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We revisit the well-studied problem of estimating the Shannon entropy of a probability distribution, now given access to a probability-revealing conditional sampling oracle. In this model, the oracle takes as input the representation of a…

Cryptography and Security · Computer Science 2022-06-03 Priyanka Golia , Brendan Juba , Kuldeep S. Meel

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

We introduce a new measure of interdependence among the components of a random vector along the main diagonal of the vector copula, i.e. along the line $u_{1}=\ldots=u_{J}$, for $\left(u_{1},\ldots,u_{J}\right)\in\left[0,1\right]^{J}$. Our…

Methodology · Statistics 2014-08-29 Jhan Rodríguez , András Bárdossy

A two parameter generalization of Boltzmann-Gibbs-Shannon entropy based on natural logarithm is introduced. The generalization of the Shannon-Kinchinn axioms corresponding to the two parameter entropy is proposed and verified. We present…

Statistical Mechanics · Physics 2013-03-08 R. Chandrashekar , C. Ravikumar , J. Segar

We present a technique for entropy optimization to calculate a distribution from its moments. The technique is based upon maximizing a discretized form of the Shannon entropy functional by mapping the problem onto a dual space where an…

Disordered Systems and Neural Networks · Physics 2009-11-10 K. Bandyopadhyay , A. K. Bhattacharya , Parthapratim Biswas , D. A. Drabold

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

The classical Density Functional Theory (DFT) is introduced as an application of entropic inference for inhomogeneous fluids at thermal equilibrium. It is shown that entropic inference reproduces the variational principle of DFT when…

Statistical Mechanics · Physics 2021-09-14 Ahmad Yousefi , Ariel Caticha

Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…

Statistical Mechanics · Physics 2023-08-21 Vladimir Zhdankin

Shannon entropy was defined for probability distributions and then its using was expanded to measure the uncertainty of knowledge for systems with complete information. In this article, it is proposed to extend the using of Shannon entropy…

Information Theory · Computer Science 2017-09-15 Vasile Patrascu

We propose entropy functions based on fractional calculus. We show that this new entropy has the same properties than the Shannon entropy except additivity, therefore making this entropy non-extensive. We show that this entropy function…

Statistical Mechanics · Physics 2015-05-13 Marcelo R. Ubriaco

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

The Shannon entropy, one of the cornerstones of information theory, is widely used in physics, particularly in statistical mechanics. Yet its characterization and connection to physics remain vague, leaving ample room for misconceptions and…

Statistical Mechanics · Physics 2021-07-28 Gabriele Carcassi , Christine A. Aidala , Julian Barbour

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…

Information Theory · Computer Science 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

We present a numerical study of the application of the Shannon entropy technique to the planar restricted three-body problem in the vicinity of first-order interior mean-motion resonances with the perturber. We estimate the diffusion…

Chaotic Dynamics · Physics 2020-01-08 C. Beaugé , P. M. Cincotta

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

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

Diffusion models perform remarkably well on high-dimensional data such as images, often using only a modest number of reverse-time steps. Despite this practical success, existing convergence theory does not fully explain why such samplers…

Machine Learning · Computer Science 2026-05-11 Ahmad Aghapour , Erhan Bayraktar

Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…

Numerical Analysis · Mathematics 2021-01-29 Marta D'Elia , Christian Glusa

A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…

Numerical Analysis · Mathematics 2011-09-13 Ercília Sousa , Can Li

The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair Entropy-Statistical Complexity for a large class…