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Related papers: Average entropy of Gaussian mixtures

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We apply a common measure of randomness, the entropy, in the context of iterated functions on a finite set with n elements. For a permutation, it turns out that this entropy is asymptotically (for a growing number of iterations) close to…

Number Theory · Mathematics 2017-12-20 Joachim von zur Gathen

When averages of different experimental determinations of the same quantity are computed, each with statistical and systematic error components, then frequently the statistical and systematic components of the combined error are quoted…

Data Analysis, Statistics and Probability · Physics 2015-10-28 Jens Erler

By using the $q$-Gaussian distribution derived by the maximum entropy method for spatially-correlated $N$-unit nonextensive systems, we have calculated the generalized Fisher information matrix of $g_{\theta_n \theta_m}$ for $(\theta_1,…

Statistical Mechanics · Physics 2015-05-13 Hideo Hasegawa

We study the relative entropy density for generalized Gibbs measures. We first show its existence and obtain a familiar expression in terms of entropy and relative energy for a class of ``almost Gibbsian measures'' (almost sure continuity…

Probability · Mathematics 2007-05-23 Christof Kulske , Arnaud Le Ny , Frank Redig

Formulas are derived for the average level density of deformed, or transition, Gaussian orthogonal random matrix ensembles. After some general considerations about Gaussian ensembles we derive formulas for the average level density for (i)…

Nuclear Theory · Physics 2009-11-10 A. C. Bertuola , J. X. de Carvalho , M. S. Hussein , M. P. Pato , A. J. Sargeant

Estimating the number of components is a fundamental challenge in unsupervised learning, particularly when dealing with high-dimensional data with many components or severely imbalanced component sizes. This paper addresses this challenge…

Machine Learning · Statistics 2026-04-22 Huan Qing

This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…

Probability · Mathematics 2017-09-18 Bob Pepin

Given a categorical dynamical system, i.e. a triangulated category together with an endofunctor, one can try to understand the complexity of the system by computing the entropy of the endofunctor. Computing the entropy of the composition of…

Algebraic Geometry · Mathematics 2021-07-14 Federico Barbacovi , Jongmyeong Kim

Gaussian mixture models (GMMs) are ubiquitous in statistical learning, particularly for unsupervised problems. While full GMMs suffer from the overparameterization of their covariance matrices in high-dimensional spaces, spherical GMMs…

Machine Learning · Statistics 2025-11-10 Tom Szwagier , Pierre-Alexandre Mattei , Charles Bouveyron , Xavier Pennec

In this article, we discuss two specific classes of models - Gaussian Mixture Copula models and Mixture of Factor Analyzers - and the advantages of doing inference with gradient descent using automatic differentiation. Gaussian mixture…

Computation · Statistics 2018-12-17 Siva Rajesh Kasa , Vaibhav Rajan

We gave a simple derivation of density operator with the quantum analysis. We dealt with the functional of a density operator, and applied maximum entropy principle. We obtained easily the density operators for the Tsallis entropy and…

Statistical Mechanics · Physics 2021-09-08 Masamichi Ishihara

A combinatorial proof of the Gaussian product inequality (GPI) is given under the assumption that each component of a centered Gaussian random vector $\boldsymbol{X} = (X_1, \ldots, X_d)$ of arbitrary length can be written as a linear…

Probability · Mathematics 2022-11-18 Christian Genest , Frédéric Ouimet

The large deviation function for entropy production is calculated for a particle driven along a periodic potential by solving a time-independent eigenvalue problem. In an intermediate force regime, the large deviation function shows…

Statistical Mechanics · Physics 2009-01-15 Jakob Mehl , Thomas Speck , Udo Seifert

The most useful measure of a bipartite entanglement is the von Neumann entropy of either of the reduced density matrices. For a particular class of continuous-variable states, the Gaussian states, the entropy of entanglement can be…

Quantum Physics · Physics 2012-09-14 Tommaso F. Demarie

We give a method for computing the ensemble average of multiplicative class functions over the Gaussian ensemble of real asymmetric matrices. These averages are expressed in terms of the Pfaffian of Gram-like antisymmetric matrices formed…

Mathematical Physics · Physics 2007-05-23 Christopher D. Sinclair

We consider the problem of approximating a general Gaussian location mixture by finite mixtures. The minimum order of finite mixtures that achieve a prescribed accuracy (measured by various $f$-divergences) is determined within constant…

Statistics Theory · Mathematics 2025-04-08 Yun Ma , Yihong Wu , Pengkun Yang

Expanding a lower-dimensional problem to a higher-dimensional space and then projecting back is often beneficial. This article rigorously investigates this perspective in the context of finite mixture models, namely how to improve inference…

Methodology · Statistics 2014-11-10 Andrea Mercatanti , Fan Li , Fabrizia Mealli

By a "covering" we mean a Gaussian mixture model fit to observed data. Approximations of the Bayes factor can be availed of to judge model fit to the data within a given Gaussian mixture model. Between families of Gaussian mixture models,…

Computer Vision and Pattern Recognition · Computer Science 2011-01-11 Fionn Murtagh , Pedro Contreras , Jean-Luc Starck

Estimating vibrational entropy is a significant challenge in thermodynamics and statistical mechanics due to its reliance on quantum mechanical properties. This paper introduces a quantum algorithm designed to estimate vibrational entropy…

Quantum Physics · Physics 2025-11-25 Shangjie Guo , Corneliu Buda , Nathan Wiebe

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop