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We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

In many applications in biology, engineering and economics, identifying similarities and differences between distributions of data from complex processes requires comparing finite categorical samples of discrete counts. Statistical…

Methodology · Statistics 2023-07-11 Francesco Camaglia , Ilya Nemenman , Thierry Mora , Aleksandra M. Walczak

The information entropy of a nuclear density distribution is calculated for a number of nuclei. Various phenomenological models for the density distribution using different geometry are employed. Nuclear densities calculated within various…

Nuclear Theory · Physics 2015-06-26 G. A. Lalazissis , S. E. Massen , C. P. Panos , S. S. Dimitrova

In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…

Data Structures and Algorithms · Computer Science 2007-07-13 Sudipto Guha , Andrew McGregor , Suresh Venkatasubramanian

We adapt arguments concerning information-theoretic convergence in the Central Limit Theorem to the case of dependent random variables under Rosenblatt mixing conditions. The key is to work with random variables perturbed by the addition of…

Probability · Mathematics 2008-10-06 Oliver Johnson

We consider the problem of evaluating representations of data for use in solving a downstream task. We propose to measure the quality of a representation by the complexity of learning a predictor on top of the representation that achieves…

Machine Learning · Computer Science 2021-02-08 William F. Whitney , Min Jae Song , David Brandfonbrener , Jaan Altosaar , Kyunghyun Cho

Density ratio estimation (DRE) is a core technique in machine learning used to capture relationships between two probability distributions. $f$-divergence loss functions, which are derived from variational representations of $f$-divergence,…

Machine Learning · Computer Science 2025-03-18 Yoshiaki Kitazawa

An axiomatic foundation regarding the entropy for complex systems is established. Missing from decades of research was the requirement that entropy must measure the uncertainty at the informational scale of the maximizing distribution,…

Statistical Mechanics · Physics 2026-05-29 Kenric P. Nelson

In the present paper we introduce new optimization algorithms for the task of density ratio estimation. More precisely, we consider extending the well-known KMM method using the construction of a suitable loss function, in order to…

Machine Learning · Computer Science 2023-09-15 Cristian Daniel Alecsa

Quantum information quantities, such as mutual information and entropies, are essential for characterizing quantum systems and protocols in quantum information science. In this contribution, we identify types of information measures based…

Quantum Physics · Physics 2025-10-21 Christopher Popp , Tobias C. Sutter , Beatrix C. Hiesmayr

A fundamental problem in analysis of complex systems is getting a reliable estimate of entropy of their probability distributions over the state space. This is difficult because unsampled states can contribute substantially to the entropy,…

Data Analysis, Statistics and Probability · Physics 2023-07-19 Damián G. Hernández , Ahmed Roman , Ilya Nemenman

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

Relative complexity measures the complexity of a probability preserving transformation relative to a factor being a sequence of random variables whose exponential growth rate is the relative entropy of the extension. We prove distributional…

Dynamical Systems · Mathematics 2012-10-30 Jon Aaronson

Entropy and information can be considered dual: entropy is a measure of the subspace defined by the information constraining the given ambient space. Negative entropies, arising in na\"ive extensions of the definition of entropy from…

Probability · Mathematics 2023-03-06 Daniel Lazarev

Given conflicting probability estimates for a set of events, how can we quantify how much they conflict? How can we find a single probability distribution that best encapsulates the given estimates? One approach is to minimize a loss…

Probability · Mathematics 2024-12-05 Rowan Hess , Lionel Levine

Let recall that the term 'k-th extreme' was introduced in a limiting sense. That is, if $X_{r:n}$ denote the r-th order statistic then for fix k, as $n\to\infty$, $X_{n-k+1:n}$ is called the k-th extremes or k-th largest order statistics.…

Statistics Theory · Mathematics 2024-07-17 Ali Saeb

A new sharp inequality featuring the differential R\'enyi entropy, the R\'enyi divergence and the R\'enyi cross-entropy of a pair of probability density functions is established. The equality is reached when one of the probability density…

Information Theory · Computer Science 2026-03-10 Razvan Gabriel Iagar , David Puertas-Centeno

We consider the problem of defining the significance of an itemset. We say that the itemset is significant if we are surprised by its frequency when compared to the frequencies of its sub-itemsets. In other words, we estimate the frequency…

Machine Learning · Computer Science 2019-04-30 Nikolaj Tatti

The information-theoretic approach to Bell's theorem is developed with use of the conditional $q$-entropies. The $q$-entropic measures fulfill many similar properties to the standard Shannon entropy. In general, both the locality and…

Quantum Physics · Physics 2014-11-11 Alexey E. Rastegin

Accurately estimating the informativeness of individual samples in a dataset is an important objective in deep learning, as it can guide sample selection, which can improve model efficiency and accuracy by removing redundant or potentially…

Machine Learning · Computer Science 2025-05-22 Johannes Kaiser , Kristian Schwethelm , Daniel Rueckert , Georgios Kaissis
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