scholarly journals Empirical Estimation of Information Measures: A Literature Guide

Entropy ◽  
2019 ◽  
Vol 21 (8) ◽  
pp. 720 ◽  
Author(s):  
Sergio Verdú

We give a brief survey of the literature on the empirical estimation of entropy, differential entropy, relative entropy, mutual information and related information measures. While those quantities are of central importance in information theory, universal algorithms for their estimation are increasingly important in data science, machine learning, biology, neuroscience, economics, language, and other experimental sciences.

This chapter presents a higher-order-logic formalization of the main concepts of information theory (Cover & Thomas, 1991), such as the Shannon entropy and mutual information, using the formalization of the foundational theories of measure, Lebesgue integration, and probability. The main results of the chapter include the formalizations of the Radon-Nikodym derivative and the Kullback-Leibler (KL) divergence (Coble, 2010). The latter provides a unified framework based on which most of the commonly used measures of information can be defined. The chapter then provides the general definitions that are valid for both discrete and continuous cases and then proves the corresponding reduced expressions where the measures considered are absolutely continuous over finite spaces.


2021 ◽  
Author(s):  
CHU PAN

Using information measures to infer biological regulatory networks can observe nonlinear relationship between variables, but it is computationally challenging and there is currently no convenient tool available. We here describe an information theory R package named Informeasure that devotes to quantifying nonlinear dependence between variables in biological regulatory networks from an information theory perspective. This package compiles most of the information measures currently available: mutual information, conditional mutual information, interaction information, partial information decomposition and part mutual information. The first estimator is used to infer bivariate networks while the last four estimators are dedicated to analysis of trivariate networks. The base installation of this turn-key package allows users to approach these information measures out of the box. Informeasure is implemented in R program and is available as an R/Bioconductor package at https://bioconductor.org/packages/Informeasure.


Author(s):  
QINGHUA HU ◽  
DAREN YU

Yager's entropy was proposed to compute the information of fuzzy indiscernibility relation. In this paper we present a novel interpretation of Yager's entropy in discernibility power of a relation point of view. Then some basic definitions in Shannon's information theory are generalized based on Yager's entropy. We introduce joint entropy, conditional entropy, mutual information and relative entropy to compute the information changes for fuzzy indiscerniblity relation operations. Conditional entropy and relative conditional entropy are proposed to measure the information increment, which is interpreted as the significance of an attribute in fuzzy rough set model. As an application, we redefine independency of an attribute set, reduct, relative reduct in fuzzy rough set model based on Yager's entropy. Some experimental results show the proposed approach is suitable for fuzzy and numeric data reduction.


Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 702
Author(s):  
Velimir Ilić ◽  
Ivan Djordjević

The measures of information transfer which correspond to non-additive entropies have intensively been studied in previous decades. The majority of the work includes the ones belonging to the Sharma–Mittal entropy class, such as the Rényi, the Tsallis, the Landsberg–Vedral and the Gaussian entropies. All of the considerations follow the same approach, mimicking some of the various and mutually equivalent definitions of Shannon information measures, and the information transfer is quantified by an appropriately defined measure of mutual information, while the maximal information transfer is considered as a generalized channel capacity. However, all of the previous approaches fail to satisfy at least one of the ineluctable properties which a measure of (maximal) information transfer should satisfy, leading to counterintuitive conclusions and predicting nonphysical behavior even in the case of very simple communication channels. This paper fills the gap by proposing two parameter measures named the α-q-mutual information and the α-q-capacity. In addition to standard Shannon approaches, special cases of these measures include the α-mutual information and the α-capacity, which are well established in the information theory literature as measures of additive Rényi information transfer, while the cases of the Tsallis, the Landsberg–Vedral and the Gaussian entropies can also be accessed by special choices of the parameters α and q. It is shown that, unlike the previous definition, the α-q-mutual information and the α-q-capacity satisfy the set of properties, which are stated as axioms, by which they reduce to zero in the case of totally destructive channels and to the (maximal) input Sharma–Mittal entropy in the case of perfect transmission, which is consistent with the maximum likelihood detection error. In addition, they are non-negative and less than or equal to the input and the output Sharma–Mittal entropies, in general. Thus, unlike the previous approaches, the proposed (maximal) information transfer measures do not manifest nonphysical behaviors such as sub-capacitance or super-capacitance, which could qualify them as appropriate measures of the Sharma–Mittal information transfer.


2005 ◽  
Vol 17 (4) ◽  
pp. 741-778 ◽  
Author(s):  
Eric E. Thomson ◽  
William B. Kristan

Performance in sensory discrimination tasks is commonly quantified using either information theory or ideal observer analysis. These two quantitative frameworks are often assumed to be equivalent. For example, higher mutual information is said to correspond to improved performance of an ideal observer in a stimulus estimation task. To the contrary, drawing on and extending previous results, we show that five information-theoretic quantities (entropy, response-conditional entropy, specific information, equivocation, and mutual information) violate this assumption. More positively, we show how these information measures can be used to calculate upper and lower bounds on ideal observer performance, and vice versa. The results show that the mathematical resources of ideal observer analysis are preferable to information theory for evaluating performance in a stimulus discrimination task. We also discuss the applicability of information theory to questions that ideal observer analysis cannot address.


Entropy ◽  
2019 ◽  
Vol 21 (10) ◽  
pp. 969 ◽  
Author(s):  
Changxiao Cai ◽  
Sergio Verdú

Rényi-type generalizations of entropy, relative entropy and mutual information have found numerous applications throughout information theory and beyond. While there is consensus that the ways A. Rényi generalized entropy and relative entropy in 1961 are the “right” ones, several candidates have been put forth as possible mutual informations of order α . In this paper we lend further evidence to the notion that a Bayesian measure of statistical distinctness introduced by R. Sibson in 1969 (closely related to Gallager’s E 0 function) is the most natural generalization, lending itself to explicit computation and maximization, as well as closed-form formulas. This paper considers general (not necessarily discrete) alphabets and extends the major analytical results on the saddle-point and saddle-level of the conditional relative entropy to the conditional Rényi divergence. Several examples illustrate the main application of these results, namely, the maximization of α -mutual information with and without constraints.


2020 ◽  
Author(s):  
Saeed Nosratabadi ◽  
Amir Mosavi ◽  
Puhong Duan ◽  
Pedram Ghamisi ◽  
Ferdinand Filip ◽  
...  

This paper provides a state-of-the-art investigation of advances in data science in emerging economic applications. The analysis was performed on novel data science methods in four individual classes of deep learning models, hybrid deep learning models, hybrid machine learning, and ensemble models. Application domains include a wide and diverse range of economics research from the stock market, marketing, and e-commerce to corporate banking and cryptocurrency. Prisma method, a systematic literature review methodology, was used to ensure the quality of the survey. The findings reveal that the trends follow the advancement of hybrid models, which, based on the accuracy metric, outperform other learning algorithms. It is further expected that the trends will converge toward the advancements of sophisticated hybrid deep learning models.


2020 ◽  
Author(s):  
Saeed Nosratabadi ◽  
Amir Mosavi ◽  
Puhong Duan ◽  
Pedram Ghamisi ◽  
Filip Ferdinand ◽  
...  

Author(s):  
Ritu Khandelwal ◽  
Hemlata Goyal ◽  
Rajveer Singh Shekhawat

Introduction: Machine learning is an intelligent technology that works as a bridge between businesses and data science. With the involvement of data science, the business goal focuses on findings to get valuable insights on available data. The large part of Indian Cinema is Bollywood which is a multi-million dollar industry. This paper attempts to predict whether the upcoming Bollywood Movie would be Blockbuster, Superhit, Hit, Average or Flop. For this Machine Learning techniques (classification and prediction) will be applied. To make classifier or prediction model first step is the learning stage in which we need to give the training data set to train the model by applying some technique or algorithm and after that different rules are generated which helps to make a model and predict future trends in different types of organizations. Methods: All the techniques related to classification and Prediction such as Support Vector Machine(SVM), Random Forest, Decision Tree, Naïve Bayes, Logistic Regression, Adaboost, and KNN will be applied and try to find out efficient and effective results. All these functionalities can be applied with GUI Based workflows available with various categories such as data, Visualize, Model, and Evaluate. Result: To make classifier or prediction model first step is learning stage in which we need to give the training data set to train the model by applying some technique or algorithm and after that different rules are generated which helps to make a model and predict future trends in different types of organizations Conclusion: This paper focuses on Comparative Analysis that would be performed based on different parameters such as Accuracy, Confusion Matrix to identify the best possible model for predicting the movie Success. By using Advertisement Propaganda, they can plan for the best time to release the movie according to the predicted success rate to gain higher benefits. Discussion: Data Mining is the process of discovering different patterns from large data sets and from that various relationships are also discovered to solve various problems that come in business and helps to predict the forthcoming trends. This Prediction can help Production Houses for Advertisement Propaganda and also they can plan their costs and by assuring these factors they can make the movie more profitable.


Author(s):  
Sumi Helal ◽  
Flavia C. Delicato ◽  
Cintia B. Margi ◽  
Satyajayant Misra ◽  
Markus Endler

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