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We apply two variations of the principle of Minimum Cross Entropy (the Kullback information measure) to fit parameterized probability density models to observed data densities. For an array beamforming problem with P incident narrowband…

Information Theory · Computer Science 2008-06-24 Cheng-Yuan Liou , Bruce R. Musicus

Observations on the past provide some hints about what will happen in the future, and this can be quantified using information theory. The ``predictive information'' defined in this way has connections to measures of complexity that have…

Statistical Mechanics · Physics 2007-05-23 William Bialek , Naftali Tishby

Information theory is an excellent framework for analyzing Earth system data because it allows us to characterize uncertainty and redundancy, and is universally interpretable. However, accurately estimating information content is…

Applications · Statistics 2024-10-30 J. Emmanuel Johnson , Valero Laparra , Maria Piles , Gustau Camps-Valls

Group sequential designs enable interim analyses and potential early stopping for efficacy or futility. While these adaptations improve trial efficiency and ethical considerations, they also introduce bias into the adapted analyses. We…

Methodology · Statistics 2025-10-07 G. Caruso , W. F. Rosenberger , P. Mozgunov , N. Flournoy

Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider…

Machine Learning · Computer Science 2007-07-13 Marcus Hutter , Marco Zaffalon

The notion of group entropy is proposed. It enables to unify and generalize many different definitions of entropy known in the literature, as those of Boltzmann-Gibbs, Tsallis, Abe and Kaniadakis. Other new entropic functionals are…

Statistical Mechanics · Physics 2015-05-28 Piergiulio Tempesta

We propose entanglement criteria for multipartite systems via symmetric informationally complete (SIC) measurement and general symmetric informationally complete (GSIC) measurement. We apply these criteria to detect entanglement of…

Quantum Physics · Physics 2021-12-22 Jun Li , Lin Chen

Quantum information quantities, such as mutual information and entropies, are essential for characterizing quantum systems and protocols in quantum information science. In this contribution, we identify types of information measures based…

Quantum Physics · Physics 2025-10-21 Christopher Popp , Tobias C. Sutter , Beatrix C. Hiesmayr

The notion of complex-valued information entropy measure is presented. It applies in particular to directed networks (digraphs). The corresponding statistical physics notions are outlined. The studied network, serving as a case study, in…

Statistical Mechanics · Physics 2014-01-16 Giulia Rotundo , Marcel Ausloos

Extensions to various information theoretic quantities used for nonlinear time series analysis are discussed, as well as their relationship to the generalized correlation integral. It is shown that calculating redundancies from the…

comp-gas · Physics 2015-06-24 Dean Prichard , James Theiler

Selecting an optimal subset of features or instances under an information theoretic criterion has become an effective preprocessing strategy for reducing data complexity while preserving essential information. This study investigates two…

Optimization and Control · Mathematics 2025-08-25 Taotao He , Jun Luo , Junkai Zhao

Obtaining meaningful quantitative descriptions of the statistical dependence within multivariate systems is a difficult open problem. Recently, the Partial Information Decomposition (PID) was proposed to decompose mutual information (MI)…

Information Theory · Computer Science 2017-02-21 Robin A. A. Ince

The random matrix ensembles (RME) of quantum statistical Hamiltonians, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied in literature to following quantum statistical systems:…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Comparing networks is essential for a number of downstream tasks, from clustering to anomaly detection. Despite higher-order interactions being critical for understanding the dynamics of complex systems, traditional approaches for network…

Physics and Society · Physics 2025-11-03 Helcio Felippe , Alec Kirkley , Federico Battiston

Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…

Statistics Theory · Mathematics 2021-06-18 Abhik Ghosh , Ayanendranath Basu

We characterize information as risk reduction between knowledge states represented by partitions of the underlying probability space. Entropy corresponds to risk reduction from no (or partial) knowledge to full knowledge about a random…

Information Theory · Computer Science 2026-02-24 Sebastian Gottwald , Daniel A. Braun

A foundational challenge in uncertainty quantification involves estimating a probability measure on the space of uncertain parameters such that its push-forward through a computational model matches an observed probability measure on the…

Optimization and Control · Mathematics 2026-04-21 Tianyi Jiang , Troy Butler , Timothy Wildey , Tim Kutta , Haonan Wang

Information measures can be constructed from R\'enyi divergences much like mutual information from Kullback-Leibler divergence. One such information measure is known as Sibson $\alpha$-mutual information and has received renewed attention…

Information Theory · Computer Science 2025-07-14 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

The uncertainty principle can be expressed in entropic terms, also taking into account the role of entanglement in reducing uncertainty. The information exclusion principle bounds instead the correlations that can exist between the outcomes…

Quantum Physics · Physics 2014-02-26 Patrick J. Coles , Marco Piani

In this paper we provide the asymptotic theory of the general of $\phi$-divergences measures, which include the most common divergence measures : Renyi and Tsallis families and the Kullback-Leibler measure. We are interested in divergence…

Statistics Theory · Mathematics 2019-04-01 Ba Amadou Diadie , Gane Samb Lo