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In a recent Letter [Phys. Rev. Lett. 80, 1003 (1998)] Hussein and Pato employed the maximum entropy principle (MEP) in order to derive interpolating ensembles between any pair of universality classes in random matrix theory. They apply…

Disordered Systems and Neural Networks · Physics 2009-10-31 Martin Janssen , Boris Shapiro , Imre Varga

The fractional order generalization of Shannon entropy proposed by Ubriaco has been studied for discrete distributions. In the current paper, we conduct a detailed study of the continuous analogue of this entropy termed as fractional…

Statistics Theory · Mathematics 2025-07-04 Poulami Paul , Chancal Kundu

Although compartmental dynamical systems are used in many different areas of science, model selection based on the maximum entropy principle (MaxEnt) is challenging because of the lack of methods for quantifying the entropy for this type of…

Information Theory · Computer Science 2023-08-23 Holger Metzler , Carlos A. Sierra

In this paper an alternative approach to statistical mechanics based on the maximum information entropy principle (MaxEnt) is examined, specifically its close relation with the Gibbs method of ensembles. It is shown that the MaxEnt…

Statistical Mechanics · Physics 2016-05-30 Domagoj Kuic

When at equilibrium, large-scale systems obey conventional thermodynamics because they belong to microscopic configurations (or states) that are typical. Crucially, the typical states usually represent only a small fraction of the total…

Statistical Mechanics · Physics 2025-01-14 Bernat Corominas-Murtra , Rudolf Hanel , Petr Jizba

We consider an isomorphism invariant for measure-preserving systems - types of generalized entropy convergence rates. We show the connections of this invariant with the types of Shannon entropy convergence rates. In the case when they…

Dynamical Systems · Mathematics 2013-09-25 Fryderyk Falniowski

The maximum entropy principle, as applied to quantum systems, is a fundamental prescript positing that for a quantum system for which we only have partial knowledge, the maximum entropy state consistent with the partial knowledge is a…

Quantum Physics · Physics 2025-07-24 Siddhartha Das , Ujjwal Sen

Why are most empirical networks, with the prominent exception of social ones, generically degree-degree anticorrelated, i.e. disassortative? With a view to answering this long-standing question, we define a general class of degree-degree…

Statistical Mechanics · Physics 2010-03-16 Samuel Johnson , Joaquin J. Torres , J. Marro , Miguel A. Munoz

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

Recently, in [P. Jizba and J. Korbel, Physica A 444, 2016, 808-827], four generalized Shannon-Khinchin [GSK] axioms have been proposed and a generalized entropy which uniquely satisfies the GSK axioms has been derived. In this comment, we…

Mathematical Physics · Physics 2016-09-05 Velimir M. Ilic , Miomir S. Stankovic

We consider the problem of estimating functionals of discrete distributions, and focus on tight nonasymptotic analysis of the worst case squared error risk of widely used estimators. We apply concentration inequalities to analyze the random…

Information Theory · Computer Science 2017-08-11 Jiantao Jiao , Kartik Venkat , Yanjun Han , Tsachy Weissman

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…

The asymptotic convergence of probability density function (pdf) and convergence of differential entropy are examined for the non-stationary processes that follow the maximum entropy principle (MaxEnt) and maximum entropy production…

Information Theory · Computer Science 2014-01-14 Alexander L. Fradkov , Dmitry S. Shalymov

We give an interpretation of the Maximum Entropy (MaxEnt) Principle in game-theoretic terms. Based on this interpretation, we make a formal distinction between different ways of {em applying/} Maximum Entropy distributions. MaxEnt has…

Artificial Intelligence · Computer Science 2013-01-18 Peter D. Grunwald

The stretched exponential function, $\exp[-(t/\tau_{K})^{\beta}]$, describes various relaxation processes while it has been suggested that the power exponent, $\beta$ is derived from the non-uniformity of the process. In this paper, we…

Soft Condensed Matter · Physics 2018-09-12 Hirokazu Maruoka , Akio Nishimura , Makoto Yoshida , Keisuke Hatada

We consider estimating the Shannon entropy of a discrete distribution $P$ from $n$ i.i.d. samples. Recently, Jiao, Venkat, Han, and Weissman, and Wu and Yang constructed approximation theoretic estimators that achieve the minimax $L_2$…

Information Theory · Computer Science 2019-01-03 Yanjun Han , Jiantao Jiao , Tsachy Weissman

Shannon entropy is the most common metric to measure the degree of randomness of time series in many fields, ranging from physics and finance to medicine and biology. Real-world systems may be in general non stationary, with an entropy…

Statistical Finance · Quantitative Finance 2023-06-08 Andrey Shternshis , Piero Mazzarisi

A statistical system is classically defined on a set of microstates $E$ by a global energy function $H : E \to \mathbb{R}$, yielding Gibbs probability measures (softmins) $\rho^\beta(H)$ for every inverse temperature $\beta = T^{-1}$. Gibbs…

Statistical Mechanics · Physics 2022-07-05 Olivier Peltre

Recent theoretical results renewed the interest in charged particle multiplicity distributions. The Shannon entropy of such distributions is conjectured to be related to the entanglement or von Neumann entropy of partonic quantum system. In…

High Energy Physics - Phenomenology · Physics 2025-07-01 Sándor Lökös

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

Artificial Intelligence · Computer Science 2013-03-25 Gerhard Paaß