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Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

Statistical Mechanics · Physics 2017-09-13 S. E. Marzen , J. P. Crutchfield

In many applications, a finite mixture is a natural model, but it can be difficult to choose an appropriate number of components. To circumvent this choice, investigators are increasingly turning to Dirichlet process mixtures (DPMs), and…

Statistics Theory · Mathematics 2013-09-03 Jeffrey W. Miller , Matthew T. Harrison

The scientific method relies on the iterated processes of inference and inquiry. The inference phase consists of selecting the most probable models based on the available data; whereas the inquiry phase consists of using what is known about…

Machine Learning · Statistics 2015-05-19 N. K. Malakar , K. H. Knuth

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

Information plays an important role in our understanding of the physical world. We hence propose an entropic measure of information for any physical theory that admits systems, states and measurements. In the quantum and classical world,…

Quantum Physics · Physics 2010-05-04 Anthony J. Short , Stephanie Wehner

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…

Disordered Systems and Neural Networks · Physics 2011-09-30 Kartik Anand , Ginestra Bianconi , Simone Severini

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

Algorithmic entropy and Shannon entropy are two conceptually different information measures, as the former is based on size of programs and the later in probability distributions. However, it is known that, for any recursive probability…

Information Theory · Computer Science 2010-06-03 Andreia Teixeira , Andre Souto , Armando Matos , Luis Antunes

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

We define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These entropies…

Metric Geometry · Mathematics 2020-12-17 Tom Leinster , Emily Roff

In the online prediction framework, we use generalized entropy of to study the loss rate of predictors when outcomes are drawn according to stationary ergodic distributions over the binary alphabet. We show that the notion of generalized…

Information Theory · Computer Science 2016-03-08 Mrinalkanti Ghosh , Satyadev Nandakumar

This work focuses on clustering populations with a hierarchical dependency structure that can be described by a tree. A particular example that is the focus of our work is the phylogenetic tree, with nodes often representing biological…

Methodology · Statistics 2023-02-28 Hanxi Sun , Heejung Shim , Vinayak Rao

We study the notion of approximate entropy within the framework of network theory. Approximate entropy is an uncertainty measure originally proposed in the context of dynamical systems and time series. We firstly define a purely structural…

Disordered Systems and Neural Networks · Physics 2013-05-30 James West , Lucas Lacasa , Simone Severini , Andrew Teschendorff

In Bayesian nonparametrics there exists a rich variety of discrete priors, including the Dirichlet process and its generalizations, which are nowadays well-established tools. Despite the remarkable advances, few proposals are tailored for…

Methodology · Statistics 2022-02-28 Tommaso Rigon , Bruno Scarpa , Sonia Petrone

In the present work we investigate phase correlations by recourse to the Shannon entropy. Using theoretical arguments we show that the entropy provides an accurate measure of phase correlations in any dynamical system, in particular when…

Chaotic Dynamics · Physics 2019-10-24 P. M. Cincotta , C. M. Giordano

The quantification of the complexity of networks is, today, a fundamental problem in the physics of complex systems. A possible roadmap to solve the problem is via extending key concepts of information theory to networks. In this paper we…

Disordered Systems and Neural Networks · Physics 2015-05-13 Kartik Anand , Ginestra Bianconi

The interrelationships of the fundamental biological processes natural selection, mutation, and stochastic drift are quantified by the entropy rate of Moran processes with mutation, measuring the long-run variation of a Markov process. The…

Dynamical Systems · Mathematics 2014-01-14 Marc Harper

While information is ubiquitously generated, shared, and analyzed in a modern-day life, there is still some controversy around the ways to asses the amount and quality of information inside a noisy optical channel. A number of theoretical…

The behavior of the Kozachenko - Leonenko estimates for the (differential) Shannon entropy is studied when the number of i.i.d. vector-valued observations tends to infinity. The asymptotic unbiasedness and L^2-consistency of the estimates…

Statistics Theory · Mathematics 2018-01-09 Alexander Bulinski , Denis Dimitrov

Measuring the complexity of tree structures can be beneficial in areas that use tree data structures for storage, communication, and processing purposes. This complexity can then be used to compress tree data structures to their…

Information Theory · Computer Science 2023-09-19 Amirmohammad Farzaneh , Mihai-Alin Badiu , Justin P. Coon