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Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski

Shannon entropy and Fisher information functionals are known to quantify certain information-theoretic properties of continuous probability distributions of various origins. We carry out a systematic study of these functionals, while…

Quantum Physics · Physics 2007-05-23 Piotr Garbaczewski

Information and uncertainty are closely related and extensively studied concepts in a number of scientific disciplines such as communication theory, probability theory, and statistics. Increasing the information arguably reduces the…

Probability · Mathematics 2011-08-09 Jiahua Chen

General characterization of physical measurements is discussed within the framework of a classical information theory. Uncertainty relation for simultaneous measurements of two physical observables is defined in this framework for…

Quantum Physics · Physics 2012-12-18 Yoshimasa Kurihara

Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, there is no universal agreement on how to…

Machine Learning · Computer Science 2025-06-17 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

Information theory provides a mathematical foundation to measure uncertainty in belief. Belief is represented by a probability distribution that captures our understanding of an outcome's plausibility. Information measures based on…

Information Theory · Computer Science 2020-01-17 Jed A. Duersch , Thomas A. Catanach

Shannon based his information theory on the notion of probability measures as it we developed by Kolmogorov. In this paper we study some fundamental problems in information theory based on expectation measures. In the theory of expectation…

Information Theory · Computer Science 2025-01-30 Peter Harremoës

The problems of causality, modeling, and control for chaotic, high-dimensional dynamical systems are formulated in the language of information theory. The central quantity of interest is the Shannon entropy, which measures the amount of…

Dynamical Systems · Mathematics 2022-06-01 Adrián Lozano-Durán , Gonzalo Arranz

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

Transient phenomena play a key role in coordinating brain activity at multiple scales, however,their underlying mechanisms remain largely unknown. A key challenge for neural data science is thus to characterize the network interactions at…

Neurons and Cognition · Quantitative Biology 2022-09-16 Kaidi Shao , Nikos K. Logothetis , Michel Besserve

Information theory is a practical and theoretical framework developed for the study of communication over noisy channels. Its probabilistic basis and capacity to relate statistical structure to function make it ideally suited for studying…

Neurons and Cognition · Quantitative Biology 2015-01-09 Robin A. A. Ince , Stefano Panzeri , Simon R. Schultz

Given a universe of discourse X-a domain of possible outcomes-an experiment may consist of selecting one of its elements, subject to the operation of chance, or of observing the elements, subject to imprecision. A priori uncertainty about…

Artificial Intelligence · Computer Science 2013-03-26 Arthur Ramer

Identifying the origin of nonequilibrium characteristics in a generic interacting system having multiple degrees of freedom is a challenging task. In this context, information theoretic measures such as mutual information and related…

Statistical Mechanics · Physics 2025-07-24 Biswajit Das , Sreekanth K Manikandan , Ayan Banerjee

General characterizations of physical measurements are discussed within the framework of the classical information theory. The uncertainty relation for simultaneous measurements of two physical observables is defined in this framework for…

Quantum Physics · Physics 2018-01-30 Yoshimasa Kurihara

In this chapter, a statistical measure of complexity and the Fisher-Shannon information product are introduced and their properties are discussed. These measures are based on the interplay between the Shannon information, or a function of…

Chaotic Dynamics · Physics 2012-01-13 Ricardo Lopez-Ruiz , Jaime Sanudo , Elvira Romera , Xavier Calbet

Information theory is a statistical theory concerned with the relative state of detectors and physical systems. As a consequence, the classical framework of Shannon needs to be extended to deal with quantum detectors, possibly moving at…

Quantum Physics · Physics 2007-05-23 Christoph Adami

We study an information-theoretic measure of uncertainty for quantum systems. It is the Shannon information $I$ of the phase space probability distribution $\la z | \rho | z \ra $, where $|z \ra $ are coherent states, and $\rho$ is the…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Arlen Anderson , Jonathan J. Halliwell

Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…

Quantum Physics · Physics 2021-06-29 Gautam Sharma , Sk Sazim

We apply random matrix theory to study the impact of measurement uncertainty on dynamic mode decomposition. Specifically, when the measurements follow a normal probability density function, we show how the moments of that density propagate…

Methodology · Statistics 2025-09-04 P. Algikar , P. Sharma , M. Netto , L. Mili

Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…

Probability · Mathematics 2025-03-21 Naveen Kumar , Ambesh Dixit , Vivek Vijay
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