相关论文: Conditional Shannon, R\'eyni, and Tsallis entropie…

Based on the Tsallis entropy, the nonextensive thermodynamic properties are studied as a q-deformation of classical statistical results using only probabilistic methods and straightforward calculations. It is shown that the constant in the…

Strongly consistent estimates are shown, via relative frequency, for the probability of "white balls" inside a dichotomous urn when such a probability is an arbitrary continuous time dependent function over a bounded time interval. The…

Fields like public health, public policy, and social science often want to quantify the degree of dependence between variables whose relationships take on unknown functional forms. Typically, in fact, researchers in these fields are…

The Shannon entropy, the desequilibrium and their generalizations (R\'enyi and Tsallis entropies) of the three-dimensional single-particle systems in a spherically-symmetric potential $V(r)$ can be decomposed into angular and radial parts.…

Relations between Shannon entropy and Renyi entropies of integer order are discussed. For any N-point discrete probability distribution for which the Renyi entropies of order two and three are known, we provide an lower and an upper bound…

We explore asymptotically optimal bounds for deviations of distributions of independent Bernoulli random variables from the Poisson limit in terms of the Shannon relative entropy and R\'enyi/Tsallis relative distances (including Pearson's…

Calculating the Shannon entropy for symbolic sequences has been widely considered in many fields. For descriptive statistical problems such as estimating the N-gram entropy of English language text, a common approach is to use as much data…

Though Shannon entropy of a probability measure $P$, defined as $- \int_{X} \frac{\ud P}{\ud \mu} \ln \frac{\ud P}{\ud\mu} \ud \mu$ on a measure space $(X, \mathfrak{M},\mu)$, does not qualify itself as an information measure (it is not a…

Different quantities that go by the name of entropy are used in variational principles to infer probability distributions from limited data. Shore and Johnson showed that maximizing the Boltzmann- Gibbs form of the entropy ensures that…

We study and compare three estimators of a discrete monotone distribution: (a) the (raw) empirical estimator; (b) the "method of rearrangements" estimator; and (c) the maximum likelihood estimator. We show that the maximum likelihood…

The Shannon entropy is used as a basis for applying different lemmas and conjectures concerning the set of gaps between prime numbers G_p , thus estimating several measures of it. The same procedures are applied to artificially created…

The Boltzmann--Gibbs entropy is a functional on the space of probability measures. When a state space is countable, one characterization of the Boltzmann--Gibbs entropy is given by the Shannon--Khinchin axioms, which consist of continuity,…

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

The paper examines relationships between the Shannon entropy and the $\ell_{\alpha}$-norm for $n$-ary probability vectors, $n \ge 2$. More precisely, we investigate the tight bounds of the $\ell_{\alpha}$-norm with a fixed Shannon entropy,…

In this work, we derive information-theoretic properties for a modified Tsallis entropy, hereinafter referred to as q-entropy. We introduce the notions of joint q-entropy, conditional q-entropy, relative q-entropy, conditional mutual…

Improving Importance Sampling estimators for rare event probabilities requires sharp approximations of conditional densities. This is achieved for events E_{n}:=(f(X_{1})+...+f(X_{n}))\inA_{n} where the summands are i.i.d. and E_{n} is a…

We describe in detail two numerical simulation methods valid to study systems whose thermostatistics is described by generalized entropies, such as Tsallis. The methods are useful for applications to non-trivial interacting systems with a…

Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem. The approach gives exponential estimates that often…

In this paper, we investigate new procedures for statistical testing based on Tsallis entropy, a parametric generalization of Shannon entropy. Focusing on multivariate generalized Gaussian and $q$-Gaussian distributions, we develop…

Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…