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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

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 R. Wolf , David H. Wolpert

In this paper, we study estimation of certain integral functionals of one or two densities with samples from stationary m-dependent sequences. We consider two types of U-statistic estimators for these functionals that are functions of the…

Statistics Theory · Mathematics 2013-09-20 David Källberg , Oleg Seleznjev

It is pointed out that the case for Shannon entropy and von Neumann entropy, as measures of uncertainty in quantum mechanics, is not as bleak as suggested in quant-ph/0006087. The main argument of the latter is based on one particular…

Quantum Physics · Physics 2007-05-23 Michael J. W. Hall

Maximum likelihood estimation has been extensively used in the joint analysis of repeated measurements and survival time. However, there is a lack of theoretical justification of the asymptotic properties for the maximum likelihood…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng , Jianwen Cai

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.…

Data Analysis, Statistics and Probability · Physics 2018-05-18 Andrew D. Back , Daniel Angus , Janet Wiles

Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski

We point out necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives for widespread nonparametric tests. Nonparametric sets of alternatives can be defined both in terms of distribution function and…

Statistics Theory · Mathematics 2020-09-01 Mikhail Ermakov

The problem of estimation of density functionals like entropy and mutual information has received much attention in the statistics and information theory communities. A large class of estimators of functionals of the probability density…

Statistics Theory · Mathematics 2013-03-05 Kumar Sricharan , Dennis Wei , Alfred O. Hero

We introduce and study a local linear nonparametric regression estimator for censorship model. The main goal of this paper is, to establish the uniform almost sure consistency result with rate over a compact set for the new estimate. To…

Statistics Theory · Mathematics 2020-04-07 Feriel Bouhadjera , Elias Saïd , Riad Remita

The statistics of work done on a quantum system can be quantified by the two-point measurement scheme. We show how the Shannon entropy of the work distribution admits a general upper bound depending on the initial diagonal entropy, and a…

Quantum Physics · Physics 2023-05-04 Anthony Kiely , Eoin O'Connor , Thomás Fogarty , Gabriel T. Landi , Steve Campbell

In ecological studies niche overlap is often used to quantify species interaction and dynamics. This paper develops a robust, nonparametric statistical framework for quantifying and analyzing multivariate niche overlap. Parametric methods…

Methodology · Statistics 2026-04-08 Jonas Beck , Solomon Harrar

This paper introduces a class of k-nearest neighbor ($k$-NN) estimators called bipartite plug-in (BPI) estimators for estimating integrals of non-linear functions of a probability density, such as Shannon entropy and R\'enyi entropy. The…

Statistics Theory · Mathematics 2012-02-28 Kumar Sricharan , Raviv Raich , Alfred O. Hero

Weighted estimators are commonly used for estimating exposure effects in observational settings to establish causal relations. These estimators have a long history of development when the exposure of interest is binary and where the weights…

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.…

Quantum Physics · Physics 2024-11-22 Gaspar Gonzalez , Andrés M. Kowalski

We explore a supervised machine learning approach to estimate the entanglement entropy of multi-qubit systems from few experimental samples. We put a particular focus on estimating both aleatoric and epistemic uncertainty of the network's…

Quantum Physics · Physics 2024-01-04 Maximilian Rieger , Moritz Reh , Martin Gärttner

The Shannon entropy is used as a basis for applying different lemmas and conjectures concerning the set of gaps between prime numbers G_p , thus estimating several measures of it. The same procedures are applied to artificially created…

General Mathematics · Mathematics 2016-06-28 Arturo Ortiz Tapia , Hans Henrik Støleum

A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

We investigate the memory properties of discrete sequences built upon a finite number of states. We find that the block entropy can reliably determine the memory for systems modeled as Markov chains of arbitrary finite order. Further, we…

Statistical Mechanics · Physics 2022-11-21 Juan De Gregorio , David Sanchez , Raul Toral

We consider the problem of approximating the empirical Shannon entropy of a high-frequency data stream under the relaxed strict-turnstile model, when space limitations make exact computation infeasible. An equivalent measure of entropy is…

Computation · Statistics 2013-04-18 Peter Clifford , Ioana Ada Cosma
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