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Entropy is a very useful concept from physics that tries to explain how a system behaves from a point of view of the thermodynamics. However, there are two ways to explain entropy, and it depends on if we are studying a microsystem or a…

General Finance · Quantitative Finance 2024-07-02 Martin Pomares Calero

Entropy can signify different things: For instance, heat transfer in thermodynamics or a measure of information in data analysis. Many entropies have been introduced and it can be difficult to ascertain their different importance and…

Mathematical Physics · Physics 2025-07-10 Henrik Jeldtoft Jensen , Piergiulio Tempesta

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum…

Statistical Mechanics · Physics 2015-05-13 R. Piasecki , A. Plastino

Shannon's entropy and other entropy-based concepts are derived from the new, more general concept of relative divergence of one "grading' function on a linearly ordered set from another such function. The definition of relative divergence…

Probability · Mathematics 2019-03-14 Alexander Dukhovny

In the spirit of topological entropy we introduce new complexity functions for general dynamical systems (namely groups and semigroups acting on closed manifolds) but with an emphasis on the dynamics induced on simplicial complexes. For…

Differential Geometry · Mathematics 2010-05-12 Daniel J. Pons , Pierre P. Romagnoli

Characterization of complexity within the sociological interpretation has resulted in a large number of notions, which are relevant in different situations. From the statistical mechanics point of view, these notions resemble entropy. In a…

Adaptation and Self-Organizing Systems · Physics 2021-05-12 Marcos E. Gaudiano , Jorge A. Revelli

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

This article provides a completion to theories of information based on entropy, resolving a longstanding question in its axiomatization as proposed by Shannon and pursued by Jaynes. We show that Shannon's entropy function has a…

Information Theory · Computer Science 2015-04-14 Frank Lad , Giuseppe Sanfilippo , Gianna Agrò

Some aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize how a…

Chaotic Dynamics · Physics 2007-05-23 Fabio Cecconi , Massimo Falcioni , Angelo Vulpiani

Shannon entropy is widely used to measure the complexity of DNA sequences but suffers from saturation effects that limit its discriminative power for long uniform segments. We introduce a novel metric, the entropy rank ratio R, which…

Information Theory · Computer Science 2025-11-10 Emmanuel Pio Pastore , Giuseppe Passarino , Peppino Sapia , Francesco De Rango

Entropy measures are effective features for time series classification problems. Traditional entropy measures, such as Shannon entropy, use probability distribution function. However, for the effective separation of time series, new entropy…

Machine Learning · Computer Science 2023-05-19 Andrei Velichko , Maksim Belyaev , Yuriy Izotov , Murugappan Murugappan , Hanif Heidari

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

A vast concourse of events and phenomena occur in nature that may be interrelated by a entropy-maximization technique that provides a comprehensible explanation of a range of physical problems, integrating in a new framework the universal…

Classical Physics · Physics 2021-10-18 Mario J Pinheiro

Estimating entropies from limited data series is known to be a non-trivial task. Naive estimations are plagued with both systematic (bias) and statistical errors. Here, we present a new 'balanced estimator' for entropy functionals Shannon,…

Statistical Mechanics · Physics 2008-04-30 Juan A. Bonachela , Haye Hinrichsen , Miguel A. Munoz

Entropy is arguably one of the most powerful concepts to understand the world, from the behavior of molecules to the expansion of the universe, from how life emerges to how hybrid complex systems like cities come into being and continue…

Physics and Society · Physics 2024-04-03 Vinicius M. Netto , Otavio Peres , Caio Cacholas

The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair Entropy-Statistical Complexity for a large class…

We quantify a social organization's potentiality, that is its ability to attain different configurations. The organization is represented as a network in which nodes correspond to individuals and (multi-)edges to their multiple…

Physics and Society · Physics 2019-09-18 Christian Zingg , Giona Casiraghi , Giacomo Vaccario , Frank Schweitzer

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

Statistical Mechanics · Physics 2017-09-13 S. E. Marzen , J. P. Crutchfield

We propose a new interpretation of measures of information and disorder by connecting these concepts to group theory in a new way. Entropy and group theory are connected here by their common relation to sets of permutations. A combinatorial…

Information Theory · Computer Science 2019-11-25 David J. Galas