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Related papers: On Weighted Residual and Past Entropies

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The lifetime of a system of connected units under some natural assumptions can be represented as a random variable Y defined as a weighted lattice polynomial of random lifetimes of its components. As such, the concept of a random variable Y…

Probability · Mathematics 2008-05-28 Alexander Dukhovny , Jean-Luc Marichal

We introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including excess entropy, Bialek et al.'s…

Statistics Theory · Mathematics 2010-12-10 Samer A. Abdallah , Mark D. Plumbley

A new combinatorial-probabilistic diagnostic entropy has been introduced. It describes the pair-wise sum of probabilities of system conditions that have to be distinguished during the diagnosing process. The proposed measure describes the…

Information Theory · Computer Science 2009-09-29 Henryk Borowczyk

We introduce two uncertainty measures, say weighted past varentropy (WPVE) and weighted paired dynamic varentropy (WPDVE). Several properties of these proposed measures, including their effect under the monotone transformations are studied.…

Statistics Theory · Mathematics 2025-01-31 Shital Saha , Suchandan Kayal

We develop two notions of time-restricted sensitivity to initial conditions for measurable dynamical systems, where the time before divergence of a pair of paths is at most an asymptotically logarithmic function of a measure of their…

Dynamical Systems · Mathematics 2014-01-23 Domenico Aiello , Hansheng Diao , Zhou Fan , Daniel O. King , Jessica Lin , Cesar E. Silva

Complex systems are found in most branches of science. It is still argued how to best quantify their complexity and to what end. One prominent measure of complexity (the statistical complexity) has an operational meaning in terms of the…

Data Analysis, Statistics and Probability · Physics 2011-10-24 Karoline Wiesner , Mile Gu , Elisabeth Rieper , Vlatko Vedral

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

Transfer Entropy and Directed Information are information-theoretic measures of the directional dependency between stochastic processes. Following the definitions of Schreiber and Massey in discrete time, we define and evaluate these…

Probability · Mathematics 2016-04-08 Nigel J. Newton

Statistical mechanics relies on the complete though probabilistic description of a system in terms of all the microscopic variables. Its object is to derive therefrom static and dynamic properties involving some reduced set of variables.…

Statistical Mechanics · Physics 2009-10-31 R. Balian

Human communication is commonly represented as a temporal social network, and evaluated in terms of its uniqueness. We propose a set of new entropy-based measures for human communication dynamics represented within the temporal social…

Social and Information Networks · Computer Science 2018-10-29 Marcin Kulisiewicz , Przemysław Kazienko , Bolesław K. Szymański , Radosław Michalski

We review the behaviour of the Gibbs' and conditional entropies in deterministic and stochastic systems and continue to a formulation appropriate for a stochastically perturbed system with delayed dynamics. The underlying question driving…

Mathematical Physics · Physics 2024-06-24 Michael C. Mackey , Marta Tyran-Kaminska

In [Haruna, T. and Nakajima, K., 2011. Physica D 240, 1370-1377], the authors introduced the duality between values (words) and orderings (permutations) as a basis to discuss the relationship between information theoretic measures for…

Chaotic Dynamics · Physics 2015-06-04 Taichi Haruna , Kohei Nakajima

Several studies demonstrate that there are critical differences between real wireless networks and simulation models. This finding has permitted to extract spatial and temporal properties for links and to provide efficient methods as biased…

Networking and Internet Architecture · Computer Science 2012-07-12 Mohamed-Haykel Zayani , Vincent Gauthier , Djamal Zeghlache

The following note proves that conditional entropy of a sequence is almost time-reversal invariant, specifically they only differ by a small constant factor dependent only upon the forward and backward models that the entropies are being…

Information Theory · Computer Science 2024-04-04 Adam Wang

Neural networks have dramatically increased our capacity to learn from large, high-dimensional datasets across innumerable disciplines. However, their decisions are not easily interpretable, their computational costs are high, and building…

Computer Vision and Pattern Recognition · Computer Science 2024-07-08 Mackenzie J. Meni , Ryan T. White , Michael Mayo , Kevin Pilkiewicz

We consider the minimization over probability measures of the expected value of a random variable, regularized by relative entropy with respect to a given probability distribution. In the general setting we provide a complete…

Probability · Mathematics 2020-09-29 Joris Bierkens , Hilbert J. Kappen

We generalize the weighted cumulative entropies (WCRE and WCE), introduced in [5], for a system or component lifetime. Representing properties of cumulative entropies, several bounds and inequalities for the WCRE is proposed

Information Theory · Computer Science 2015-07-28 Yuri Suhov , Salimeh Yasaei Sekeh

We propose a compression-based version of the empirical entropy of a finite string over a finite alphabet. Whereas previously one considers the naked entropy of (possibly higher order) Markov processes, we consider the sum of the…

Information Theory · Computer Science 2011-04-05 Paul M. B. Vitányi

In this paper, we develop the lower and upper bounds of worst-case distortion riskmetrics and weighted entropy for unimodal, and symmetric unimodal distributions when mean and variance information are available. We also consider the sharp…

Risk Management · Quantitative Finance 2025-11-24 Baishuai Zuo , Chuancun Yin

We show why the amount of information communicated between the past and future--the excess entropy--is not in general the amount of information stored in the present--the statistical complexity. This is a puzzle, and a long-standing one,…

Statistical Mechanics · Physics 2013-05-29 James P. Crutchfield , Christopher J. Ellison , John R. Mahoney