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Related papers: Entropy in Signal Processing (Entropie en Traiteme…

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In many realistic systems, maximum entropy principle (MEP) analysis provides an effective characterization of the probability distribution of network states. However, to implement the MEP analysis, a sufficiently long-time data recording in…

Biological Physics · Physics 2019-02-27 Zhi-Qin John Xu , Jennifer Crodelle , Douglas Zhou , David Cai

Entropy is a very useful concept from physics that tries to explain how a system behaves from a point of view of the thermodynamics. However, there are two ways to explain entropy, and it depends on if we are studying a microsystem or a…

General Finance · Quantitative Finance 2024-07-02 Martin Pomares Calero

This paper presents a general framework for exploiting the representational capacity of neural networks to approximate complex, nonlinear reward functions in the context of solving the inverse reinforcement learning (IRL) problem. We show…

Machine Learning · Computer Science 2016-03-14 Markus Wulfmeier , Peter Ondruska , Ingmar Posner

Sparsity and entropy are pillar notions of modern theories in signal processing and information theory. However, there is no clear consensus among scientists on the characterization of these notions. Previous efforts have contributed to…

Information Theory · Computer Science 2015-12-18 Giancarlo Pastor , Inmaculada Mora-Jiménez , Riku Jäntti , Antonio J. Caamaño

We translate the problem of calculating the entropy of a set of binary configurations/signals into a sequence of supervised classification tasks. Subsequently, one can use virtually any machine learning classification algorithm for…

Statistical Mechanics · Physics 2019-10-25 Romuald A. Janik

In signal analysis and synthesis, linear approximation theory considers a linear decomposition of any given signal in a set of atoms, collected into a so-called dictionary. Relevant sparse representations are obtained by relaxing the…

Information Theory · Computer Science 2014-11-04 Paul Honeine

The entanglement entropy of a subsystem of a quantum system is expressed, in the replica approach, through analytic continuation with respect to n of the trace of the n-th power of the reduced density matrix. This trace can be thought of as…

High Energy Physics - Theory · Physics 2008-12-18 Michele Caraglio , Ferdinando Gliozzi

We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic "canonical" form of the posterior distribution for the problem of simultaneous updating with data and…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Adom Giffin , Ariel Caticha

The problem of mixed signals occurs in many different contexts; one of the most familiar being acoustics. The forward problem in acoustics consists of finding the sound pressure levels at various detectors resulting from sound signals…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Kevin H. Knuth

'Causal' direction is of great importance when dealing with complex systems. Often big volumes of data in the form of time series are available and it is important to develop methods that can inform about possible causal connections between…

Statistical Mechanics · Physics 2014-01-24 Fatimah Abdul Razak , Henrik Jeldtoft Jensen

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic…

Machine Learning · Computer Science 2014-09-03 Luis G. Sanchez Giraldo , Murali Rao , Jose C. Principe

We apply information theoretic entropies of coordinate and velocity distributions in quantum mechanics for the description of the strong field ionization process. The approach is based on the properties of the entropies used in the…

Atomic Physics · Physics 2019-05-22 I. A. Ivanov , Chang Hee Nam , Kyung Taec Kim

Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…

Methodology · Statistics 2009-09-23 Fabrice Gamboa , Jean-Michel Loubes , Paul Rochet

The channel output entropy of a transmitted sequence is the entropy of the possible channel outputs and similarly the channel input entropy of a received sequence is the entropy of all possible transmitted sequences. The goal of this work…

Information Theory · Computer Science 2025-06-04 Shubhransh Singhvi , Omer Sabary , Daniella Bar-Lev , Eitan Yaakobi

We present a general holistic theory for the organization of complex networks, both human-engineered and naturally-evolved. Introducing concepts of value of interactions and satisfaction as generic network performance measures, we show that…

Adaptation and Self-Organizing Systems · Physics 2007-07-13 Venkat Venkatasubramanian , Dimitris N. Politis , Priyan R. Patkar

Finding the minimal relative entropy of two quantum states under semidefinite constraints is a pivotal problem located at the mathematical core of various applications in quantum information theory. An efficient method for providing…

Quantum Physics · Physics 2026-02-02 Gereon Koßmann , René Schwonnek

Recommendations based on behavioral data may be faced with ambiguous statistical evidence. We consider the case of association rules, relevant e.g.~for query and product recommendations. For example: Suppose that a customer belongs to…

Databases · Computer Science 2015-01-12 Rasmus Pagh , Morten Stöckel

In this letter we propose the use of physics techniques for entropy determination on constrained parameter optimization problems. The main feature of such techniques, the construction of an unbiased walk on energy space, suggests their use…

Statistical Mechanics · Physics 2009-11-07 A. R. Lima , M. Argollo de Menezes

Transfer Entropy (TE), the primary method for determining directed information flow within a network system, can exhibit bias - either in deficiency or excess - during both pairwise and conditioned calculations, owing to high-order…

Data Analysis, Statistics and Probability · Physics 2024-02-14 Sebastiano Stramaglia , Luca Faes , Jesus M. Cortes , Daniele Marinazzo

In our previous studies we have investigated the structural complexity of time series describing stock returns on New York's and Warsaw's stock exchanges, by employing two estimators of Shannon's entropy rate based on Lempel-Ziv and Context…

Statistical Finance · Quantitative Finance 2014-08-19 Paweł Fiedor
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