相关论文: On the robustness of q-expectation values and Reny…
It is shown that the R\'enyi and Tsallis entropies and the q-expectation values, are continuous and stable if $q>1$ and are not continuous and instable for uniform finite distributions if $q<1$.
We consider the maximum entropy problems associated with R\'enyi $Q$-entropy, subject to two kinds of constraints on expected values. The constraints considered are a constraint on the standard expectation, and a constraint on the…
In statistical physics lately a specific kind of average, called the q-expectation value, has been extensively used in the context of q-generalized statistics dealing with distributions following power-laws. In this context q-expectation…
In this paper, we give a new method for proving the Lesche stability of several functionals(Incomplete entropy, Tsallis entropy, \kappa - entropy, Quantum-Group entropy). We prove also that the Incomplete q - expectation value and Renyi…
The Boltzmann-Gibbs celebrated entropy $S_{BG}=-k\sum_ip_i \ln p_i$ is {\it concave} (with regard to all probability distributions $\{p_i\}$) and {\it stable} (under arbitrarily small deformations of any given probability distribution). It…
The present work investigates the Lesche stability (experimental robustness), the thermodynamic stability, the Legendre structure of thermodynamics, and derives the Maximum Entropy distribution of the one--parametric ``nonextensive…
The q-exponential distributions, which are generalizations of the Zipf-Mandelbrot power-law distribution, are frequently encountered in complex systems at their stationary states. From the viewpoint of the principle of maximum entropy, they…
Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…
We study convexity properties of R\'{e}nyi entropy as function of $\alpha>0$ on finite alphabets. We also describe robustness of the R\'{e}nyi entropy on finite alphabets, and it turns out that the rate of respective convergence depends on…
Rare events, and more general risk-sensitive quantities-of-interest (QoIs), are significantly impacted by uncertainty in the tail behavior of a distribution. Uncertainty in the tail can take many different forms, each of which leads to a…
We discuss some properties of the generalized entropies, called Renyi entropies and their application to the case of continuous distributions. In particular it is shown that these measures of complexity can be divergent, however, their…
Shannon entropy for discrete distributions is a fundamental and widely used concept, but its continuous analogue, known as differential entropy, lacks essential properties such as positivity and compatibility with the discrete case. In this…
We extend the duality between exponential integrals and relative entropy to a variational formula for exponential integrals involving the Renyi divergence. This formula characterizes the dependence of risk-sensitive functionals and related…
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…
Entropy-type integral functionals of densities are widely used in mathematical statistics, information theory, and computer science. Examples include measures of closeness between distributions (e.g., density power divergence) and…
A new sharp inequality featuring the differential R\'enyi entropy, the R\'enyi divergence and the R\'enyi cross-entropy of a pair of probability density functions is established. The equality is reached when one of the probability density…
Robustness measures are increasingly prominent resource quantifiers that have been introduced for quantum resource theories such as entanglement and coherence. Despite the generality of these measures, their usefulness is hindered by the…
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…
The generalized entropic measure, which is optimized by a given arbitrary distribution under the constraints on normalization of the distribution and the finite ordinary expectation value of a physical random quantity, is considered and its…
We provide a counterexample to show that the generic form of entropy S(p)=sum_i g(p_i) is not always stable against small variation of probability distribution (Lesche stability) even if is concave function on [0,1] and analytic on ]0,1].…