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The relative entropy and chi-squared divergence are fundamental divergence measures in information theory and statistics. This paper is focused on a study of integral relations between the two divergences, the implications of these…

Information Theory · Computer Science 2020-06-24 Tomohiro Nishiyama , Igal Sason

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Probability · Mathematics 2018-01-23 Alois Pichler , Ruben Schlotter

Information entropy and its extension, which are important generalization of entropy, have been applied in many research domains today. In this paper, a novel generalized relative entropy is constructed to avoid some defects of traditional…

Information Theory · Computer Science 2017-04-24 Shuai Liu , Mengye Lu , Gaocheng Liu , Zheng Pan

In information theory, it is of recent interest to study variability of the uncertainty measures. In this regard, the concept of varentropy has been introduced and studied by several authors in recent past. In this communication, we study…

Statistics Theory · Mathematics 2024-06-04 Shital Saha , Suchandan Kayal

Using different extropies of k record values various characterizations are provided for continuous symmetric distributions. The results are in addition to the results of Ahmadi, J. (Statistical Papers, 2021, 62:2603-2626). These include…

Statistics Theory · Mathematics 2022-08-16 Nitin Gupta , Santosh Kumar Chaudhary

In this paper, we investigate several properties of the weighted varextropy measure and obtain it for specific distribution functions, such as the equilibrium and weighted distributions. We also obtain bounds for the weighted varextropy, as…

Statistics Theory · Mathematics 2025-07-01 Faranak Goodarzi

A one-to-one correspondence is drawn between law invariant risk measures and divergences, which we define as functionals of pairs of probability measures on arbitrary standard Borel spaces satisfying a few natural properties. Divergences…

Risk Management · Quantitative Finance 2016-06-07 Daniel Lacker

Formalising the confrontation of opinions (models) to observations (data) is the task of Inferential Statistics. Information Theory provides us with a basic functional, the relative entropy (or Kullback-Leibler divergence), an asymmetrical…

Information Theory · Computer Science 2015-03-13 François Bavaud

We define a measure of redundant information based on projections in the space of probability distributions. Redundant information between random variables is information that is shared between those variables. But in contrast to mutual…

Information Theory · Computer Science 2013-05-30 Malte Harder , Christoph Salge , Daniel Polani

Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…

Machine Learning · Statistics 2011-06-24 Makoto Yamada , Taiji Suzuki , Takafumi Kanamori , Hirotaka Hachiya , Masashi Sugiyama

We introduce a new information-theoretic formulation of quantum measurement uncertainty relations, based on the notion of relative entropy between measurement probabilities. In the case of a finite-dimensional system and for any approximate…

Mathematical Physics · Physics 2018-03-02 Alberto Barchielli , Matteo Gregoratti , Alessandro Toigo

One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

The study considers advantages of the introduced measure of time based on the entropy change under irreversible processes (entropy production). Using the example of non-equilibrium expansion of an ideal gas in vacuum, such a measure is…

Statistical Mechanics · Physics 2016-08-24 Leonid M. Martyushev , Evgenii V. Shaiapin

Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…

Probability · Mathematics 2025-03-21 Naveen Kumar , Ambesh Dixit , Vivek Vijay

Various properties of relative entropy have led to its widespread use in information theory. These properties suggest that relative entropy has a role to play in systems that attempt to perform inference in terms of probability…

Artificial Intelligence · Computer Science 2013-04-15 John E. Shore

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

The notion of expansivity and its generalizations (measure expansive, measure positively expansive, continuum-wise expansive, countably-expansive) are well known for deterministic systems and can be a useful property for studying…

Dynamical Systems · Mathematics 2024-10-15 Rafael A. Bilbao , Marlon Oliveira , Eduardo Santana

We extend previously proposed measures of complexity, emergence, and self-organization to continuous distributions using differential entropy. This allows us to calculate the complexity of phenomena for which distributions are known. We…

Adaptation and Self-Organizing Systems · Physics 2016-04-01 Guillermo Santamaría-Bonfil , Nelson Fernández , Carlos Gershenson

In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…

Statistics Theory · Mathematics 2020-03-25 Antonio Di Crescenzo , Luca Paolillo

Extropy, a complementary dual of entropy, (proposed by Lad et al. \cite{lad2015extropy} in 2015) has attracted considerable interest from the research community. In this study, we focus on discrete random variables and define conditional…

Information Theory · Computer Science 2025-07-16 Naveen Kumar , Vivek Vijay