相关论文: On the Practical Estimation and Interpretation of …
R\'enyi entropy is a one-parameter generalization of Shannon entropy, which has been used in various fields of physics. Despite its wide applicability, the physical interpretations of the R\'enyi entropy are not widely known. In this paper,…
Transfer entropy (TE) is a popular measure of information flow found to perform consistently well in different settings. Symbolic transfer entropy (STE) is defined similarly to TE but on the ranks of the components of the reconstructed…
Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivariate system and infers only about direct causality. However,…
We consider the problem of approximating the empirical Shannon entropy of a high-frequency data stream under the relaxed strict-turnstile model, when space limitations make exact computation infeasible. An equivalent measure of entropy is…
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…
Nonstabilizerness is a fundamental resource for quantum advantage, as it quantifies the extent to which a quantum state diverges from those states that can be efficiently simulated on a classical computer, the stabilizer states. The…
Quantifying the directionality of information flow is instrumental in understanding, and possibly controlling, the operation of many complex systems, such as transportation, social, neural, or gene-regulatory networks. The standard Transfer…
Estimating quantum entropies and divergences is an important problem in quantum physics, information theory, and machine learning. Quantum neural estimators (QNEs), which utilize a hybrid classical-quantum architecture, have recently…
Transfer entropy (TE) is an information theoretic measure that reveals the directional flow of information between processes, providing valuable insights for a wide range of real-world applications. This work proposes Transfer Entropy…
Entropy is the measure of uncertainty in any data and is adopted for maximisation of mutual information in many remote sensing operations. The availability of wide entropy variations motivated us for an investigation over the suitability…
Estimating entropies from limited data series is known to be a non-trivial task. Naive estimations are plagued with both systematic (bias) and statistical errors. Here, we present a new 'balanced estimator' for entropy functionals Shannon,…
The R\'enyi entropy is a generalization of the Shannon entropy and is widely used in mathematical statistics and applied sciences for quantifying the uncertainty in a probability distribution. We consider estimation of the quadratic R\'enyi…
Relative entropy is a measure of distinguishability for quantum states, and plays a central role in quantum information theory. The family of Renyi entropies generalizes to Renyi relative entropies that include as special cases most entropy…
Estimation of Shannon and R\'enyi entropies of unknown discrete distributions is a fundamental problem in statistical property testing and an active research topic in both theoretical computer science and information theory. Tight bounds on…
The R{\'e}nyi entropy is one of the important information measures that generalizes Shannon's entropy. The quantum R{\'e}nyi entropy has a fundamental role in quantum information theory, therefore, bounding this quantity is of vital…
Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…
Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…
The recently developed matrix based Renyi's entropy enables measurement of information in data simply using the eigenspectrum of symmetric positive semi definite (PSD) matrices in reproducing kernel Hilbert space, without estimation of the…
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…
Transfer entropy (TE) was introduced by Schreiber in 2000 as a measurement of the predictive capacity of one stochastic process with respect to another. Originally stated for discrete time processes, we expand the theory in line with recent…