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This paper is devoted to the mathematical study of some divergences based on the mutual information well-suited to categorical random vectors. These divergences are generalizations of the "entropy distance" and "information distance". Their…

Statistics Theory · Mathematics 2016-08-16 Jean-François Coeurjolly , Rémy Drouilhet , Jean-François Robineau

We carry out a systematic study of uncertainty measures that are generic to dynamical processes of varied origins, provided they induce suitable continuous probability distributions. The major technical tool are the information theory…

Statistical Mechanics · Physics 2009-11-13 Piotr Garbaczewski

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

Machine Learning · Computer Science 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

In this paper we pursue the use of information measures (in particular, information diagrams) for the study of entanglement in symmetric multi-quDit systems. We use generalizations to U(D) of spin U(2) coherent states and their adaptation…

Quantum Physics · Physics 2026-02-06 Julio Guerrero , Alberto Mayorgas , Manuel Calixto

In this survey, we present and compare different approaches to estimate Mutual Information (MI) from data to analyse general dependencies between variables of interest in a system. We demonstrate the performance difference of MI versus…

Machine Learning · Statistics 2015-06-18 D. Gencaga , N. K. Malakar , D. J. Lary

Dynamic Treatment Regimes (DTRs) provide a systematic framework for optimizing sequential decision-making in chronic disease management, where therapies must adapt to patients' evolving clinical profiles. Inverse probability weighting (IPW)…

Methodology · Statistics 2026-03-26 Chloe Si , David A. Stephens , Erica E. M. Moodie

In the general theory of quantum measurement, one associates a positive semidefinite operator on a $d$-dimensional Hilbert space to each of the $n$ possible outcomes of an arbitrary measurement. In the special case of a projective…

Quantum Physics · Physics 2021-11-23 Yizhou Liu , John B. DeBrota

The distribution of quantum coherence in multipartite systems is one of the basic problems in the resource theory of coherence. While the usual coherence measures are defined on a single system and cannot capture the nonlocal correlation…

Quantum Physics · Physics 2017-12-27 Kaifeng Bu , Lu Li , Shao-Ming Fei , Junde Wu

Integrating datasets from different disciplines is hard because the data are often qualitatively different in meaning, scale, and reliability. When two datasets describe the same entities, many scientific questions can be phrased around…

The purpose of this paper is to point out a new connection between information theory and dynamical systems. In the information theory side, we consider rate distortion theory, which studies lossy data compression of stochastic processes…

Dynamical Systems · Mathematics 2017-02-21 Elon Lindenstrauss , Masaki Tsukamoto

This paper introduces a comprehensive framework for Financial Information Theory by applying information-theoretic concepts such as entropy, Kullback-Leibler divergence, mutual information, normalized mutual information, and transfer…

Portfolio Management · Quantitative Finance 2025-11-21 Miquel Noguer i Alonso

In the present study we revisit the application of the $q$-information measures $R_q$ of R\'enyi's and $S_q$ of Tsallis' to the discussion of special features of two qubits systems. More specifically, we study the correlations between the…

Quantum Physics · Physics 2015-06-26 J. Batle , M. Casas , A. Plastino , A. R. Plastino

We explore a few common models on how correlations affect information. The main model considered is the Shannon mutual information $I(S:R_1,\cdots, R_i)$ over distributions with marginals $P_{S,R_i}$ fixed for each $i$, with the analogy in…

Information Theory · Computer Science 2024-05-27 Ching-Peng Huang

Through computer simulations, we research several different measures of dependence, including Pearson's and Spearman's correlation coefficients, the maximal correlation, the distance correlation, a function of the mutual information called…

Methodology · Statistics 2023-03-16 Oona Rainio

Information Theory provides a fundamental basis for analysis, and for a variety of subsequent methodological approaches, in relation to uncertainty quantification. The transversal character of concepts and derived results justifies its…

Statistics Theory · Mathematics 2024-11-27 Jose M. Angulo , Francisco J. Esquivel , Ana E. Madrid , Francisco J. Alonso

A new method to measure nonlinear dependence between two variables is described using mutual information to analyze the separate linear and nonlinear components of dependence. This technique, which gives an exact value for the proportion of…

Information Theory · Computer Science 2015-12-17 Reginald D. Smith

This work presents a systematic study of objective evaluations of abstaining classifications using Information-Theoretic Measures (ITMs). First, we define objective measures for which they do not depend on any free parameter. This…

Computer Vision and Pattern Recognition · Computer Science 2012-08-16 Bao-Gang Hu , Ran He , XiaoTong Yuan

Questions of definition and measurement continue to constrain a consensus on the measurement of interdisciplinarity. Using Rao-Stirling (RS) Diversity produces sometimes anomalous results. We argue that these unexpected outcomes can be…

Digital Libraries · Computer Science 2018-08-30 Loet Leydesdorff , Caroline S. Wagner , Lutz Bornmann

In this chapter we shall discuss the recent progresses of information theoretic tools in the context of free and confined harmonic oscillator. Confined quantum systems have provided appreciable interest in areas of physics, chemistry,…

Quantum Physics · Physics 2021-05-06 Neetik Mukherjee , Amlan K. Roy

Given the increasing popularity of algorithms for overlapping clustering, in particular in social network analysis, quantitative measures are needed to measure the accuracy of a method. Given a set of true clusters, and the set of clusters…

Physics and Society · Physics 2013-08-05 Aaron F. McDaid , Derek Greene , Neil Hurley