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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

Entropy in nonequilibrium statistical mechanics is investigated theoretically so as to extend the well-established equilibrium framework to open nonequilibrium systems. We first derive a microscopic expression of nonequilibrium entropy for…

Statistical Mechanics · Physics 2007-06-13 Takafumi Kita

The development of finite/fixed-time stable optimization algorithms typically involves study of specific problem instances. The lack of a unified framework hinders understanding of more sophisticated algorithms, e.g., primal-dual gradient…

Optimization and Control · Mathematics 2024-09-19 Ibrahim K. Ozaslan , Mihailo R. Jovanović

We introduce a new quantity to petrology, the Shannon entropy, as a tool for quantifying mixing as well as the rate of production of hybrid compositions in the mixing system. The Shannon entropy approach is applied to time series numerical…

Geophysics · Physics 2016-09-15 D. Perugini , C. P. De Campos , M. Petrelli , D. Morgavi , F. P. Vetere , D. B. Dingwell

We address the interaction-time optimization for frequency estimation in a two-level system. The goal is to estimate with maximum precision a stochastic perturbation. Our approach is valid for any figure of merit used to define optimality,…

Mesoscale and Nanoscale Physics · Physics 2021-02-17 Angel Gutierrez-Rubio , Peter Stano , Daniel Loss

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

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…

Numerical Analysis · Mathematics 2017-08-10 Binjie Li , Hao Luo , Xiaoping Xie

Complexity of two-level systems, e.g. spins, qubits, magnetic moments etc, are analysed based on the so-called correlational entropy in the case of pure quantum systems and the thermal entropy in case of thermal equilibrium that are…

Quantum Physics · Physics 2025-01-24 Imre Varga

We study the problem of generating a random variate $X$ from a finite discrete probability distribution $P$ using an entropy source of independent fair coin flips. A classic result from Knuth and Yao shows that the optimal expected number…

Data Structures and Algorithms · Computer Science 2026-04-28 Thomas L. Draper , Feras A. Saad

The Principle of Maximum Entropy is a rigorous technique for estimating an unknown distribution given partial information while simultaneously minimizing bias. However, an important requirement for applying the principle is that the…

Information Theory · Computer Science 2026-02-03 Kenneth Bogert , Matthew Kothe

Shannon entropy is the most common metric to measure the degree of randomness of time series in many fields, ranging from physics and finance to medicine and biology. Real-world systems may be in general non stationary, with an entropy…

Statistical Finance · Quantitative Finance 2023-06-08 Andrey Shternshis , Piero Mazzarisi

Estimating the entropy based on data is one of the prototypical problems in distribution property testing and estimation. For estimating the Shannon entropy of a distribution on $S$ elements with independent samples, [Paninski2004] showed…

Machine Learning · Computer Science 2018-09-25 Yanjun Han , Jiantao Jiao , Chuan-Zheng Lee , Tsachy Weissman , Yihong Wu , Tiancheng Yu

The stretched exponential function, $\exp[-(t/\tau_{K})^{\beta}]$, describes various relaxation processes while it has been suggested that the power exponent, $\beta$ is derived from the non-uniformity of the process. In this paper, we…

Soft Condensed Matter · Physics 2018-09-12 Hirokazu Maruoka , Akio Nishimura , Makoto Yoshida , Keisuke Hatada

A new method is proposed for analyzing complexity and studying the information in random geometric networks using Tsallis entropy tool. Tsallis entropy of the ensemble of random geometric networks is calculated based on the components of…

Statistical Mechanics · Physics 2025-02-20 O. K. Kazemi , S. M. Taheri

We develop the most probable wave functions for a single free quantum particle given its momentum and energy by imposing its quantum probability density to maximize Shannon information entropy. We show that there is a class of solutions in…

Quantum Physics · Physics 2015-05-13 Agung Budiyono

For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert

Thermodynamic entropy is determined by a heat measurement through the Clausius equality. The entropy then formalizes a fundamental limitation of operations by the second law of thermodynamics. The entropy is also expressed as the Shannon…

Statistical Mechanics · Physics 2015-06-17 Shin-ichi Sasa

We present a validation of the asdf method, an information-theoretic framework for computing thermodynamic entropy from molecular configurations. The method reformulates entropy estimation as the Shannon entropy of a residual mapping…

Statistical Mechanics · Physics 2026-04-29 Dallin Fisher , Qi-Jun Hong

We present a method for the evaluation of the interaction potential of an equilibrium classical system starting from the (partial) knowledge of its structure factor. The procedure is divided into two phases both of which are based on the…

Statistical Mechanics · Physics 2012-06-22 Marco D'Alessandro
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