相关论文: Renyi information for ergodic diffusion processes
We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in $\sup$-norm loss. The unknown drift $b$ is supposed to belong to a…
We treat the change point problem in ergodic diffusion processes from discrete observations. Tonaki et al. (2020) proposed adaptive tests for detecting changes in the diffusion and drift parameters in ergodic diffusion models. When any…
We consider the two-dimensional (2d) Ising model on a infinitely long cylinder and study the probabilities $p_i$ to observe a given spin configuration $i$ along a circular section of the cylinder. These probabilities also occur as…
We consider adaptive maximum-likelihood-type estimators and adaptive Bayes-type ones for discretely observed ergodic diffusion processes with observation noise whose variance is constant. The quasi-likelihood functions for the diffusion and…
We introduce a variant of the R\'enyi entropy definition that aligns it with the well-known H\"older mean: in the new formulation, the r-th order R\'enyi Entropy is the logarithm of the inverse of the r-th order H\"older mean. This brings…
The Renyi entropy is a generalisation of the Shannon entropy that is sensitive to the fine details of a probability distribution. We present results for the Renyi entropy of the totally asymmetric exclusion process (TASEP). We calculate…
We generalize the Point information gain (PIG) and derived quantities, i.e. Point information entropy (PIE) and Point information entropy density (PIED), for the case of R\'enyi entropy and simulate the behavior of PIG for typical…
Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…
We discuss a basic thermodynamic properties of systems with multifractal structure. This is possible by extending the notion of Gibbs-Shannon's entropy into more general framework - Renyi's information entropy. We show a connection of…
Diffusion generative models unlock new possibilities for inverse problems as they allow for the incorporation of strong empirical priors in scientific inference. Recently, diffusion models are repurposed for solving inverse problems using…
In many applications, it is often necessary to sample the mean value of certain quantity with respect to a probability measure {\mu} on the level set of a smooth function $\xi: \mathbb{R}^d\rightarrow \mathbb{R}^k$, $1\le k < d$. A…
In this work we obtain a new criterion to establish ergodicity and non-uniform hyperbolicity of smooth measures of diffeomorphisms. This method allows us to give a more accurate description of certain ergodic components. The use of this…
Following a recent proof of Shannon's entropy power inequality (EPI), a comprehensive framework for deriving various EPIs for the R\'enyi entropy is presented that uses transport arguments from normal densities and a change of variable by…
We consider the adaptive test for the parameter change in discretely observed ergodic diffusion processes based on the cusum test. Using two test statistics based on the two quasi-log likelihood functions of the diffusion parameter and the…
We derive uniform concentration inequalities for continuous-time analogues of empirical processes and related stochastic integrals of scalar ergodic diffusion processes. Thereby, we lay the foundation typically required for the study of…
We present a numerical study of the application of the Shannon entropy technique to the planar restricted three-body problem in the vicinity of first-order interior mean-motion resonances with the perturber. We estimate the diffusion…
A class of estimators of the R\'{e}nyi and Tsallis entropies of an unknown distribution $f$ in $\mathbb{R}^m$ is presented. These estimators are based on the $k$th nearest-neighbor distances computed from a sample of $N$ i.i.d. vectors with…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
We present a problem relating measurements and information theory in spin foam models. In the three dimensional case of quantum gravity we can compute probabilities of spin network graphs and study the behaviour of the Shannon entropy…
Since their introduction in the early sixties, the R\'enyi entropies have been used in many contexts, ranging from information theory to astrophysics, turbulence phenomena and others. In this note, we enlighten the main connections between…