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Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…

Statistics Theory · Mathematics 2019-01-31 Salah H. Abid , Uday J. Quaez

Shannon's entropy is one of the building blocks of information theory and an essential aspect of Machine Learning methods (e.g., Random Forests). Yet, it is only finitely defined for distributions with fast decaying tails on a countable…

Statistics Theory · Mathematics 2022-05-25 Jialin Zhang , Jingyi Shi

We present a near-optimal quantum algorithm, up to logarithmic factors, for estimating the Shannon entropy in the quantum probability oracle model. Our approach combines the singular value separation algorithm with quantum amplitude…

Quantum Physics · Physics 2026-02-03 Myeongjin Shin , Kabgyun Jeong

The paper suggests the concepts of an upper entropy and a lower entropy. We propose a new axiomatic definition, namely, upper entropy axioms, inspired by axioms of metric spaces, and also formulate lower entropy axioms. We also develop weak…

Probability · Mathematics 2015-06-22 Jin-Li Guo , Qi Suo

Entropies must correspond to mean values for them to be measurable. The Shannon entropy corresponds to the weighted arithmetic mean, whereas the Renyi entropy corresponds to the exponential mean. These means refer to code lengths, which are…

Statistical Mechanics · Physics 2011-10-25 B. H. Lavenda

Consider the problem of estimating the Shannon entropy of a distribution over $k$ elements from $n$ independent samples. We show that the minimax mean-square error is within universal multiplicative constant factors of $$\Big(\frac{k }{n…

Information Theory · Computer Science 2016-02-19 Yihong Wu , Pengkun Yang

We deploy Shannon's information entropy to the distribution of branching fractions in a particle decay. This serves to quantify how important a given new reported decay channel is, from the point of view of the information that it adds to…

This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

Information Theory · Computer Science 2018-12-11 Igal Sason

In this paper, I expand Shannon's definition of entropy into a new form of entropy that allows integration of information from different random events. Shannon's notion of entropy is a special case of my more general definition of entropy.…

Machine Learning · Computer Science 2008-11-04 Stefan Jaeger

A method of estimating the joint probability mass function of a pair of discrete random variables is described. This estimator is used to construct the conditional Shannon-R\'eyni-Tsallis entropies estimates. From there almost sure rates of…

Statistics Theory · Mathematics 2020-02-18 Ba Amadou Diadie , Lo Gane Samb

The estimation of entropy rates for stationary discrete-valued stochastic processes is a well studied problem in information theory. However, estimating the entropy rate for stationary continuous-valued stochastic processes has not received…

Information Theory · Computer Science 2021-05-26 Andrew Feutrill , Matthew Roughan

The entropy region is a fundamental object in information theory. An outer bound for the entropy region is defined by a minimal set of Shannon-type inequalities called elemental inequalities also referred to as the Shannon region. This…

Information Theory · Computer Science 2020-05-22 Hitika Tiwari , Satyajit Thakor

The entropic region is formed by the collection of the Shannon entropies of all subvectors of finitely many jointly distributed discrete random variables. For four or more variables, the structure of the entropic region is mostly unknown.…

Information Theory · Computer Science 2026-03-04 E. P. Csirmaz , L. Csirmaz

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

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

We investigate the theoretical foundations of a recently introduced entropy-based formulation of weighted least squares for the approximation of overdetermined linear systems, motivated by robust data fitting in the presence of sparse gross…

Numerical Analysis · Mathematics 2026-03-17 Felice Iavernaro , Monica Lazzo , Lorenzo Pisani

We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu

Various lower bounds are established for the entropy of sums, products and their combinations. First, we derive a prime-field analogue of a version of the entropy power inequality established by Tao over torsion-free groups. Next, we prove…

Combinatorics · Mathematics 2026-04-30 Lampros Gavalakis , Marcel K. Goh , Ioannis Kontoyiannis

The behavior of the Kozachenko - Leonenko estimates for the (differential) Shannon entropy is studied when the number of i.i.d. vector-valued observations tends to infinity. The asymptotic unbiasedness and L^2-consistency of the estimates…

Statistics Theory · Mathematics 2018-01-09 Alexander Bulinski , Denis Dimitrov

Entropic measures provide analytic tools to help us understand correlation in quantum systems. In our previous work, we calculated linear entropy and von Neumann entropy as entanglement measures for the ground state and lower lying excited…

Quantum Physics · Physics 2015-07-21 Chien-Hao Lin , Yew Kam Ho