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The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

We apply a common measure of randomness, the entropy, in the context of iterated functions on a finite set with n elements. For a permutation, it turns out that this entropy is asymptotically (for a growing number of iterations) close to…

Number Theory · Mathematics 2017-12-20 Joachim von zur Gathen

We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this area with current progress along several interesting…

Probability · Mathematics 2022-04-28 Lampros Gavalakis , Ioannis Kontoyiannis

Suppose that we are given an infinite binary sequence which is random for a Bernoulli measure of parameter $p$. By the law of large numbers, the frequency of zeros in the sequence tends to~$p$, and thus we can get better and better…

Logic · Mathematics 2018-10-18 Laurent Bienvenu , Santiago Figueira , Benoit Monin , Alexander Shen

Complex natural and technological systems can be considered, on a coarse-grained level, as assemblies of elementary components: for example, genomes as sets of genes, or texts as sets of words. On one hand, the joint occurrence of…

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete…

Data Structures and Algorithms · Computer Science 2020-03-10 Feras A. Saad , Cameron E. Freer , Martin C. Rinard , Vikash K. Mansinghka

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David H. Wolpert , David R. Wolf

A new finite form of de Finetti's representation theorem is established using elementary information-theoretic tools. The distribution of the first $k$ random variables in an exchangeable vector of $n\geq k$ random variables is close to a…

Information Theory · Computer Science 2024-04-29 Mario Berta , Lampros Gavalakis , Ioannis Kontoyiannis

The Chapter starts with introductory information about quantitative linguistics notions, like rank--frequency dependence, Zipf's law, frequency spectra, etc. Similarities in distributions of words in texts with level occupation in quantum…

Data Analysis, Statistics and Probability · Physics 2024-01-04 Andrij Rovenchak

Today's probabilistic language generators fall short when it comes to producing coherent and fluent text despite the fact that the underlying models perform well under standard metrics, e.g., perplexity. This discrepancy has puzzled the…

Computation and Language · Computer Science 2025-06-06 Clara Meister , Tiago Pimentel , Gian Wiher , Ryan Cotterell

Quantifying the similarity between symbolic sequences is a traditional problem in Information Theory which requires comparing the frequencies of symbols in different sequences. In numerous modern applications, ranging from DNA over music to…

Physics and Society · Physics 2016-04-18 Martin Gerlach , Francesc Font-Clos , Eduardo G. Altmann

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

A finite form of de Finetti's representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $n\geq k$ is close to a mixture…

Information Theory · Computer Science 2021-06-28 Lampros Gavalakis , Ioannis Kontoyiannis

The issue of discrete probability estimation for samples of small size is addressed in this study. The maximum likelihood method often suffers over-fitting when insufficient data is available. Although the Bayesian approach can avoid…

Machine Learning · Computer Science 2012-12-13 Takashi Isozaki

In this paper, the statistical properties of Newton s method algorithm output in a specific case have been studied. The relative frequency density of this sample converges to a well-defined function, prompting us to explore its…

Data Analysis, Statistics and Probability · Physics 2024-07-16 Taki Kirouani

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

We introduce efficient algorithms for approximate sampling from symmetric Gibbs distributions on the sparse random (hyper)graph. The examples we consider include (but are not restricted to) important distributions on spin systems and…

Discrete Mathematics · Computer Science 2024-03-20 Charilaos Efthymiou

Herding is a deterministic algorithm used to generate data points that can be regarded as random samples satisfying input moment conditions. The algorithm is based on the complex behavior of a high-dimensional dynamical system and is…

Machine Learning · Statistics 2023-05-10 Hiroshi Yamashita , Hideyuki Suzuki , Kazuyuki Aihara

We propose an algorithm with improved query-complexity for the problem of hypothesis selection under local differential privacy constraints. Given a set of $k$ probability distributions $Q$, we describe an algorithm that satisfies local…

Data Structures and Algorithms · Computer Science 2026-01-16 Gautam Kamath , Alireza F. Pour , Matthew Regehr , David P. Woodruff

We provide finite-sample analysis of a general framework for using k-nearest neighbor statistics to estimate functionals of a nonparametric continuous probability density, including entropies and divergences. Rather than plugging a…

Statistics Theory · Mathematics 2016-08-23 Shashank Singh , Barnabás Póczos