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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,…
Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…
We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…
For a real number $0<\lambda<2$, we introduce a transformation $T_\lambda$ naturally associated to expansion in $\lambda$-continued fraction, for which we also give a geometrical interpretation. The symbolic coding of the orbits of…
A statistical thermodynamic approach of moving particles forming an elastic body is presented which leads to reveal molecular-mechanical properties of classical and nonextensive dynamical systems. We derive the Boltzmann-Gibbs (BG) entropy…
We show that, when music pieces are cast in the form of time series of pitch variations, the concepts and tools of dynamical systems theory can be applied to the analysis of {\it temporal dynamics} in music. (i) Phase space portraits are…
It is well known in the realm of quantum mechanics and information theory that the entropy is non-decreasing for the class of unital physical processes. However, in general, the entropy does not exhibit monotonic behavior. This has…
The well-posedness of a multi-population dynamical system with an entropy regularization and its convergence to a suitable mean-field approximation are proved, under a general set of assumptions. Under further assumptions on the evolution…
We describe classes of ergodic dynamical systems for which some statistical properties are known exactly. These systems have integer dimension, are not globally dissipative, and are defined by a probability density and a two-form. This…
We show that an interesting class of functionals of stochastic differential equations can be approximated by a Chen-Fliess series of iterated stochastic integrals and give a L^{2} error estimate, thus generalizing the standard stochastic…
Entropic dynamics, a program that aims at deriving the laws of physics from standard probabilistic and entropic rules for processing information, is developed further. We calculate the probability for an arbitrary path followed by a system…
Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…
Entanglement entropies have revealed, in the last years, to be a powerful tool to extract information about the physics of condensed-matter systems. In the first part of this thesis, we show how to extract essential details about the…
The general framework of entropic dynamics is used to formulate a relational quantum dynamics. The main new idea is to use tools of information geometry to develop an entropic measure of the mismatch between successive configurations of a…
Diffusivity, a measure for how rapidly a fluid self-mixes, shows an intimate, but seemingly fragmented, connection to thermodynamics. On one hand, the "configurational" contribution to entropy (related to the number of mechanically-stable…
We consider shift spaces in which elements of the alphabet may overlap nontransitively. We define a notion of entropy for such spaces, give several techniques for computing lower bounds for it, and show that it is equal to a limit of…
Time-delay systems are, in many ways, a natural set of dynamical systems for natural scientists to study because they form an interface between abstract mathematics and data. However, they are complicated because past states must be…
Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…
The entropy production and the variational functional of a Laplacian diffusional field around the first four fractal iterations of a linear self-similar tree (von Koch curve) is studied analytically and detailed predictions are stated. In a…
As recently manifested , the quench dynamics of isolated quantum systems consisting of a finite number of particles, is characterized by an exponential spreading of wave packets in the many-body Hilbert space. This happens when the…