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Related papers: New entropy estimates for the Oldroyd-B model, and…

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This article surveys recent progress in the Bradley-Terry (BT) model and its extensions. We focus on the statistical and computational aspects, with emphasis on the regime in which both the number of objects and the volume of comparisons…

Methodology · Statistics 2026-01-23 Shuxing Fang , Ruijian Han , Yuanhang Luo , Yiming Xu

The problem of Shannon entropy estimation in countable infinite alphabets is addressed from the study and use of convergence results of the entropy functional, which is known to be discontinuous with respect to the total variation distance…

Information Theory · Computer Science 2018-04-03 Jorge F. Silva

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Probability · Mathematics 2018-01-23 Alois Pichler , Ruben Schlotter

In this work we introduce a method for estimating entropy rate and entropy production rate from finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of…

Statistical Mechanics · Physics 2021-02-24 Raul Salgado-Garcia , Cesar Maldonado

Entropy Estimation is an important problem with many applications in cryptography, statistic,machine learning. Although the estimators optimal with respect to the sample complexity have beenrecently developed, there are still some…

Data Structures and Algorithms · Computer Science 2020-02-24 Maciej Skorski

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

We improve a known result on the strong consistency of M-estimates of the regression parameters in a linear model for independent and identically distributed random errors under some mild conditions.

Statistics Theory · Mathematics 2015-05-28 Xinghui Wang , Shuhe Hu

Given a large real symmetric, positive semidefinite m-by-m matrix, the goal of this paper is to show how a numerical approximation of the entropy, given by the sum of the entropies of the individual eigenvalues, can be computed in an…

Numerical Analysis · Mathematics 2014-06-13 Thomas P. Wihler , Bänz Bessire , André Stefanov

In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…

Statistics Theory · Mathematics 2023-03-16 Shulan Hu , Xinyu Wang , Liming Wu

Accurate inertia estimates and forecasts are crucial to support the system operation in future low-inertia power systems. A large literature on inertia estimation methods is available. This paper aims to provide an overview and…

Systems and Control · Electrical Eng. & Systems 2020-08-31 Evelyn Heylen , Goran Strbac , Fei Teng

This paper is dedicated to the Oldroyd-B model with fractional dissipation $(-\Delta)^{\alpha}\tau$ for any $\alpha>0$. We establish the global smooth solutions to the Oldroyd-B model in the corotational case with arbitrarily small…

Analysis of PDEs · Mathematics 2016-08-24 Zhuan Ye , Xiaojing Xu

We improve the entropic uncertainty relations for position and momentum coarse-grained measurements. We derive the continuous, coarse-grained counterparts of the discrete uncertainty relations based on the concept of majorization. The…

Quantum Physics · Physics 2015-06-30 Łukasz Rudnicki

The consistency of the Bayesian estimation of a parameter is shown for a class of ergodic discrete Markov chains. J.L. Doob's method was used, offered earlier for the i.i.d. situation. The result may be useful in the reliability theory for…

Probability · Mathematics 2025-03-27 A. I. Nurieva , A. Yu. Veretennikov

We provide a strategy for an exact inference of the average as well as the fluctuations of the entropy production in non-equilibrium systems in the steady state, from the measurements of arbitrary current fluctuations. Our results are built…

Statistical Mechanics · Physics 2020-03-24 Sreekanth K Manikandan , Deepak Gupta , Supriya Krishnamurthy

The shear shallow water model is an extension of the classical shallow water model to include the effects of vertical shear. It is a system of six non-linear hyperbolic PDE with non-conservative products. We develop a high-order entropy…

Numerical Analysis · Mathematics 2023-10-03 Anshu Yadav , Deepak Bhoriya , Harish Kumar , Praveen Chandrashekar

We establish upper and lower bounds for the metric entropy and bracketing entropy of the class of $d$-dimensional bounded monotonic functions under $L^p$ norms. It is interesting to see that both the metric entropy and bracketing entropy…

Statistics Theory · Mathematics 2007-06-13 Fuchang Gao , Jon A. Wellner

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…

Machine Learning · Statistics 2019-06-05 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Doing , Michael Osborne , Stephen Roberts

In order to trust the predictions of a machine learning algorithm, it is necessary to understand the factors that contribute to those predictions. In the case of probabilistic and uncertainty-aware models, it is necessary to understand not…

Machine Learning · Statistics 2024-08-19 Danny Wood , Theodore Papamarkou , Matt Benatan , Richard Allmendinger

In this work, a new Bayesian framework for OFDM channel estimation is proposed. Using Jaynes' maximum entropy principle to derive prior information, we successively tackle the situations when only the channel delay spread is a priori known,…

Information Theory · Computer Science 2008-11-06 Romain Couillet , Merouane Debbah

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic
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