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In this paper, some general properties of Shannon information measures are investigated over sets of probability distributions with restricted marginals. Certain optimization problems associated with these functionals are shown to be…

信息论 · 计算机科学 2020-08-13 Mladen Kovačević , Ivan Stanojević , Vojin Šenk

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

信号处理 · 电气工程与系统科学 2022-06-22 Yijun Ding , Amit Ashok

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

信息论 · 计算机科学 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

信息论 · 计算机科学 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

Mutual Information (MI) is an useful tool for the recognition of mutual dependence berween data sets. Differen methods for the estimation of MI have been developed when both data sets are discrete or when both data sets are continuous. The…

应用统计 · 统计学 2017-08-30 Miguel A. Ré , Guillermo G. Aguirre Varela

This paper focuses on the extreme-value problem for Shannon entropy of the joint distribution with given marginals. It is proved that the minimum-entropy coupling must be of order-preserving, while the maximum-entropy coupling coincides…

信息论 · 计算机科学 2022-06-09 Ya-Jing Ma , Feng Wang , Xian-Yuan Wu , Kai-Yuan Cai

Understanding the way in which random entities interact is of key interest in numerous scientific fields. This can range from a full characterization of the joint distribution to single scalar summary statistics. In this work we identify a…

统计理论 · 数学 2016-11-22 Yaniv Tenzer , Gal Elidan

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

数据分析、统计与概率 · 物理学 2019-07-24 Damián G. Hernández , Inés Samengo

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

信息论 · 计算机科学 2024-05-07 Mokshay Madiman , Prasad Tetali

The concept of entropy, firstly introduced in information theory, rapidly became popular in many applied sciences via Shannon's formula to measure the degree of heterogeneity among observations. A rather recent research field aims at…

统计方法学 · 统计学 2017-03-20 Linda Altieri , Daniela Cocchi , Giulia Roli

Rare events attract more attention and interests in many scenarios of big data such as anomaly detection and security systems. To characterize the rare events importance from probabilistic perspective, the message importance measure (MIM)…

信息论 · 计算机科学 2019-01-07 Rui She , Shanyun Liu , Pingyi Fan

Modern statistical estimation is often performed in a distributed setting where each sample belongs to a single user who shares their data with a central server. Users are typically concerned with preserving the privacy of their samples,…

Subtraction of aligned images is a means to assess changes in a wide variety of clinical applications. In this paper we explore the information theoretical origin of Mutual Information (MI), which is based on Shannon's entropy.However, the…

计算机视觉与模式识别 · 计算机科学 2007-06-19 W. Jacquet , P. de Groen

$H$-mutual information ($H$-MI) is a wide class of information leakage measures, where $H=(\eta, F)$ is a pair of monotonically increasing function $\eta$ and a concave function $F$, which is a generalization of Shannon entropy. $H$-MI is…

信息论 · 计算机科学 2024-06-21 Akira Kamatsuka , Koki Kazama , Takahiro Yoshida

The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…

统计计算 · 统计学 2017-10-11 Brendon J. Brewer

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…

信息论 · 计算机科学 2011-04-05 Paul M. B. Vitányi

Estimating Mutual Information (MI), a key measure of dependence of random quantities without specific modelling assumptions, is a challenging problem in high dimensions. We propose a novel mutual information estimator based on parametrizing…

机器学习 · 统计学 2025-10-24 Haoran Ni , Martin Lotz

The Shannon entropy, one of the cornerstones of information theory, is widely used in physics, particularly in statistical mechanics. Yet its characterization and connection to physics remain vague, leaving ample room for misconceptions and…

统计力学 · 物理学 2021-07-28 Gabriele Carcassi , Christine A. Aidala , Julian Barbour

While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, Shannon's entropy power inequality (EPI) seems to be an exception: available information theoretic proofs of the…

信息论 · 计算机科学 2016-11-17 Olivier Rioul

A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of the marginal distributions and the…

统计力学 · 物理学 2020-04-22 Gil Ariel , Yoram Louzoun
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