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Shannon entropy is not the only entropy that is relevant to machine-learning datasets, nor possibly even the most important one. Traditional entropies such as Shannon entropy capture information represented by elements' frequencies but not…

信息论 · 计算机科学 2026-04-01 Phuc Nguyen , Josiah Couch , Rahul Bansal , Alexandra Morgan , Chris Tam , Miao Li , Rima Arnaout , Ramy Arnaout

We conclude a sequence of work by giving near-optimal sketching and streaming algorithms for estimating Shannon entropy in the most general streaming model, with arbitrary insertions and deletions. This improves on prior results that obtain…

数据结构与算法 · 计算机科学 2008-12-18 Nicholas J. A. Harvey , Jelani Nelson , Krzysztof Onak

The paper extends the analysis of the entropies of the Poisson distribution with parameter $\lambda$. It demonstrates that the Tsallis and Sharma-Mittal entropies exhibit monotonic behavior with respect to $\lambda$, whereas two generalized…

Shannon's Entropy Power Inequality can be viewed as characterizing the minimum differential entropy achievable by the sum of two independent random variables with fixed differential entropies. The entropy power inequality has played a key…

信息论 · 计算机科学 2012-07-31 Varun Jog , Venkat Anantharam

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…

高能物理 - 理论 · 物理学 2014-12-12 Nima Lashkari

We propose R\'enyi information generating function and discuss its properties. A connection between the R\'enyi information generating function and the diversity index is proposed for discrete type random variables. The relation between the…

统计理论 · 数学 2025-02-25 Shital Saha , Suchandan Kayal , N. Balakrishnan

The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise. The method is developed in the context on a…

机器学习 · 计算机科学 2021-08-23 Henryk Gzyl , Enrique ter Horst

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,…

统计力学 · 物理学 2024-08-29 Misaki Ozawa , Nina Javerzat

We consider estimating the Shannon entropy of a discrete distribution $P$ from $n$ i.i.d. samples. Recently, Jiao, Venkat, Han, and Weissman, and Wu and Yang constructed approximation theoretic estimators that achieve the minimax $L_2$…

信息论 · 计算机科学 2019-01-03 Yanjun Han , Jiantao Jiao , Tsachy Weissman

Entropic measures of complexity are able to quantify the information encoded in complex network structures. Several entropic measures have been proposed in this respect. Here we study the relation between the Shannon entropy and the Von…

无序系统与神经网络 · 物理学 2011-09-30 Kartik Anand , Ginestra Bianconi , Simone Severini

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…

数据结构与算法 · 计算机科学 2020-02-24 Maciej Skorski

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

统计力学 · 物理学 2017-09-13 S. E. Marzen , J. P. Crutchfield

Consider the problem of estimating the Shannon entropy of a distribution over $k$ elements from $n$ independent samples. We show that the minimax mean-square error is within universal multiplicative constant factors of $$\Big(\frac{k }{n…

信息论 · 计算机科学 2016-02-19 Yihong Wu , Pengkun Yang

Information plays an important role in our understanding of the physical world. We hence propose an entropic measure of information for any physical theory that admits systems, states and measurements. In the quantum and classical world,…

量子物理 · 物理学 2010-05-04 Anthony J. Short , Stephanie Wehner

Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…

信息论 · 计算机科学 2019-05-28 David Sigtermans

Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…

统计力学 · 物理学 2023-08-21 Vladimir Zhdankin

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

数据分析、统计与概率 · 物理学 2026-04-20 Andrea Somazzi , Diego Garlaschelli

For statistical systems that violate one of the four Shannon-Khinchin axioms, entropy takes a more general form than the Boltzmann-Gibbs entropy. The framework of superstatistics allows one to formulate a maximum entropy principle with…

经典物理 · 物理学 2012-11-13 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

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…

信息论 · 计算机科学 2018-10-17 Olivier Rioul

A task is randomly drawn from a finite set of tasks and is described using a fixed number of bits. All the tasks that share its description must be performed. Upper and lower bounds on the minimum $\rho$-th moment of the number of performed…

信息论 · 计算机科学 2014-10-07 Christoph Bunte , Amos Lapidoth