The entropy tag has no wiki summary.

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### Entropy difference dominance of decreasing sequences

Consider a collection of positive integers $\{a_i\}_{i=1}^m$ and the distribution $p_i=\frac{a_i}{\sum_{i=1}^ma_i}$.
Similarly for the collection $\{a_i\}_{i=1}^{m+1}$ form the distribution ...

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### Entropy dominance of certain restricted sequenes

Say you have positive $\{a_i\}_{i=1}^n$ and you have $p_i=\frac{a_i}{\sum_{i=1}^na_i}$, then assume you have a $C$ such that $C<2a_n\ll\sum_{i=1}^na_i$ (that is $C$ is not very large), then define ...

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### Entropy dominance

Let $0<a<b<c$ be distinct positive reals.
Define four different probability distributions:
$$\mathcal{P}_{ab}:P_{a,ab}=\frac{a}{a+b}=1-P_{b,ab}$$
...

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### Proof of Kolomogrov-Sinai Theorem [closed]

I've seen reference to the result, but have not been able to actually locate a proof of said theorem. If anybody here could point me that way, then I'd greatly appreciate it.

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### Higher moments of information and Renyi entropy

For a given discrete probability distribution, Shannon entropy can be though as an expectation value $\langle - \log p \rangle$ (see also: What is entropy, really?, What is the role of the logarithm ...

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### Property of relative entropy [closed]

For $X$ a measurable space and $P,Q$ two probability measure on $X$ s.t. $Q$ is absolutely continuous with respect to $P$, the relative entropy is defined as
$$D(Q\|P)=\int_X ...

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### When do people actually use the maximum entropy distribution?

One of the standard problems in convex optimization is the calculation of the maximum entropy distribution that satisfies some set of criteria. For example, if $\mathbf{x} \in \mathbb R^n$ is an ...

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### Average entropy of quantum system in bipartite pure state for finite temperature

[I got halfway through writing this when I found the paper that answers the question in (essentially) the affirmative. I'll post it anyways in case anyone is interested.]
Background: If a random ...

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### Which is the right way to compute the Approximate Entropy (ApEn)?

My problem is the inconsistency between the definition and the computation of the Approximate entropy (ApEn).
Suppose $u = (u_i:1\leq i \leq N)$ is a sequence of ...

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### Entropy on a draw from a random distribution.

Suppose I am attempting to calculate the entropy of a continuous, normally distributed random variable $X$, from the distribution $\mathcal{N}(\mu, \sigma)$. This is easy to to do - I just calculate
...

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### $q$-deformations of fundamental equation of information and entropies

Classical information theory: fundamental equation of information
In classical information theory, the information $I(A)$ of an event $A$ (any element of the $\sigma$-algebra $\mathcal F$ of a ...

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### How many samples to accurately estimate the entropy

Consider a discrete random variable $N$ with range $\{1,\dots,1000\}$, say. How many samples do you need to take to be sure that you can, at least in principle, compute the entropy Shannon entropy ...

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### Characterization of the optimal solution in relative entropy minimization

The following optimization problem is related to relative entropy and to the limit of the iterative proportional fitting procedure.
For $1 \leq i,j \leq n$ and fixed $w_{ij} \geq 0$, and fixed $a_i, ...

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### Invariance of mutual information

Let $I(X,Y):=H(X)+H(Y)-H(X,Y)$ be the mutual information of the joint probability distribution $p_{XY}$ (here $H(\cdot)$ is the Shannon entropy of its argument). I know that the mutual information is ...

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### On the volume entropy of negatively curved manifolds

Let $X$ be the universal cover of a closed negatively curved Riemannian manifold. Let $x_0\in X$ be a base point, $S$ be the unit sphere in $T_{x_0}X$ and $\exp:T_{x_0}X\rightarrow X$ be the ...

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### Why private randomization does not help the Shannon's source coding

I am wondering why stochastic encoder and decoder can not help the Shannon source coding? I know the achievability scheme of source coding, which is based on typicality, is deterministic, and hence we ...

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### Entropy for Haar measure on $O(n)$

Let $G$ be a locally compact group. A measure $\mu$ is the right-Haar measure on $G$ if for every $g\in G$ and $E\subseteq G$ Borel set $\mu(Eg)=\mu(E)$. It is known that every locally compact group ...

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### Intrinsic significance of differential entropy

Many commentators (e.g. Jaynes, Rota) argue that the notion of "differential entropy" is problematic (as commonly defined by $ h(X) = \int ( \log\frac{1}{p(x)} ) p(x) \, dx $, where $X$ is a random ...

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### How to estimate the entropy of a distribution on a power set?

Given a probability distribution $(X,p)$, its entropy is defined as $H=-\sum_{x\in X} p(x)\log p(x)$.
Given a sample of observations $x_n,n=1..N$, one can estimate $p(x)=\frac{\#\{i:x_i=x\}}{N}$ and ...

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### Connection between inf-entropy rate and min-entropy

I am reading the paper "Generating random bits from an arbitrary source: fundamental limits" by Vembu and Verdu. This paper is written in the language of information theory, however, I need to ...

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### largest size for a randomness extractor

I am not so expert in theoretical computer science, so sorry if the question is trivial, i just could not find it in literature.
Suppose we have a source $X$ with min-entropy $\ell$, the randomness ...

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### Entropy in elimination theory, or a brief remark by Gelfand-Kapranov-Zelevinsky

In the introduction to their book "Discriminants, resultants and multidimensional determinant", the authors state a very intriguing observation concerning the coefficients of monomials appearing in ...

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### General additive function of probability

Let $H$ be a function of finite sequences of probabilities (non-negative numbers summing up to 1) into real numbers, such that:
$H$ is continuous,
$H$ is symmetric w.r.t. the order of its arguments,
...

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### Private Randomness extractor

Suppose we are given two random variables $X$ and $Y$ with fixed marginal and joint distribution. What is the maximum randomness that we can extract from $Y$ that is independent from $X$, that is, if ...

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### Maximizing Renyi entropy for a certain channel

The channel under consideration is $T = A + B$, where $A$ and $B$ take on values in $\{0, 1\}$ according to a probability mass function. Let (joint) random vector $(A_1, A_2,\ldots, A_n)$ be denoted ...

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### metric entropy for Lipschitz functions

Suppose $(X,d)$ is a metric space of unit diameer and let $F$ be the collection of all $1$-Lipschitz functions mapping $X$ to $[-1,1]$, equipped with the sup-norm $||\cdot||_\infty$.
I am interested ...

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### Inequality in information theory

I am reading the paper "chain independence and common information" (http://ttic.uchicago.edu/~yury/papers/independ.pdf). In this paper, an inequality is used several times (without proof) which looks ...

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### Approximation of the sum involving binary entropy function

Given the following sum:
$S(n) = \sum_{i=1}^{n} \frac{1}{(1-\operatorname{H}(p))^i}$
where $H$ is the binary entropy function defined as:
$\operatorname{H}(p) = -p\log p - (1-p)\log (1-p) $.
Let ...

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### Simple reason that a mathematician cannot do better than random when guessing contents of a box?

I have a question about the finite analog of the puzzle proposed here involving mathematicians guessing the contents of boxes.
Specifically, suppose there are $k$ unopened boxes each containing a ...

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### Is there a one-dimensional subshift of positive entropy s, all of whose sub-subshifts also have entropy s?

A subshift is a subset $X$ of $A^\mathbb{N}$ or $A^\mathbb{Z}$ (with $A$ finite), such that $X$ is topologically closed and closed under the shift operation. The shift operation is defined by ...

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### Gini Coefficient and Renyi Entropy

Gini coefficient (aka Gini Index) is a quantity used in economics to describe income inequality. It is 0 for uniformly distributed income, and approaches 1 when all income is in hands of one ...

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### “logical distance” link algorithmic complexity to statistical information [closed]

Someone mentioned what I think was referred to as 'logical distance'.
My hard drive crashed and I dont have the link anymore.
I do recall that I ran across it on this site, in response to linking ...

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### Reference for and Properties of the $alpha$-entropy

Let $T : X \to X$ be a continuous map on, say, a compact metric space $X$. Let $\mu$ be an invariant borel measure. Under suitable conditions, a result of Brin and Katok states that $\mu$-almost ...

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### order of convergence of the conditional entropy (3)

I'm sorry for having open two questions which have been solved by elementary counter-examples provided by @AnthonyQuas. Actually I'm not an expert in information theory and I expected that a positive ...

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### order of convergence of the conditional entropy (2)

Let $X_n$ be a random variable distributed on $A_n:=\{1, \ldots, n\}$ and $g_n\colon A_n \to A_n$ such that $\Pr\big(X_n \neq g_n(X_n)\big) \to 0$. Putting $Y_n=g_n(X_n)$, then by Fano's inequality ...

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### Example of Girsanov change of density with finite relative entropy, but with infinite integral over squared changed drift

Let $(\Omega, (\mathcal F_t), \mathbb P)$ denote the usual Wiener space where $\Omega = C[0,\infty)$, etc., and where $(W_t)_{t \geq 0}$ denotes the Wiener process.
Let $Z \in L^1(\mathbb P)$ with $Z ...

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### Is there a known generalization of the Schmidt decomposition based on a maximal set of “locally orthogonal” vectors?

I came across the following unusual generalization of the Schmidt decomposition in my work, which I describe below. I would like to know if this structure has been studied before so I can read more ...

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### An Entropy Inequality (generalized)

Let $X,Y$ be probability measures on $\{1,2,\dots,n\}$. For $0\le \alpha \le 1$, set $K=\sum_i X(i)^\alpha Y(i)^{1-\alpha}$ so that $Z:=\frac{1}{K}X^\alpha Y^{1-\alpha}$ is also a probability ...

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### An Entropy Inequality

Let $X,Y$ be probability measures on $\{1,2,\dots,n\}$, and set $K=\sum_i\sqrt{X(i)Y(i)}$ so that $Z:=\frac{1}{K}\sqrt{XY}$ is also a probability measure on $\{1,2,\dots,n\}$. How can we prove the ...

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### Incremental entropy computation

After a quick internet search I found no method for incremental entropy computation.
Question 1
Let $\{x_i\}_{i=1}^n$ and $\{x_i\}_{i=1+n}^{n+m}$ be two samples and let $S_i^j:=\sum_{k=i}^j x_k$. ...

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### The relations between the Perelman's entropy functional and notions of entropy from statistical mechanics

I am looking for the relations and analogies between the Perelman's entropy functional,$\mathcal{W}(g,f,\tau)=\int_M [\tau(|\nabla f|^2+R)+f-n] (4\pi\tau)^{-\frac{n}{2}}e^{-f}dV$, and notions of ...

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### order of convergence of the conditional entropy

Let $X_n$ be a random variable distributed on $A_n:=\{1, \ldots, n\}$ and $g_n\colon A_n \to A_n$ such that $\Pr\big(X_n \neq g_n(X_n)\big) \to 0$. Putting $Y_n=g(X_n)$ then by Fano's inequality ...

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### Entropy of edit distance

The edit or Levenshtein distance between two strings is the minimum number of single character insertions, deletions and substitutions to transform one string into another. If we take random binary ...

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### Convexity and semicontinuity of the relative entropy function

There are several different definitions of relative entropy, and some of them are not equivalent. Following is the definition we will use in this question.
Let $M$ be a closed manifold and ...

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### Calculate channel capacity of general channel under constraint

Hi!
Given a conditional distribution $P_{Y|X}$ I'd like to find the prior distribution $P_X$ that maximizes the mutual information $I(X;Y)$ with $P_Y(y)=\int P_{Y|X}(y|x)P_X(x)\text{dx}$ (this ...

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### Calculating entropy of adjacency matrix using eigenvalue decomposition?

How to calculate entropy using the eigenvalues when the eigenvalues are negative?
Is there a simple relation between the entropy of a matrix and its characteristic polynomial?

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### Estimate entropy of a binary process in terms of decay of correlations

Suppose $( X_{n} )$ is an ergodic binary process with
$$
\mathbb P(X_{n}=1)= \mathbb P(X_{n}=0)=\frac 12.
$$
Naturally the entropy (rate) $h(X)$ of $X=(X_{n})$ satisfies
$$
h(X)=\lim_{n\to\infty} ...

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### What's the maximum entropy probability distribution given bounds [a,b] and mean?

What is the continuous probability distribution that maximizes entropy, given only the bounds of the random variable [a,b] and the mean mu of the probability distribution?
For example:
if a=0, b=1, ...

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### A.G. Vitushkin's “Easily representable families of functions” - can it be generalized?

Background
In his monograph "Estimation of the complexity of the tabulation problem" (translated into English as "Theory of the Transmission and Processing of Information") Vitushkin studies ...

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### probability measures with entropy equal to nonnegative number

Is it true that for a given nonnegative number, there exists a measure-theoretical entropy value (supremum of entropies of all partitions under a measure-preserving transformation) that equals this ...