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We introduce a new measure of interdependence among the components of a random vector along the main diagonal of the vector copula, i.e. along the line $u_{1}=\ldots=u_{J}$, for $\left(u_{1},\ldots,u_{J}\right)\in\left[0,1\right]^{J}$. Our…

Methodology · Statistics 2014-08-29 Jhan Rodríguez , András Bárdossy

This research paper delves into the innovative integration of Shannon entropy and rough set theory, presenting a novel approach to generalize the evaluation approach in machine learning. The conventional application of entropy, primarily…

Machine Learning · Computer Science 2024-04-22 Olga Cherednichenko , Dmytro Chernyshov , Dmytro Sytnikov , Polina Sytnikova

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…

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…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

The estimation of entropy rates for stationary discrete-valued stochastic processes is a well studied problem in information theory. However, estimating the entropy rate for stationary continuous-valued stochastic processes has not received…

Information Theory · Computer Science 2021-05-26 Andrew Feutrill , Matthew Roughan

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

We analyze the structure of DNA molecules of different organisms by using the additive Markov chain approach. Transforming nucleotide sequences into binary strings, we perform statistical analysis of the corresponding "texts". We develop…

Other Quantitative Biology · Quantitative Biology 2014-11-14 S. S. Melnik , O. V. Usatenko

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

The Shannon entropy is a widely used summary statistic, for example, network traffic measurement, anomaly detection, neural computations, spike trains, etc. This study focuses on estimating Shannon entropy of data streams. It is known that…

Data Structures and Algorithms · Computer Science 2009-10-09 Ping Li

We describe general approach to classification of character sequences (texts, DNA) using relative entropy estimated by off-the-shelf compression and Markov Chains and find them precise enough. We also notice that the method for estimating…

Statistical Mechanics · Physics 2007-05-23 Dmitry V. Khmelev , William J. Teahan

Given a sequence composed of a limit number of characters, we try to "read" it as a "text". This involves to segment the sequence into "words". The difficulty is to distinguish good segmentation from enormous number of random ones.Aiming at…

Biological Physics · Physics 2009-11-06 Bin Wang

In this paper entropy based methods are compared and used to measure structural diversity of an ensemble of 21 classifiers. This measure is mostly applied in ecology, whereby species counts are used as a measure of diversity. The measures…

Machine Learning · Computer Science 2008-10-21 L. Masisi , V. Nelwamondo , T. Marwala

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

This paper introduces an objective metric for evaluating a parsing scheme. It is based on Shannon's original work with letter sequences, which can be extended to part-of-speech tag sequences. It is shown that this regular language is an…

cmp-lg · Computer Science 2008-02-03 Caroline Lyon , Stephen Brown

The problem of Shannon entropy estimation in countable infinite alphabets is addressed from the study and use of convergence results of the entropy functional, which is known to be discontinuous with respect to the total variation distance…

Information Theory · Computer Science 2018-04-03 Jorge F. Silva

In this work, we investigate the reliability of information-theoretic measures based on the electron-density and shape-function, specifically Shannon and R\'enyi entropies, as descriptors of electronic correlation. By establishing a…

Quantum Physics · Physics 2026-05-21 Diogo J. L. Rodrigues , Evelio Francisco , Ángel Martín Pendás

The quality of image encryption is commonly measured by the Shannon entropy over the ciphertext image. However, this measurement does not consider to the randomness of local image blocks and is inappropriate for scrambling based image…

Cryptography and Security · Computer Science 2016-11-27 Yue Wu , Joseph P. Noonan , Sos Agaian

Topological entropy has been one of the most difficult to implement of all the entropy-theoretic notions. This is primarily due to finite sample effects and high-dimensionality problems. In particular, topological entropy has been…

Quantitative Methods · Quantitative Biology 2015-03-18 David Koslicki

It was recently shown that estimating the Shannon entropy $H({\rm p})$ of a discrete $k$-symbol distribution ${\rm p}$ requires $\Theta(k/\log k)$ samples, a number that grows near-linearly in the support size. In many applications $H({\rm…

Information Theory · Computer Science 2016-03-11 Jayadev Acharya , Alon Orlitsky , Ananda Theertha Suresh , Himanshu Tyagi

The matrix-based R\'enyi's entropy allows us to directly quantify information measures from given data, without explicit estimation of the underlying probability distribution. This intriguing property makes it widely applied in statistical…

Machine Learning · Computer Science 2022-12-01 Yuxin Dong , Tieliang Gong , Shujian Yu , Hong Chen , Chen Li