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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

Approximate entropy (ApEn) and sample entropy (SampEn) are widely used for temporal complexity analysis of real-world phenomena. However, their relationship with the Hurst exponent as a measure of self-similarity is not widely studied.…

Computational Physics · Physics 2018-12-17 Amir Omidvarnia , Mostefa Mesbah , Mangor Pedersen , Graeme Jackson

Power law scaling is observed in many physical, biological and socio-economical complex systems and is now considered as an important property of these systems. In general, power law exists in the central part of the distribution. It has…

Statistical Mechanics · Physics 2009-11-13 Hari M. Gupta , Jose R. Campanha , Sidney J. Schinaider

We study the class of self-similar probability density functions with finite mean and variance which maximize R\'{e}nyi's entropy. The investigation is restricted in the Schwartz space $S(\mathbb{R}^d)$ and in the space of…

Mathematical Physics · Physics 2015-10-28 Agapitos N. Hatzinikitas

We study the problem of exact support recovery for high-dimensional sparse linear regression under independent Gaussian design when the signals are weak, rare, and possibly heterogeneous. Under a suitable scaling of the sample size and…

Statistics Theory · Mathematics 2023-07-19 Saptarshi Roy , Ambuj Tewari , Ziwei Zhu

Entropic uncertainty relations are interesting in their own rights as well as for a lot of applications. Keeping this in mind, we try to make the corresponding inequalities as tight as possible. The use of parametrized entropies also allows…

Quantum Physics · Physics 2023-05-30 Alexey E. Rastegin

A framework for deriving R\'enyi entropy-power inequalities (EPIs) is presented that uses linearization and an inequality of Dembo, Cover, and Thomas. Simple arguments are given to recover the previously known R\'enyi EPIs and derive new…

Information Theory · Computer Science 2020-04-08 Olivier Rioul

R\'enyi entropy is an important measure in the context of information theory as a generalization of Shannon entropy. This information measure was often used for uncertainty quantification of dynamical behaviour of stochastic processes. In…

Statistics Theory · Mathematics 2025-10-28 Salah H. Abid , Uday J. Quaez , Javier E. Contreras-Reyescor

An axiomatic foundation regarding the entropy for complex systems is established. Missing from decades of research was the requirement that entropy must measure the uncertainty at the informational scale of the maximizing distribution,…

Statistical Mechanics · Physics 2026-05-29 Kenric P. Nelson

One way of getting insight into non-Gaussian measures, posed on infinite dimensional Hilbert spaces, is to first obtain best fit Gaussian approximations, which are more amenable to numerical approximation. These Gaussians can then be used…

Numerical Analysis · Mathematics 2019-05-23 Gideon Simpson , Daniel Watkins

Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…

Statistics Theory · Mathematics 2019-01-31 Salah H. Abid , Uday J. Quaez

R\'enyi entropy of order \alpha is a general measure of entropy. In this paper we derive estimations for the R\'enyi entropy of the mixture of sources in terms of the entropy of the single sources. These relations allow to compute the…

Information Theory · Computer Science 2012-04-13 Marek Śmieja , Jacek Tabor

The class of SPA entropies, which can be represented as an increasing continuous transformation of Shannon and R\'enyi entropies, have intensively been studied in previous decades. Although their mathematical structure has thoroughly been…

Mathematical Physics · Physics 2020-01-01 Velimir M. Ilic , Antonio Maria Scarfone , Tatsuaki Wada

Within a framework of utmost generality, we show that the entropy maximization procedure with linear constraints uniquely leads to the Shannon-Boltzmann-Gibbs entropy. Therefore, the use of this procedure with linear constraints should not…

Statistical Mechanics · Physics 2018-05-01 Thomas Oikonomou , G. Baris Bagci

The construction of efficient and effective decision trees remains a key topic in machine learning because of their simplicity and flexibility. A lot of heuristic algorithms have been proposed to construct near-optimal decision trees. ID3,…

Machine Learning · Statistics 2016-08-24 Yisen Wang , Chaobing Song , Shu-Tao Xia

Properties of scalar quantization with $r$th power distortion and constrained R\'enyi entropy of order $\alpha\in (0,1)$ are investigated. For an asymptotically (high-rate) optimal sequence of quantizers, the contribution to the R\'enyi…

Information Theory · Computer Science 2012-03-27 Wolfgang Kreitmeier , Tamas Linder

The Tsallis and R\'enyi entropies are important quantities in the information theory, statistics and related fields because the Tsallis entropy is an one parameter generalization of the Shannon entropy and the R\'enyi entropy includes…

Quantum Physics · Physics 2014-12-24 Yusuke Ide , Norio Konno , Junji Shikata

The equilibrium distributions of probabilities providing maximality of Renyi and Tsallis entropies are rederived. New S-forms of them are found which are normalised with corresponding entropies in contrast to the usual Z-forms normalised…

Statistical Mechanics · Physics 2007-05-23 A. G. Bashkirov

We introduce R\'enyi entropy of a subsystem energy as a natural quantity which closely mimics the behavior of the entanglement entropy and can be defined for all the quantum many body systems. For this purpose, consider a quantum chain in…

Strongly Correlated Electrons · Physics 2019-11-13 Khadijeh Najafi , M. A. Rajabpour

It has recurrently been proposed that the Boltzmann textbook definition of entropy $S(E)=k\ln \Omega (E)$ in terms of the number of microstates $\Omega (E)$ with energy $E$ should be replaced by the expression $S_G(E)=k\ln \sum_{E^\prime…

Statistical Mechanics · Physics 2014-06-12 Jose M. G. Vilar , J. Miguel Rubi