English
Related papers

Related papers: Entropy Estimates from Insufficient Samplings

200 papers

A Massey-like inequality is any useful lower bound on guessing entropy in terms of the computationally scalable Shannon entropy. The asymptotically optimal Massey-like inequality is determined and further refined for finite-support…

Information Theory · Computer Science 2021-03-30 Andrei Tănăsescu , Marios O. Choudary , Olivier Rioul , Pantelimon George Popescu

We introduce a method for quantifying the inherent unpredictability of a continuous-valued time series via an extension of the differential Shannon entropy rate. Our extension, the specific entropy rate, quantifies the amount of predictive…

Machine Learning · Computer Science 2016-06-09 David Darmon

This paper studies the complexity of estimating Renyi divergences of discrete distributions: $p$ observed from samples and the baseline distribution $q$ known \emph{a priori}. Extending the results of Acharya et al. (SODA'15) on estimating…

Information Theory · Computer Science 2017-02-09 Maciej Skorski

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observations and their assumed (parametric) model distribution. When…

Methodology · Statistics 2026-01-19 Pierre Alquier , Jean-David Fermanian , Benjamin Poignard

The best-known and most commonly used distribution-property estimation technique uses a plug-in estimator, with empirical frequency replacing the underlying distribution. We present novel linear-time-computable estimators that significantly…

Statistics Theory · Mathematics 2019-03-06 Yi Hao , Alon Orlitsky

Compressed Counting (CC), based on maximally skewed stable random projections, was recently proposed for estimating the p-th frequency moments of data streams. The case p->1 is extremely useful for estimating Shannon entropy of data…

Data Structures and Algorithms · Computer Science 2009-10-09 Ping Li

This paper considers the problem of inliers and empty cells and the resulting issue of relative inefficiency in estimation under pure samples from a discrete population when the sample size is small. Many minimum divergence estimators in…

Methodology · Statistics 2019-05-09 Abhik Ghosh , Ayanendranath Basu

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

A Bayesian nonparametric estimator to entropy is proposed. The derivation of the new estimator relies on using the Dirichlet process and adapting the well-known frequentist estimators of Vasicek (1976) and Ebrahimi, Pflughoeft and Soofi…

Statistics Theory · Mathematics 2020-01-03 Luai Al-Labadi , Viskakh Patel , Kasra Vakiloroayaei , Clement Wan

The quality of image encryption is commonly measured by the Shannon entropy over the ciphertext image. However, this measurement does not consider to the randomness of local image blocks and is inappropriate for scrambling based image…

Cryptography and Security · Computer Science 2016-11-27 Yue Wu , Joseph P. Noonan , Sos Agaian

We calculate explicit formulae for the Shannon entropies of several families of tailored random graph ensembles for which no such formulae were as yet available, in leading orders in the system size. These include bipartite graph ensembles…

Disordered Systems and Neural Networks · Physics 2014-04-24 Ekaterina Roberts , Ton Coolen

The classical Maximum-Entropy Principle (MEP) based on Shannon entropy is widely used to construct least-biased probability distributions from partial information. However, the Shore-Johnson axioms that single out the Shannon functional…

Methodology · Statistics 2025-11-03 Giuseppe M. Ferro , Edwin T. Pos , Andrea Somazzi

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

Entropies of mixing can be derived directly from the parent distributions of extreme value theory. They correspond to pseudo-additive entropies in the case of Pareto and power function distributions, while to the Shannon entropy in the case…

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

Many of the traditional results in information theory, such as the channel coding theorem or the source coding theorem, are restricted to scenarios where the underlying resources are independent and identically distributed (i.i.d.) over a…

Quantum Physics · Physics 2009-06-28 Nilanjana Datta , Renato Renner

In the present work we investigate phase correlations by recourse to the Shannon entropy. Using theoretical arguments we show that the entropy provides an accurate measure of phase correlations in any dynamical system, in particular when…

Chaotic Dynamics · Physics 2019-10-24 P. M. Cincotta , C. M. Giordano

Entropic uncertainty relations for the position and momentum within the generalized uncertainty principle are examined. Studies of this principle are motivated by the existence of a minimal observable length. Then the position and momentum…

Quantum Physics · Physics 2017-06-09 Alexey E. Rastegin

We construct differentially private estimators with low sample complexity that estimate the median of an arbitrary distribution over $\mathbb{R}$ satisfying very mild moment conditions. Our result stands in contrast to the surprising…

Data Structures and Algorithms · Computer Science 2023-05-24 Maryam Aliakbarpour , Rose Silver , Thomas Steinke , Jonathan Ullman

We study the problem of overcoming exponential sample complexity in differential entropy estimation under Gaussian convolutions. Specifically, we consider the estimation of the differential entropy $h(X+Z)$ via $n$ independently and…

Information Theory · Computer Science 2023-05-12 Kristjan Greenewald , Brian Kingsbury , Yuancheng Yu