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In the context of Structural Risk Minimization, one is presented a sequence of classes $\{\mathcal{G}_j\}$ from which, given a random sample $(X_i,Y_i)$ one wants to choose a strongly consistent estimator. For certain types of classes of…

Statistics Theory · Mathematics 2016-09-12 Fabián Latorre

Convergence properties of Shannon Entropy are studied. In the differential setting, it is shown that weak convergence of probability measures, or convergence in distribution, is not enough for convergence of the associated differential…

Information Theory · Computer Science 2016-11-18 Francisco J. Piera , Patricio Parada

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

Misclassification detection is an important problem in machine learning, as it allows for the identification of instances where the model's predictions are unreliable. However, conventional uncertainty measures such as Shannon entropy do…

Machine Learning · Statistics 2024-02-09 Eduardo Dadalto , Marco Romanelli , Georg Pichler , Pablo Piantanida

We investigate the concept of entropy in probabilistic theories more general than quantum mechanics, with particular reference to the notion of information causality recently proposed by Pawlowski et. al. (arXiv:0905.2992). We consider two…

The entropy is one of the most applicable uncertainty measures in many statistical and en- gineering problems. In statistical literature, the entropy is used in calculation of the Kullback- Leibler (KL) information which is a powerful mean…

Computation · Statistics 2011-06-10 Morteza Amini , M. Mehdizadeh , N. R. Arghami

Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL…

Machine Learning · Statistics 2019-10-15 Elena Smirnova , Elvis Dohmatob

Classification is a ubiquitous and fundamental problem in artificial intelligence and machine learning, with extensive efforts dedicated to developing more powerful classifiers and larger datasets. However, the classification task is…

Machine Learning · Computer Science 2025-12-22 Mario Franco , Gerardo Febres , Nelson Fernández , Carlos Gershenson

There is no single universally accepted definition of "Complexity". There are several perspectives on complexity and what constitutes complex behaviour or complex systems, as opposed to regular, predictable behaviour and simple systems. In…

Data Analysis, Statistics and Probability · Physics 2018-01-17 Nithin Nagaraj , Karthi Balasubramanian

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

Here, we investigate the uncertainty of dynamical observables in classical systems manipulated by repeated measurements and feedback control; the precision should be enhanced in the presence of an external controller but limited by the…

Statistical Mechanics · Physics 2020-01-23 Tan Van Vu , Yoshihiko Hasegawa

I discuss the design of the method of entropic inference as a general framework for reasoning under conditions of uncertainty. The main contribution of this discussion is to emphasize the pragmatic elements in the derivation. More…

History and Philosophy of Physics · Physics 2014-12-19 Ariel Caticha

In this paper we establish new simple local geometric criteria for discrete entropic curvature introduced in [47] that are powerful enough to capture many geometric properties of complex models arising in mathematical physics. These results…

Probability · Mathematics 2024-07-01 Martin Rapaport , Paul-Marie Samson

The representations of conditional entropy and conditional mutual information are significant in explaining the unique effects among variables. While previous studies based on conditional contrastive sampling have effectively removed…

Machine Learning · Computer Science 2025-01-07 Keng Hou Leong , Yuxuan Xiu , Wai Kin , Chan

Conditional probabilities are a core concept in machine learning. For example, optimal prediction of a label $Y$ given an input $X$ corresponds to maximizing the conditional probability of $Y$ given $X$. A common approach to inference tasks…

Machine Learning · Computer Science 2017-08-09 Yoav Wald , Amir Globerson

We demonstrate that the principle of maximum relative entropy (ME), used judiciously, can ease the specification of priors in model selection problems. The resulting effect is that models that make sharp predictions are disfavoured,…

Data Analysis, Statistics and Probability · Physics 2009-12-07 Brendon J. Brewer , Matthew J. Francis

Probability theory is fundamental for modeling uncertainty, with traditional probabilities being real and non-negative. Complex probability extends this concept by allowing complex-valued probabilities, opening new avenues for analysis in…

Information Theory · Computer Science 2025-03-07 Chan Li , Hejun Xu , Zhu Cao

Entropies are fundamental measures of uncertainty with central importance in information theory and statistics and applications across all the quantitative sciences. Under a natural set of operational axioms, the most general form of…

Information Theory · Computer Science 2026-02-02 Roberto Rubboli , Erkka Haapasalo , Marco Tomamichel

We develop a new framework for establishing approximate factorization of entropy on arbitrary probability spaces, using a geometric notion known as non-negative sectional curvature. The resulting estimates are equivalent to entropy…

Probability · Mathematics 2024-07-29 Pietro Caputo , Justin Salez

Sequence prediction models can be learned from example sequences with a variety of training algorithms. Maximum likelihood learning is simple and efficient, yet can suffer from compounding error at test time. Reinforcement learning such as…

Machine Learning · Computer Science 2019-07-02 Bowen Tan , Zhiting Hu , Zichao Yang , Ruslan Salakhutdinov , Eric Xing