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The R\'enyi entropy is a generalization of the Shannon entropy and is widely used in mathematical statistics and applied sciences for quantifying the uncertainty in a probability distribution. We consider estimation of the quadratic R\'enyi…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

In one-class classification problems, only the data for the target class is available, whereas the data for the non-target class may be completely absent. In this paper, we study one-class nearest neighbour (OCNN) classifiers and their…

Machine Learning · Computer Science 2017-12-29 Shehroz S. Khan , Amir Ahmad

Estimation of Shannon and R\'enyi entropies of unknown discrete distributions is a fundamental problem in statistical property testing and an active research topic in both theoretical computer science and information theory. Tight bounds on…

Quantum Physics · Physics 2023-07-19 Tongyang Li , Xiaodi Wu

The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…

Information Theory · Computer Science 2020-12-22 Yuval Shalev , Amichai Painsky , Irad Ben-Gal

Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…

Information Theory · Computer Science 2017-02-13 Weihao Gao , Sewoong Oh , Pramod Viswanath

We consider the problem of estimating functionals of discrete distributions, and focus on tight nonasymptotic analysis of the worst case squared error risk of widely used estimators. We apply concentration inequalities to analyze the random…

Information Theory · Computer Science 2017-08-11 Jiantao Jiao , Kartik Venkat , Yanjun Han , Tsachy Weissman

The central goal of this paper is to establish two commonly available dimensionality reduction (DR) methods i.e. t-distributed Stochastic Neighbor Embedding (t-SNE) and Multidimensional Scaling (MDS) in Matlab and to observe their…

Machine Learning · Computer Science 2020-11-19 Shadman Sakib , Md. Abu Bakr Siddique , Md. Abdur Rahman

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 paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

Statistics Theory · Mathematics 2025-12-03 Octavio César Mesner

We propose a nonparametric estimator of multivariate joint entropy based on partitioned sample spacing (PSS). The method extends univariate spacing ideas to $\mathbb{R}^{d}$ by partitioning into localized cells and aggregating within-cell…

Statistics Theory · Mathematics 2025-12-02 Jungwoo Ho , Sangun Park , Soyeong Oh

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

Methodology · Statistics 2015-12-11 Till Hoffmann , Nick S. Jones

Probabilistic k-nearest neighbour (PKNN) classification has been introduced to improve the performance of original k-nearest neighbour (KNN) classification algorithm by explicitly modelling uncertainty in the classification of each feature…

Machine Learning · Computer Science 2013-05-07 Ji Won Yoon , Nial Friel

Shannon entropy in position ($S_{\rvec}$) and momentum ($S_{\pvec}$) spaces, along with their sum ($S_t$) are presented for unit-normalized densities of He, Li$^+$ and Be$^{2+}$ ions, spatially confined at the center of an impenetrable…

Quantum Physics · Physics 2021-03-01 Sangita Majumdar , Amlan K. Roy

Convergence properties of Shannon Entropy are studied. In the differential setting, it is shown that weak convergence of probability measures, or convergence in distribution, is not enough for convergence of the associated differential…

Information Theory · Computer Science 2016-11-18 Francisco J. Piera , Patricio Parada

Estimating quantum entropies and divergences is an important problem in quantum physics, information theory, and machine learning. Quantum neural estimators (QNEs), which utilize a hybrid classical-quantum architecture, have recently…

Quantum Physics · Physics 2026-05-27 Sreejith Sreekumar , Ziv Goldfeld , Mark M. Wilde

Quantitative information flow analyses (QIF) are a class of techniques for measuring the amount of confidential information leaked by a program to its public outputs. Shannon entropy is an important method to quantify the amount of leakage…

Artificial Intelligence · Computer Science 2026-02-19 Yong Lai , Haolong Tong , Zhenghang Xu , Minghao Yin

This paper explores methods for estimating or approximating the total variation distance and the chi-squared divergence of probability measures within topological sample spaces, using independent and identically distributed samples. Our…

Information Theory · Computer Science 2023-12-20 Chong Xiao Wang , Wee Peng Tay

The estimation of entropy rates for stationary discrete-valued stochastic processes is a well studied problem in information theory. However, estimating the entropy rate for stationary continuous-valued stochastic processes has not received…

Information Theory · Computer Science 2021-05-26 Andrew Feutrill , Matthew Roughan

Estimating entropy and mutual information consistently is important for many machine learning applications. The Kozachenko-Leonenko (KL) estimator (Kozachenko & Leonenko, 1987) is a widely used nonparametric estimator for the entropy of…

Statistics Theory · Mathematics 2016-07-22 Shashank Singh , Barnabás Póczos