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Limiting Density Of Discrete Points
In information theory, the limiting density of discrete points is an adjustment to the formula of Claude Shannon for differential entropy. It was formulated by Edwin Thompson Jaynes to address defects in the initial definition of differential entropy. Definition Shannon originally wrote down the following formula for the entropy of a continuous distribution, known as differential entropy: : h(X)=-\int p(x)\log p(x)\,dx. Unlike Shannon's formula for the discrete entropy, however, this is not the result of any derivation (Shannon simply replaced the summation symbol in the discrete version with an integral), and it lacks many of the properties that make the discrete entropy a useful measure of uncertainty. In particular, it is not invariant under a change of variables and can become negative. In addition, it is not even dimensionally correct. Since P(x) would be dimensionless, p(x) must have units of \frac , which means that the argument to the logarithm is not dimensionless ...
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Information Theory
Information theory is the scientific study of the quantification (science), quantification, computer data storage, storage, and telecommunication, communication of information. The field was originally established by the works of Harry Nyquist and Ralph Hartley, in the 1920s, and Claude Shannon in the 1940s. The field is at the intersection of probability theory, statistics, computer science, statistical mechanics, information engineering (field), information engineering, and electrical engineering. A key measure in information theory is information entropy, entropy. Entropy quantifies the amount of uncertainty involved in the value of a random variable or the outcome of a random process. For example, identifying the outcome of a fair coin flip (with two equally likely outcomes) provides less information (lower entropy) than specifying the outcome from a roll of a dice, die (with six equally likely outcomes). Some other important measures in information theory are mutual informat ...
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Claude Shannon
Claude Elwood Shannon (April 30, 1916 – February 24, 2001) was an American people, American mathematician, electrical engineering, electrical engineer, and cryptography, cryptographer known as a "father of information theory". As a 21-year-old master's degree student at the Massachusetts Institute of Technology (MIT), he wrote A Symbolic Analysis of Relay and Switching Circuits, his thesis demonstrating that electrical applications of Boolean algebra could construct any logical numerical relationship. Shannon contributed to the field of cryptanalysis for national defense of the United States during World War II, including his fundamental work on codebreaking and secure telecommunications. Biography Childhood The Shannon family lived in Gaylord, Michigan, and Claude was born in a hospital in nearby Petoskey, Michigan, Petoskey. His father, Claude Sr. (1862–1934), was a businessman and for a while, a judge of probate in Gaylord. His mother, Mabel Wolf Shannon (1890–1945), ...
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Differential Entropy
Differential entropy (also referred to as continuous entropy) is a concept in information theory that began as an attempt by Claude Shannon to extend the idea of (Shannon) entropy, a measure of average surprisal of a random variable, to continuous probability distributions. Unfortunately, Shannon did not derive this formula, and rather just assumed it was the correct continuous analogue of discrete entropy, but it is not. The actual continuous version of discrete entropy is the limiting density of discrete points (LDDP). Differential entropy (described here) is commonly encountered in the literature, but it is a limiting case of the LDDP, and one that loses its fundamental association with discrete entropy. In terms of measure theory, the differential entropy of a probability measure is the negative relative entropy from that measure to the Lebesgue measure, where the latter is treated as if it were a probability measure, despite being unnormalized. Definition Let X be a r ...
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Edwin Thompson Jaynes
Edwin Thompson Jaynes (July 5, 1922 – April 30, 1998) was the Wayman Crow Distinguished Professor of Physics at Washington University in St. Louis. He wrote extensively on statistical mechanics and on foundations of probability and statistical inference, initiating in 1957 the maximum entropy interpretation of thermodynamics as being a particular application of more general Bayesian/information theory techniques (although he argued this was already implicit in the works of Josiah Willard Gibbs). Jaynes strongly promoted the interpretation of probability theory as an extension of logic. In 1963, together with Fred Cummings, he modeled the evolution of a two-level atom in an electromagnetic field, in a fully quantized way. This model is known as the Jaynes–Cummings model. A particular focus of his work was the construction of logical principles for assigning prior probability distributions; see the principle of maximum entropy, the principle of maximum caliber, the prin ...
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Entropy (information Theory)
In information theory, the entropy of a random variable is the average level of "information", "surprise", or "uncertainty" inherent to the variable's possible outcomes. Given a discrete random variable X, which takes values in the alphabet \mathcal and is distributed according to p: \mathcal\to , 1/math>: \Eta(X) := -\sum_ p(x) \log p(x) = \mathbb \log p(X), where \Sigma denotes the sum over the variable's possible values. The choice of base for \log, the logarithm, varies for different applications. Base 2 gives the unit of bits (or " shannons"), while base ''e'' gives "natural units" nat, and base 10 gives units of "dits", "bans", or " hartleys". An equivalent definition of entropy is the expected value of the self-information of a variable. The concept of information entropy was introduced by Claude Shannon in his 1948 paper "A Mathematical Theory of Communication",PDF archived froherePDF archived frohere and is also referred to as Shannon entropy. Shannon's theory defi ...
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Change Of Variables
Change or Changing may refer to: Alteration * Impermanence, a difference in a state of affairs at different points in time * Menopause, also referred to as "the change", the permanent cessation of the menstrual period * Metamorphosis, or change, a biological process by which an animal physically develops after birth or hatching * Personal development, or personal change, activities that improve awareness and identity * Social change, an alteration in the social order of a society * Technological change, invention, innovation, and diffusion of technology Organizations and politics * Change 2011, a Finnish political party * Change We Need, a slogan for Barack Obama's 2008 presidential campaign * Change.gov, the transition website for the incoming Obama administration in 2008–2009 * Change.org, a petition website operated by Change.org, Inc. * Communities Helping All Neighbors Gain Empowerment (CHANGE), a civic organization based in Winston-Salem, North Carolina * Movement for C ...
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Kullback–Leibler Divergence
In mathematical statistics, the Kullback–Leibler divergence (also called relative entropy and I-divergence), denoted D_\text(P \parallel Q), is a type of statistical distance: a measure of how one probability distribution ''P'' is different from a second, reference probability distribution ''Q''. A simple interpretation of the KL divergence of ''P'' from ''Q'' is the expected excess surprise from using ''Q'' as a model when the actual distribution is ''P''. While it is a distance, it is not a metric, the most familiar type of distance: it is not symmetric in the two distributions (in contrast to variation of information), and does not satisfy the triangle inequality. Instead, in terms of information geometry, it is a type of divergence, a generalization of squared distance, and for certain classes of distributions (notably an exponential family), it satisfies a generalized Pythagorean theorem (which applies to squared distances). In the simple case, a relative entropy of 0 ...
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Theory Of Probability Distributions
A theory is a rational type of abstract thinking about a phenomenon, or the results of such thinking. The process of contemplative and rational thinking is often associated with such processes as observational study or research. Theories may be scientific, belong to a non-scientific discipline, or no discipline at all. Depending on the context, a theory's assertions might, for example, include generalized explanations of how nature works. The word has its roots in ancient Greek, but in modern use it has taken on several related meanings. In modern science, the term "theory" refers to scientific theories, a well-confirmed type of explanation of nature, made in a way consistent with the scientific method, and fulfilling the criteria required by modern science. Such theories are described in such a way that scientific tests should be able to provide empirical support for it, or empirical contradiction ("falsify") of it. Scientific theories are the most reliable, rigorous, and compre ...
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