept in quantum information theory. In this work, we study relative entropy of random states from major generic state models of Hilbert-Schmidt and Bures-Hall ensembles. In particular, we derive…

Mathematical Physics · Physics 2026-05-28 Lu Wei

Multi-modality imaging is widely used in clinical practice and biomedical research to gain a comprehensive understanding of an imaging subject. Currently, multi-modality imaging is accomplished by post hoc fusion of independently…

Image and Video Processing · Electrical Eng. & Systems 2024-10-01 Lingting Zhu , Yizheng Chen , Lianli Liu , Lei Xing , Lequan Yu

The maximum entropy formalism developed by Jaynes determines the relevant ensemble in nonequilibrium statistical mechanics by maximising the entropy functional subject to the constraints imposed by the available information. We present an…

Mathematical Physics · Physics 2014-02-27 M. Meléndez , P. Español

In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…

Data Structures and Algorithms · Computer Science 2007-07-13 Sudipto Guha , Andrew McGregor , Suresh Venkatasubramanian

The well-being of individuals in a crowd is interpreted as a product of the crossover of individuals from heterogeneous communities, which may occur via interactions with other crowds. The index moving-direction entropy corresponding to the…

General Economics · Economics 2023-12-06 Yukio Ohsawa , Sae Kondo , Yi Sun , Kaira Sekiguchi

We define a measure of redundant information based on projections in the space of probability distributions. Redundant information between random variables is information that is shared between those variables. But in contrast to mutual…

Information Theory · Computer Science 2013-05-30 Malte Harder , Christoph Salge , Daniel Polani

In the last decade, recent successes in deep clustering majorly involved the mutual information (MI) as an unsupervised objective for training neural networks with increasing regularisations. While the quality of the regularisations have…

Mutual information (MI) is a fundamental measure of statistical dependence, with a myriad of applications to information theory, statistics, and machine learning. While it possesses many desirable structural properties, the estimation of…

Information Theory · Computer Science 2021-10-19 Ziv Goldfeld , Kristjan Greenewald

Multiple imputation (MI) inference handles missing data by imputing the missing values $m$ times, and then combining the results from the $m$ complete-data analyses. However, the existing method for combining likelihood ratio tests (LRTs)…

Statistics Theory · Mathematics 2022-01-03 Kin Wai Chan , Xiao-Li Meng

We define Persistent Mutual Information (PMI) as the Mutual (Shannon) Information between the past history of a system and its evolution significantly later in the future. This quantifies how much past observations enable long term…

Adaptation and Self-Organizing Systems · Physics 2015-03-13 R. C. Ball , M. Diakonova , R. S. MacKay

This paper addresses the problem of summarizing the posterior distributions that typically arise, in a Bayesian framework, when dealing with signal decomposition problems with unknown number of components. Such posterior distributions are…

Computation · Statistics 2011-11-29 Alireza Roodaki , Julien Bect , Gilles Fleury

Entropy is the measure of uncertainty in any data and is adopted for maximisation of mutual information in many remote sensing operations. The availability of wide entropy variations motivated us for an investigation over the suitability…

Computer Vision and Pattern Recognition · Computer Science 2014-05-25 Dr. S. K. Katiyar , Arun P. V.