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In this work we use the extremization method of various information-theoretic measures (Fisher information, Shannon entropy, Tsallis entropy) for $d$-dimensional quantum systems, which complementary describe the spreading of the quantum…

Quantum Physics · Physics 2016-10-07 I. V. Toranzo , S. López-Rosa , R. O. Esquivel , J. S. Dehesa

We conclude a sequence of work by giving near-optimal sketching and streaming algorithms for estimating Shannon entropy in the most general streaming model, with arbitrary insertions and deletions. This improves on prior results that obtain…

Data Structures and Algorithms · Computer Science 2008-12-18 Nicholas J. A. Harvey , Jelani Nelson , Krzysztof Onak

The joint eigenvalue distributions of random-matrix ensembles are derived by applying the principle maximum entropy to the Renyi, Abe and Kaniadakis entropies. While the Renyi entropy produces essentially the same matrix-element…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

The relative entropy between quantum states quantifies their distinguishability. The estimation of certain relative entropies has been investigated in the literature, e.g., the von Neumann relative entropy and sandwiched R\'enyi relative…

Quantum Physics · Physics 2026-02-24 Jinge Bao , Minbo Gao , Qisheng Wang

A Bayesian nonparametric estimator to entropy is proposed. The derivation of the new estimator relies on using the Dirichlet process and adapting the well-known frequentist estimators of Vasicek (1976) and Ebrahimi, Pflughoeft and Soofi…

Statistics Theory · Mathematics 2020-01-03 Luai Al-Labadi , Viskakh Patel , Kasra Vakiloroayaei , Clement Wan

The Tsallis entropy, which is a generalization of the Boltzmann-Gibbs entropy, plays a central role in nonextensive statistical mechanics of complex systems. A lot of efforts have recently been made on establishing a dynamical foundation…

Statistical Mechanics · Physics 2009-11-11 Sumiyoshi Abe , Yutaka Nakada

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Optimization and Control · Mathematics 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

We first observe that the (co)domains of the q-deformed functions are some subsets of the (co)domains of their ordinary counterparts, thereby deeming the deformed functions to be incomplete. In order to obtain a complete definition of…

Statistical Mechanics · Physics 2015-05-13 Thomas Oikonomou , G. Baris Bagci

In this paper, we consider objective Bayesian inference of the generalized exponential distribution using the independence Jeffreys prior and validate the propriety of the posterior distribution under a family of structured priors. We…

Methodology · Statistics 2023-09-26 Aojun Li , Keying Ye , Min Wang

Gibbs-Boltzmann entropy leads to systems that have a strong dependence on initial conditions. In reality, most materials behave quite independently of initial conditions. Nonextensive entropy or Tsallis entropy leads to nonextensive…

Statistical Mechanics · Physics 2022-07-01 Saman Amiri , Mahdi Mirzaee , Mohammad Mazhari

We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

Computation · Statistics 2023-06-26 Jarkko Suuronen , Tomás Soto , Neil K. Chada , Lassi Roininen

Numerical experiments support the interesting conjecture that statistical methods be applicable not only to fully-chaotic systems, but also at the edge of chaos by using Tsallis' generalizations of the standard exponential and entropy. In…

Statistical Mechanics · Physics 2017-08-23 Marcello Lissia , Massimo Coraddu , Roberto Tonelli

Providing theoretical guarantees for parameter estimation in exponential random graph models is a largely open problem. While maximum likelihood estimation has theoretical guarantees in principle, verifying the assumptions for these…

Statistics Theory · Mathematics 2026-03-26 Adrian Fischer , Gesine Reinert , Wenkai Xu

The Lagrangian technique of Niven (2004, Physica A, 334(3-4): 444) is used to determine the constrained forms of the Tsallis entropy function - i.e. Lagrangian functions in which the probabilities of each state are independent - for each…

Statistical Mechanics · Physics 2007-05-23 Robert K. Niven

In spite of its undeniable success, there are still open questions regarding Tsallis non-extensive statistical formalism, whose founding stone was laid in 1988 in JSTAT. Some of them are concerned with the so-called normalization problem of…

Statistical Mechanics · Physics 2009-11-11 G. L. Ferri , S. Martinez , A. Plastino

The exact solution of a particular form of the stationary state generalized Fokker-Planck equations, which is given under certain conditions by the classical Tsallis distribution, is compared with the solution of the MAXENT equations…

Statistical Mechanics · Physics 2013-02-01 J. M. Conroy , H. G. Miller

We show that if one uses the invariant form of the Boltzmann-Shannon continuous entropy, it is possible to obtain the generalized Pareto-Tsallis density function, using an appropriate "prior" measure m_{q}(x) and a "Boltzman constraint"…

Statistical Mechanics · Physics 2007-05-23 F. Brouers , O. Sotolongo

Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers or model misspecification are generally inefficient when…

Methodology · Statistics 2022-06-28 Daisuke Kurisu , Takuya Ishihara , Shonosuke Sugasawa

Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…

Methodology · Statistics 2017-08-09 Clement Dombry , Sebastian Engelke , Marco Oesting

In this paper we give an interpretation of Tsallis' nonextensive statistical mechanics based upon the information-theoretic point of view of Luzzi et al. [cond-mat/0306217; cond-mat/0306247; cond-mat/0307325], suggesting Tsallis' entropy to…

Statistical Mechanics · Physics 2015-06-24 F. Sattin