Related papers: An exit-time approach to $\epsilon$-entropy
A method is described, which computes from an observed sample of events upper limits for production rates of particles, or, in case of appearance of a signal, the probability for an upwards fluctuation of the background. For any candidate,…
This paper addresses the question of the fluctuations of the empirical entropy of a chain of infinite order. We assume that the chain takes values on a finite alphabet and loses memory exponentially fast. We consider two possible…
We construct the generalized entropy optimized by a given arbitrary statistical distribution with a finite linear expectation value of a random quantity of interest. This offers, via the maximum entropy principle, a unified basis for a…
Dissipative quantum systems are frequently described within the framework of the so-called "system-plus-reservoir" approach. In this work we assign their description to the Maximum Entropy Formalism and compare the resulting thermodynamic…
The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, what necessarily reduces them to finite sequences of real numbers. In order to relate these data…
In this note we do the analysis of entanglement entropy more carefully when the non-conformal theory flows to a non-trivial IR fixed point. In particular we emphasize the role of the trace of the energy-momentum tensor in these…
In the recent information-theoretic literature, the concept of extropy has been studied for order statistics. In the present communication we consider a cumulative analogue of extropy in the same vein of cumulative residual (past) entropy…
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…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
We discuss algorithms for estimating the Shannon entropy h of finite symbol sequences with long range correlations. In particular, we consider algorithms which estimate h from the code lengths produced by some compression algorithm. Our…
Calculating the Shannon entropy for symbolic sequences has been widely considered in many fields. For descriptive statistical problems such as estimating the N-gram entropy of English language text, a common approach is to use as much data…
This study addresses the problem of learning a summary causal graph on time series with potentially different sampling rates. To do so, we first propose a new causal temporal mutual information measure for time series. We then show how this…
The ability to quantify the directional flow of information is vital to understanding natural systems and designing engineered information-processing systems. A widely used measure to quantify this information flow is the transfer entropy.…
For stochastic non-equilibrium dynamics like a Langevin equation for a colloidal particle or a master equation for discrete states, entropy production along a single trajectory is studied. It involves both genuine particle entropy and…
This paper is devoted to change-point detection using only the ordinal structure of a time series. A statistic based on the conditional entropy of ordinal patterns characterizing the local up and down in a time series is introduced and…
Most methodologies for materials criticality assessment score supply risk and societal importance. Market-based criteria offer quantitative measures for assessment. Here we develop a statistical approach based on a geologic entropy function…
The past few decades have seen great leaps in technologies to analyze cells and tissues. Omics methods in particular now allow us unprecedented access to their the molecular composition where the base-level resolution of transcripts and…
To efficiently evaluate system reliability based on Monte Carlo simulation, importance sampling is used widely. The optimal importance sampling density was derived in 1950s for the deterministic simulation model, which maps an input to an…
We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…
We show that the scale dependence of the fluctuations of the natural time itself under time reversal provides a useful tool for the discrimination of seismic electric signals (critical dynamics) from noises emitted from man made sources as…