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A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of the marginal distributions and the…

Statistical Mechanics · Physics 2020-04-22 Gil Ariel , Yoram Louzoun

This article is intended to provide a pedagogical introduction to the supersymmetry method for performing ensemble-averaging in Gaussian random-matrix theory. The method is illustrated by a detailed calculation of the simplest non-trivial…

Condensed Matter · Physics 2008-02-03 Josef A. Zuk

We analyze systematically composable composite entropy of two Tsallis subsystems with different q indices. H-theorem and thermal balance relation are commented.

Condensed Matter · Physics 2007-05-23 K. Sasaki , M. Hotta

The ability to quantify distinctness of a cluster structure is fundamental for certain simulation studies, in particular for those comparing performance of different classification algorithms. The intrinsic integral measure based on the…

Statistics Theory · Mathematics 2014-07-29 Ewa Nowakowska , Jacek Koronacki , Stan Lipovetsky

In this paper we apply the entropy principle to the relativistic version of the differential equations describing a standard fluid flow, that is, the equations for mass, momentum, and a system for the energy matrix. These are the second…

Mathematical Physics · Physics 2018-02-22 Hans Wilhelm Alt

We give an effective method to compute the entropy for polynomials orthogonal on a segment of the real axis that uses as input data only the coefficients of the recurrence relation satisfied by these polynomials. This algorithm is based on…

Numerical Analysis · Mathematics 2007-05-23 V. Buyarov , J. S. Dehesa , A. Martinez-Finkelshtein , J. Sanchez-Lara

We derive a general approximate solution to the problem of minimizing the conditional entropy of a qudit-qubit system resulting from a local projective measurement on the qubit, which is valid for general entropic forms and becomes exact in…

Quantum Physics · Physics 2015-06-22 N. Gigena , R. Rossignoli

We use Matrix Analysis to prove a general decoupling inequality for finite Gaussian vectors, in identifying a new region of the inherent $p$ exponent, for the validity of this one.

Probability · Mathematics 2025-04-28 Michel Weber

Mixtures of high dimensional Gaussian distributions have been studied extensively in statistics and learning theory. While the total variation distance appears naturally in the sample complexity of distribution learning, it is analytically…

Probability · Mathematics 2022-03-11 Sami Davies , Arya Mazumdar , Soumyabrata Pal , Cyrus Rashtchian

We consider a measure $\psi$ k of dispersion which extends the notion of Wilk's generalised variance, or entropy, for a d-dimensional distribution, and is based on the mean squared volume of simplices of dimension k $\le$ d formed by k + 1…

Statistics Theory · Mathematics 2015-06-29 Luc Pronzato , Henry Wynn , Anatoly Zhigljavsky

For two gaussian states with given correlation matrices, in order that relative entropy between them is practically calculable, I in this paper describe the ways of transforming the correlation matrix to matrix in the exponential density…

Quantum Physics · Physics 2009-11-10 Xiao-yu Chen

We use two available methods, the Duhem-Gibbs relation and the entropy formula in terms of particle phase space distributions, to calculate the entropy in a quark combination model. The entropy of the system extracted from the Duhem-Gibbs…

Nuclear Theory · Physics 2014-11-20 Jun Song , Zuo-tang Liang , Yu-xin Liu , Feng-lan Shao , Qun Wang

Based on the q-exponential distribution which has been observed in more and more physical systems, the varentropy method is used to derive the uncertainty measure of such an abnormal distribution function. The uncertainty measure obtained…

Mathematical Physics · Physics 2010-09-07 Congjie Ou , Aziz El Kaabouchi , Qiuping A. Wang , Jincan Chen

Many processes in chemistry and physics take place on timescales that cannot be explored using standard molecular dynamics simulations. This renders the use of enhanced sampling mandatory. Here we introduce an enhanced sampling method that…

Chemical Physics · Physics 2020-06-12 Jayashrita Debnath , Michele Parrinello

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…

Probability · Mathematics 2015-06-16 Peter J. Forrester

We study non-equilibrium statistical mechanics of a Gaussian dynamical system and compute in closed form the large deviation functionals describing the fluctuations of the entropy production observable with respect to the reference state…

Mathematical Physics · Physics 2016-08-03 Vojkan Jaksic , Claude-Alain Pillet , Armen Shirikyan

In quantum information geometry, the curvature of von-Neumann entropy and relative entropy induce a natural metric on the space of mixed quantum states. Here we use this information metric to construct a random matrix ensemble for states…

Quantum Physics · Physics 2026-01-26 Harry J. D. Miller

We calculate the quantum Renyi entropy in a phase space representation for either fermions or bosons. This can also be used to calculate purity and fidelity, or the entanglement between two systems. We show that it is possible to calculate…

Other Condensed Matter · Physics 2015-05-28 Laura E. C. Rosales-Zárate , P. D. Drummond

We give a polynomial-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $\mathbb{R}^d$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions. This resolves the main…

Data Structures and Algorithms · Computer Science 2021-06-08 Ainesh Bakshi , Ilias Diakonikolas , He Jia , Daniel M. Kane , Pravesh K. Kothari , Santosh S. Vempala

The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints. This paper shows that…

Probability · Mathematics 2015-05-14 Marjorie G. Hahn , Xinxin Jiang , Sabir Umarov