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This paper introduces the correlation-of-divergency coefficient, c-delta, a custom statistical measure designed to quantify the similarity of internal divergence patterns between two groups of values. Unlike conventional correlation…

Methodology · Statistics 2026-03-10 Johan F. Hoorn

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

An experiment to study the entropy method for an anomaly detection system has been performed. The study has been conducted using real data generated from the distributed sensor networks at the Intel Berkeley Research Laboratory. The…

Cryptography and Security · Computer Science 2017-03-14 A. A. Waskita , H. Suhartanto , L. T. Handoko

The divergence of the correlation length $\xi$ at criticality is an important phenomenon of percolation in two-dimensional systems. Substantial speed-ups to the calculation of the percolation threshold and component distribution have been…

Physics and Society · Physics 2020-01-22 Michael M. Danziger , Bnaya Gross , Sergey V. Buldyrev

Data assimilation is a technique for increasing the accuracy of simulations of solutions to partial differential equations by incorporating observable data into the solution as time evolves. Recently, a promising new algorithm for data…

Analysis of PDEs · Mathematics 2018-12-06 Adam Larios , Collin Victor

The new estimates of the conditional Shannon entropy are introduced in the framework of the model describing a discrete response variable depending on a vector of d factors having a density w.r.t. the Lebesgue measure in R^d. Namely, the…

Statistics Theory · Mathematics 2018-04-25 Alexander Bulinski , Alexey Kozhevin

The scaling behavior of the entanglement entropy in the two-dimensional random transverse field Ising model is studied numerically through the strong disordered renormalization group method. We find that the leading term of the entanglement…

Disordered Systems and Neural Networks · Physics 2009-11-13 Rong Yu , Hubert Saleur , Stephan Haas

We introduce a novel Entropy-driven Monte Carlo (EdMC) strategy to efficiently sample solutions of random Constraint Satisfaction Problems (CSPs). First, we extend a recent result that, using a large-deviation analysis, shows that the…

Disordered Systems and Neural Networks · Physics 2016-02-26 Carlo Baldassi , Alessandro Ingrosso , Carlo Lucibello , Luca Saglietti , Riccardo Zecchina

We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

Whether a system is to be considered complex or not depends on how one searches for correlations. We propose a general scheme for calculation of entropies in lattice systems that has high flexibility in how correlations are successively…

Statistical Mechanics · Physics 2015-06-18 Torbjørn Helvik , Kristian Lindgren

We discuss a computer implementation of a recursive formula to calculate correlation functions of descendant states in two-dimensional CFT. This allows us to obtain any $N$-point function of vacuum descendants, or to express the correlator…

High Energy Physics - Theory · Physics 2021-05-24 Enrico M. Brehm , Matteo Broccoli

We define correlational (von Neumann) entropy for an individual quantum state of a system whose time-independent hamiltonian contains random parameters and is treated as a member of a statistical ensemble. This entropy is representation…

chao-dyn · Physics 2013-01-16 Valentin V. Sokolov , B. Alex Brown , Vladimir Zelevinsky

This paper studies the complexity of estimating Renyi divergences of discrete distributions: $p$ observed from samples and the baseline distribution $q$ known \emph{a priori}. Extending the results of Acharya et al. (SODA'15) on estimating…

Information Theory · Computer Science 2017-02-09 Maciej Skorski

The Shannon entropy is a widely used summary statistic, for example, network traffic measurement, anomaly detection, neural computations, spike trains, etc. This study focuses on estimating Shannon entropy of data streams. It is known that…

Data Structures and Algorithms · Computer Science 2009-10-09 Ping Li

Entropy production is a universal measure of irreversibility and energy dissipation in physical, chemical, and biological systems operating far from equilibrium. However, quantifying and spatiotemporally localising it in complex processes…

Statistical Mechanics · Physics 2026-05-18 Biswajit Das , Sreekanth K Manikandan

Conventional information-theoretic quantities assume access to probability distributions. Estimating such distributions is not trivial. Here, we consider function-based formulations of cross entropy that sidesteps this a priori estimation…

Information Theory · Computer Science 2021-09-27 Isaac J. Sledge , Jose C. Principe

We extend previously proposed measures of complexity, emergence, and self-organization to continuous distributions using differential entropy. This allows us to calculate the complexity of phenomena for which distributions are known. We…

Adaptation and Self-Organizing Systems · Physics 2016-04-01 Guillermo Santamaría-Bonfil , Nelson Fernández , Carlos Gershenson

The "maximum similarity correlation" definition introduced in this study is motivated by the seminal work of Szekely et al on "distance covariance" (Ann. Statist. 2007, 35: 2769-2794; Ann. Appl. Stat. 2009, 3: 1236-1265). Instead of using…

We propose a methodology to explore and measure the pairwise correlations that exist between variables in a dataset. The methodology leverages copulas for encoding dependence between two variables, state-of-the-art optimal transport for…

Machine Learning · Statistics 2016-11-01 Gautier Marti , Sebastien Andler , Frank Nielsen , Philippe Donnat

We consider entanglement through permeable interfaces in the c=1 (1+1)-dimensional conformal field theory. We compute the partition functions with the interfaces inserted. By the replica trick, the entanglement entropy is obtained…

High Energy Physics - Theory · Physics 2008-12-18 Kazuhiro Sakai , Yuji Satoh
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