Related papers: Global Permutation Entropy
It is well known that to estimate the Shannon entropy for symbolic sequences accurately requires a large number of samples. When some aspects of the data are known it is plausible to attempt to use this to more efficiently compute entropy.…
Permutation tests are widely used for statistical hypothesis testing when the sampling distribution of the test statistic under the null hypothesis is analytically intractable or unreliable due to finite sample sizes. One critical challenge…
This paper explores the application of Sample Entropy (SampEn) as a sophisticated tool for quantifying and predicting volatility in international oil price returns. SampEn, known for its ability to capture underlying patterns and predict…
The container methods are powerful tools to bound the number of independent sets of graphs and hypergraphs, and they have been extremely influential in the area of extremal and probabilistic combinatorics. We will focus on more specialized…
We introduce a class of information measures based on group entropies, allowing us to describe the information-theoretical properties of complex systems. These entropic measures are nonadditive, and are mathematically deduced from a series…
Entropic measures of complexity are able to quantify the information encoded in complex network structures. Several entropic measures have been proposed in this respect. Here we study the relation between the Shannon entropy and the Von…
Entropy measures of probability distributions are widely used measures in ecology, biology, genetics, and in other fields, to quantify species diversity of a community. Unfortunately, entropy-based diversity indices, or diversity indices…
The concept of entropy, firstly introduced in information theory, rapidly became popular in many applied sciences via Shannon's formula to measure the degree of heterogeneity among observations. A rather recent research field aims at…
Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…
Entropy production (EP) is known as a fundamental quantity for measuring the irreversibility of processes in thermal equilibrium and states far from equilibrium. In stochastic thermodynamics, the EP becomes more visible in terms of the…
Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…
The ability to quantify the directional flow of information is vital to understanding natural systems and designing engineered information-processing systems. A widely used measure to quantify this information flow is the transfer entropy.…
In this article, we discuss the problem of establishing relations between information measures assessed for network structures. Two types of entropy based measures namely, the Shannon entropy and its generalization, the R\'{e}nyi entropy…
The concept of Shannon entropy of random variables was generalized to measurable functions in general, and to simple functions with finite values in particular. It is shown that the information measure of a function is related to the time…
The problem of guaranteed parameter estimation (GPE) consists in enclosing the set of all possible parameter values, such that the model predictions match the corresponding measurements within prescribed error bounds. One of the bottlenecks…
We study the behavior of a nonlinear semiclassical system using Shannon entropy and two approaches to statistical complexity. These systems involve the interaction between classical variables (representing the environment) and quantum ones.…
Centrality metrics aim to identify the most relevant nodes in a network. In literature, a broad set of metrics exists, either measuring local or global centrality characteristics. Nevertheless, when networks exhibit a high spectral gap, the…
Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…
We apply a common measure of randomness, the entropy, in the context of iterated functions on a finite set with n elements. For a permutation, it turns out that this entropy is asymptotically (for a growing number of iterations) close to…
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…