Related papers: The Harmonic Entropy Estimator: Minimax Optimality…
Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…
This paper considers the problem of sequential empirical coordination, where the objective is to achieve a given value of the expected uniform deviation between state-action empirical averages and statistical expectations under a given…
This paper proposes a novel entropy encoding technique for lossless data compression. Representing a message string by its lexicographic index in the permutations of its symbols results in a compressed version matching Shannon entropy of…
In this article we provide initial findings regarding the problem of solving likelihood equations by means of a maximum entropy approach. Unlike standard procedures that require equating at zero the score function of the maximum-likelihood…
This paper studies the problem of estimating the differential entropy $h(S+Z)$, where $S$ and $Z$ are independent $d$-dimensional random variables with $Z\sim\mathcal{N}(0,\sigma^2 \mathrm{I}_d)$. The distribution of $S$ is unknown, but $n$…
The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…
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…
In this article, we develop methods for estimating a low rank tensor from noisy observations on a subset of its entries to achieve both statistical and computational efficiencies. There have been a lot of recent interests in this problem of…
We consider the problem of estimating the support size of a discrete distribution whose minimum non-zero mass is at least $ \frac{1}{k}$. Under the independent sampling model, we show that the sample complexity, i.e., the minimal sample…
In the present work we investigate phase correlations by recourse to the Shannon entropy. Using theoretical arguments we show that the entropy provides an accurate measure of phase correlations in any dynamical system, in particular when…
The profile of a sample is the multiset of its symbol frequencies. We show that for samples of discrete distributions, profile entropy is a fundamental measure unifying the concepts of estimation, inference, and compression. Specifically,…
A problem of improving the accuracy of nonparametric entropy estimation for a stationary ergodic process is considered. New weak metrics are introduced and relations between metrics, measures, and entropy are discussed. Based on weak…
We discuss algorithms for estimating the Shannon entropy h of finite symbol sequences with long range correlations. In particular, we consider algorithms which estimate h from the code lengths produced by some compression algorithm. Our…
The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a…
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…
This paper investigates what can be inferred about an arbitrary continuous probability distribution from a finite sample of $N$ observations drawn from it. The central finding is that the $N$ sorted sample points partition the real line…
We study the binomial channel and the structure of its capacity-achieving input and output distributions. It is known that the capacity-achieving input distribution is discrete and supported on finitely many points. The best previously…
We present recent advances in harmonic analysis on infinite graphs. Our approach combines combinatorial tools with new results from the theory of unbounded Hermitian operators in Hilbert space, geometry, boundary constructions, and spectral…
This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…
We consider the problem of estimating Shannon's entropy $H$ from discrete data, in cases where the number of possible symbols is unknown or even countably infinite. The Pitman-Yor process, a generalization of Dirichlet process, provides a…