Selecting an Effective Entropy Estimator for Short Sequences of Bits and Bytes with Maximum Entropy

A Comparative Analysis of Discrete Entropy Estimators for Large-Alphabet Problems

This paper presents a comparative study of entropy estimation in a large-alphabet regime. A variety of entropy estimators have been proposed over the years, where each estimator is designed for a different setup with its own strengths and caveats. As a consequence, no estimator is known to be universally better than the others. This work addresses this gap by comparing twenty-one entropy estimators in the studied regime, starting with the simplest plug-in estimator and leading up to the most recent neural network-based and polynomial approximate estimators. Our findings show that the estimators' performance highly depends on the underlying distribution. Specifically, we distinguish between three types of distributions, ranging from uniform to degenerate distributions. For each class of distribution, we recommend the most suitable estimator. Further, we propose a sample-dependent approach, which again considers three classes of distribution, and report the top-performing estimators in each class. This approach provides a data-dependent framework for choosing the desired estimator in practical setups.

Entropy Estimators for Markovian Sequences: A Comparative Analysis

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data and the lack of unbiased estimators. Most existing entropy estimators are designed for sequences of independent events and their performances vary depending on the system being studied and the available data size. In this work, we compare different entropy estimators and their performance when applied to Markovian sequences. Specifically, we analyze both binary Markovian sequences and Markovian systems in the undersampled regime. We calculate the bias, standard deviation, and mean squared error for some of the most widely employed estimators. We discuss the limitations of entropy estimation as a function of the transition probabilities of the Markov processes and the sample size. Overall, this paper provides a comprehensive comparison of entropy estimators and their performance in estimating entropy for systems with memory, which can be useful for researchers and practitioners in various fields.

Complexity Reduction in Analyzing Independence between Statistical Randomness Tests Using Mutual Information

The advantages of using mutual information to evaluate the correlation between randomness tests have recently been demonstrated. However, it has been pointed out that the high complexity of this method limits its application in batteries with a greater number of tests. The main objective of this work is to reduce the complexity of the method based on mutual information for analyzing the independence between the statistical tests of randomness. The achieved complexity reduction is estimated theoretically and verified experimentally. A variant of the original method is proposed by modifying the step in which the significant values of the mutual information are determined. The correlation between the NIST battery tests was studied, and it was concluded that the modifications to the method do not significantly affect the ability to detect correlations. Due to the efficiency of the newly proposed method, its use is recommended to analyze other batteries of tests.

Types of Entropies and Divergences with Their Applications

Entropy is an important concept in many fields related to communications [...].

Tsallis and Other Generalised Entropy Forms Subject to Dirichlet Mixture Priors

Entropy indicates a measure of information contained in a complex system, and its estimation continues to receive ongoing focus in the case of multivariate data, particularly that on the unit simplex. Oftentimes the Dirichlet distribution is employed as choice of prior in a Bayesian framework conjugate to the popular multinomial likelihood with K distinct classes, where consideration of Shannon- and Tsallis entropy is of interest for insight detection within the data on the simplex. However, this prior choice only accounts for negatively correlated data, therefore this paper incorporates previously unconsidered mixtures of Dirichlet distributions as potential priors for the multinomial likelihood which addresses the drawback of negative correlation. The power sum functional, as the product moment of the mixture of Dirichlet distributions, is of direct interest in the multivariate case to conveniently access the Tsallis- and other generalized entropies that is incorporated within an estimation perspective of the posterior distribution using real economic data. A prior selection method is implemented to suggest a suitable prior for the consideration of the practitioner; empowering the user in future for consideration of suitable priors incorporating entropy within the estimation environment as well as having the option of certain mixture of Dirichlet distributions that may require positive correlation.

A Review of Shannon and Differential Entropy Rate Estimation

In this paper, we present a review of Shannon and differential entropy rate estimation techniques. Entropy rate, which measures the average information gain from a stochastic process, is a measure of uncertainty and complexity of a stochastic process. We discuss the estimation of entropy rate from empirical data, and review both parametric and non-parametric techniques. We look at many different assumptions on properties of the processes for parametric processes, in particular focussing on Markov and Gaussian assumptions. Non-parametric estimation relies on limit theorems which involve the entropy rate from observations, and to discuss these, we introduce some theory and the practical implementations of estimators of this type.

Alternative Dirichlet Priors for Estimating Entropy via a Power Sum Functional

Entropy is a functional of probability and is a measurement of information contained in a system; however, the practical problem of estimating entropy in applied settings remains a challenging and relevant problem. The Dirichlet prior is a popular choice in the Bayesian framework for estimation of entropy when considering a multinomial likelihood. In this work, previously unconsidered Dirichlet type priors are introduced and studied. These priors include a class of Dirichlet generators as well as a noncentral Dirichlet construction, and in both cases includes the usual Dirichlet as a special case. These considerations allow for flexible behaviour and can account for negative and positive correlation. Resultant estimators for a particular functional, the power sum, under these priors and assuming squared error loss, are derived and represented in terms of the product moments of the posterior. This representation facilitates closed-form estimators for the Tsallis entropy, and thus expedite computations of this generalised Shannon form. Select cases of these proposed priors are considered to investigate the impact and effect on the estimation of Tsallis entropy subject to different parameter scenarios.