Results 41 to 50 of about 4,381,784 (312)
Forecasting Using Relative Entropy [PDF]
Journal of Money, Credit, and Banking, 2003 The paper describes a relative entropy procedure for imposing moment restrictions on simulated forecast distributions from a variety of models. Starting from an empirical forecast distribution for some variables of interest, the technique generates a new empirical distribution that satisfies a set of moment restrictions.
John C. Robertson +2 more
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Gibbs–Jaynes Entropy Versus Relative Entropy
Journal of Statistical Physics, 2014 The maximum entropy formalism developed by Jaynes determines the relevant ensemble in nonequilibrium statistical mechanics by maximising the entropy functional subject to the constraints imposed by the available information. We present an alternative derivation of the relevant ensemble based on the Kullback-Leibler divergence from equilibrium.
Meléndez, M., Español, P.
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Relative cluster entropy for power-law correlated sequences
SciPost Physics, 2022 We propose an information-theoretical measure, the \textit{relative cluster entropy} $\mathcal{D_{C}}[P \| Q] $, to discriminate among cluster partitions characterised by probability distribution functions $P$ and $Q$.
Anna Carbone, Linda Ponta
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Relative model of the logical entropy of sub-$\sigma_\Theta$-algebras [PDF]
Journal of Mahani Mathematical Research, 2023 In the context of observers, any mathematical model according to the viewpoint of an observer $ \Theta $ is called a relative model. The purpose of the present paper is to study the relative model of logical entropy. Given an observer $ \Theta $,
Uosef Mohammadi
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Fundamental properties of Tsallis relative entropy [PDF]
, 2004 Fundamental properties for the Tsallis relative entropy in both classical and quantum systems are studied. As one of our main results, we give the parametric extension of the trace inequality between the quantum relative entropy and the minus of the ...
Abe S. +19 more
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Dissipation, interaction, and relative entropy [PDF]
Physical Review E, 2014 Many thermodynamic relations involve inequalities, with equality if a process does not involve dissipation. In this article we provide equalities in which the dissipative contribution is shown to involve the relative entropy (a.k.a. Kullback-Leibler divergence).
Gaveau, B. +3 more
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Field Theory Entropy, the $H$-theorem and the Renormalization Group [PDF]
, 1996 We consider entropy and relative entropy in Field theory and establish relevant monotonicity properties with respect to the couplings. The relative entropy in a field theory with a hierarchy of renormalization group fixed points ranks the fixed points ...
A. Cappelli +28 more
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A chain rule for the quantum relative entropy [PDF]
Physical Review Letters, 2019 The chain rule for the classical relative entropy ensures that the relative entropy between probability distributions on multipartite systems can be decomposed into a sum of relative entropies of suitably chosen conditional distributions on the ...
K. Fang +3 more
semanticscholar +1 more source
Quantum Entropy and Special Relativity [PDF]
Physical Review Letters, 2002 We consider a single free spin 1/2 particle. The reduced density matrix for its spin is not covariant under Lorentz transformations. The spin entropy is not a relativistic scalar and has no invariant meaning.
Peres, Asher +2 more
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Parametric Bayesian Estimation of Differential Entropy and Relative Entropy
Entropy, 2010 Given iid samples drawn from a distribution with known parametric form, we propose the minimization of expected Bregman divergence to form Bayesian estimates of differential entropy and relative entropy, and derive such estimators for the uniform ...
Maya Gupta, Santosh Srivastava
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