The science of compressing and communicating information. It is a branch of applied mathematics and electrical engineering. Though originally the focus was on digital communications and computing, it now finds wide use in biology, physics and other sciences.

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40 views

partition with infinite entropy?

Let $P$ be an infinite partition of the interval $[0,1]$. Let $P$ have elements $I_i$ which has Lebesgue measure $m(I_i)$. Then the entropy of $P$ is defined by $\sum_i -m(I_i)\log m(I_i)$. Can this ...
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0answers
12 views

Mutual information staying constant under composition of channels

Consider the following scenario: one has 2 communication channels $C_1$ and $C_2$. Let $p_0(x)$ be some arbitrary but fixed input probability distribution. The mutual information between the input ...
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32 views

Maximum number of compressed RLE strings under any given length

Given a random string of length L (for instance, "01100010000101" of length "14"), and knowing that this string is only numerical, how many other strings under the form Y one can achieve by ...
0
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0answers
42 views

Special case of Kullback-Leibler additivity

I have three random variables $X,Y,Z$. If $(X,Z)$ are an independent pair and $(Y,Z)$ are an independent pair, then the additive property of the Kullback-Leibler divergence says $K(X,Z|Y,Z) = K(X|Y) ...
2
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1answer
14 views

Confusion about non-negative mutual information

The formula I was given for calculating information for a specific stimulus $s_x$ is: $$I(R,s_x) = \sum_i p(r_i|s_x) \log_2{p(r_i|s_x)\over p(r_i)} $$ It was also said that information is always ...
6
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181 views

Entropy of matrix vector product

Consider a random $n$ by $n$ circulant matrix $M$ whose entries are chosen independently and uniformly from $\{0,1\}$. Let $M'$ be the $m$ by $n$ matrix which is formed by taking the first $m$ rows of ...
6
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3answers
109 views

Using decimals of $\pi$ to store data

I read recently about an idea to, instead of storing actual data, converting the data to a string of digits and then store the index of where this pattern occurs in some number, for example $\pi$. The ...
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0answers
17 views

Conditional Mutual Information of Markov Chains

I'm attempting to use conditional mutual information to determine the order of a Markov chain, but having trouble relating notation used in a specific reference on this topic to the actual quantities. ...
3
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1answer
48 views

Upper Bound on Mutual Information

I am interested in an upper bound on mutual information that I have been encountering frequently in the statistics and probability literature. I have yet to see the "purest" form of the inequality, so ...
2
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0answers
25 views

Mutual Information for Gaussian Process (and also Fano's Inequality)

According to this presentation: Bounding Gaussian Process Information Gain we have a closed-form expression for the information gain as follows: $$ I\left(\vec{y} \mid f\right) = \frac{1}{2} \log\det ...
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27 views

Do 2 timeseries represent the input better than one?

I only have a very basic familiarity with signal processing and information theory so I'm sorry if this is a very straight forward question. I have a very brief input signal and two timeseries as ...
4
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1answer
91 views

Relationship between two measures of inequality

Let $A = \{a_1,\dots,a_n\}$ be a multi-set and let $B$ be the set of distinct elements in $A$. Now define $H(A) = -\frac1n \sum_{x \in B} f(x) \log_2(f(x)/n)$ where $f(x)$ is the number of times $x$ ...
0
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1answer
21 views

Bounds for Mutual Information

$V_1$, $V_2$ be two binary strings with equal number of bits (say the length is $l$). Then the mutual information of $V_1$, $V_2$ can be defined as: $I(V_1;V_2)$ = $\sum_{y \in Y} \sum_{x \in X} ...
5
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2answers
95 views

How to Count the number of words over an alphabet subject to restrictions on letter count?

For an alphabet $X$, is there a method of computing how many words over $X$ of length $n$ there are where the number of occurrences of each letter must satisfy a system of equations? For example if ...
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2answers
46 views

Compressing binary numbers

If I have a arbitrarily long random binary number with the condition that the probability that a given digit is 0 and 1 is 1/4 and 3/4, respectively. What is the best way to compress this into a ...
1
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1answer
37 views

Calculate Huffman code length having probability?

Having an alphabet made of 1024 symbols, we know that the rarest symbol has a probability of occurrence equal to 10^(-6). Now we want to code all the symbols with Huffman Coding. How many bits ...
0
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1answer
37 views

Using binary entropy function to approximate log(N choose K)

I am not a mathematician and struggling with the exercises while reading this book Information Theory, Inference and Learning Algorithms. The author introduced the binary entropy function at the ...
0
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1answer
36 views

How is the formula of Shannon Entropy derived?

From this slide, it's said that the smallest possible number of bits per symbol is as the Shannon Entropy formula defined: I've read this post, and still not quite understand how is this formula ...
0
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1answer
22 views

Equality of Information Gain and Mutual Information

I am curious about definition of information gain and mutual information in the context of feature selection. If looks like two these measures define exactly the same thing, however I didn't find ...
2
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0answers
44 views

Shannon-Fano analysis, Binary-search-like

Prove that the codewords of the Shannon-Fano code satisfy $l_i \leq \left \lceil \log _2 \frac1{p_i}\right \rceil$. Elementary wording: given positive numbers in descending order $p_1,...,p_n$, ...
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0answers
12 views

Few questions regarding applications of conditional entopy

I have the idea of entropy and conditional probability etc and having few conditional entropy related questions: 1. What does actually conditional entropy $H(Y|X)$ mean? How can we explain this term ...
0
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1answer
23 views

Mutual information decrease with coarse-graining

Let $X,A,Y,B,C,D$ be random binary variables. $D$ is independent from $X,A,C$ and $C$ is independent from $Y,B,D$. Is it true that: If $I(Y:B|D=0)\leq \epsilon$ then $I(X\oplus Y:A\oplus ...
3
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1answer
45 views

Prove that bitstrings with 1/0-ratio different from 50/50 are compressable

I'm looking for a proof, that $$ \sum_{i=0}^{\lambda n} \binom{n}{i} \le 2^{nH(\lambda)} $$ with $n>0$, $0 \le \lambda \le 1/2$ and $ H(\lambda)=-[\lambda log \lambda + (1-\lambda) log (1-\lambda)] ...
5
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1answer
151 views

Entropy of the induced transformation

I need help with this problem: Let $(X,\mathcal{B},\mu,T)$ be a ergodic dynamical system in the probability space $(X,\mathcal{B},\mu)$. Let $A \in \mathcal{B}$ with $\mu(A)>0$. We define the ...
2
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1answer
69 views

Is there a combinatorial explanation for this identity related to Kraft's inequality?

Kraft's inequality involves the quantity: $$\sum_{x \in X} \frac 1 {b^{\ell(x)}} \tag 1$$ Where we are considering a code mapping symbols in the alphabet $X$ to strings in an alphabet of $b$ ...
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3answers
100 views

Similarity between two probability distribution

I am not sure how to put the question. I am not even sure if this question makes sense at all. I know that the similarity of two discrete (or continuous) distributions can be quantified by ...
0
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1answer
31 views

A question on Markov chain

Suppose for two random variables $X$ and $Y$ we have $X\perp\!\!\!\perp Y$ and also assume that three random variables $X$, $Y$ and $Z$ form the following Markov chain: $X\to Z\to Y$. Do these two ...
0
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1answer
39 views

Entropy of sum is sum of entropies

Having $X$ and $Y$ discrete random variables above finite set. Z is defined as $Z=X+Y$ when does the following happen: $$H(Z)=H(X)+H(Y)$$
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30 views

Good low-rate, short-length block codes

I am highly unsure whether this question is appropriate for this site (as it is at no point a math problem), yet searching in the stackexchange universe for similar topics showed the most hits on ...
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0answers
32 views

What is the “true” entropy of a binary string?

Consider an infinite binary string $\sigma$ and define its entropy $$H_1 = -(p_0 \log_2 p_0 + p_1 \log_2 p_1)$$ with $p_i = \lim_{N\rightarrow \infty} N(i)/N$, $N(i)$ the number of $i$'s among the ...
3
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0answers
19 views

Entropy of Group Action by Knowing Finiteness of Unidimensional Subaction

I've been trying to solve the following problem " Considering a measurable dinamical system $(X, \mathcal{B}, \mu, \mathcal{T})$ where $\mathcal{T}$ is an action of a semigroup $G = N^d$ on $X$ for ...
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0answers
40 views

Problem with calculating probability of symbols

I've a $100 \times 100$ binary matrix it`s constructed with this probability table : i want to apply extended Huffman on this matrix my idea is to compress each column individually . - so starting ...
2
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0answers
27 views

Is there an information theory for continuous time signals?

Information theory books talk about entropy and mutual information of discrete time processes, such as a sequence of symbols sent with a symbol period $T_s$ and there received sequence. Can we talk ...
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1answer
60 views

What's the Shannon entropy of the prime numbers?

Here's a note that calculates it as 1. Do you know of any other calculations? http://www.math-math.com/2014/05/shannon-entropy-shannon-entropy-of.html
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2answers
75 views

How is Goedel's 1st incompleteness theorem related to the Axioms of a theory

i am thinking of various connections and formulations of Goedel's 1st incompleteness theorem. Apart from connections to Turing's Halting Problem and Algorithmic Complexity Theory, i am looking for ...
3
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0answers
59 views

Doubts in Bayes' Theorem

I meet one problem on the probability and statistic theory. "Assume given the probability spaces $(X,S,\mu_i)$, $i=1,2$, and the probability space $(X,S,\lambda)$. And there exsit functions ...
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1answer
33 views

Mutual Information in an Binary Erasure Channel

Imagine a Binary Erasure Channel as depicted on Wikipedia. One equation describing the mutual information is following: $$\begin{array}{rcl} I(x;y) &=& H(x) - H(x|y) \\ &=& ...
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15 views

Kullback -Leibler between multiplication of probability measures

Given the probability measures $P_1, P_2, Q_1, Q_2$. prove that: $$D_{KL}(P_1 \cdot P_2 \parallel Q_1 \cdot Q_2) = D_{KL}(P_1\parallel Q_1) \cdot D_{KL}(P_2 \parallel Q_2)$$
0
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1answer
32 views

Calculating Entropy of Dependent Random Variables

So basically I'm trying to answer the following exam problem: I'm half struggling on H(Z | X) and H(X | Z) and mainly just need confirmation. I know that H(Z | X) = -SUM P(Z|X)P(X)logP(Z|X) ...
0
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1answer
38 views

Subadditivity of Entropy

We define $H(X) = -\sum_{x}p_{x}\log p_{x}$ and relative entropy as $H(p(x)||q(x)) = \sum_{x}p(x)\log \frac{p(x)}{q(x)} = -H(X)-\sum_{x}p(x)\log q(x).$ Now we have to prove that $H(X,Y,X) + H(Y) \leq ...
2
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2answers
40 views

Does X|Y = X formally, in the sense of RVs?

In Cover and Thomas' "Elements of Information Theory", the joint entropy $H(X,Y)$ is defined, but they state that this definition is nothing new if we consider that it is the entropy of a single ...
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0answers
25 views

Help understanding KL-Divergence

I will be doing a course in Information Theory soon and to get some early learning in I have been attempting a question with a joint probability mass function represented by the following table: In ...
2
votes
1answer
28 views

Are measures of information model specific?

Does an information measure for a signal do a better job if it assumes some things about the signal? For example: I have a digital stream of data, 0s and 1s coming at a clock rate $r$. What is the ...
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0answers
40 views

Maximizing variance of Hamming distance of a system

I have a system as shown below, where 4 registers have 8 bit input A,B,C,...
2
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2answers
80 views

Bounding second moment of entropy

Entropy is defined as $E(-\log(P(x))$. We know it is bounded by $\log(r)$ when $r$ is the size of alphabet. Defining the second moment as $E(\log^2(P(x))$, how to show it is bounded?
0
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1answer
50 views

How does the presenter in this video derive this formula?

I am watching this coursera video on entropy (in the information theory sense of the word). Right around the two minute mark the presenter shows two forms for H(p). The first (after the equals sign) ...
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2answers
84 views

Fano's inequality and error rate

The Wire-tap channel II (http://link.springer.com/chapter/10.1007%2F3-540-39757-4_5) article in proof of Theorem 1 uses Fano's inequality to estimate the entropy $H(S|\hat{S}) \leq K \cdot h(P_e)$ ...
0
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1answer
45 views

Conditional mutual information and Markov chain.

If we have the Markov chain $X \to Y \to Z$, or equivalently $$I(X;Z| Y)=0, \tag{1}$$ where $I(\cdot)$ denotes the mutual information. Does the Markov chain $X \to (Y,W) \to Z$ also hold? Or ...
0
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1answer
19 views

Loss of information while projecting multidimensional data

I'm interested in the evaluation of the loss of information after projecting multidimensional data. Since the dimensional reduction is a common tool to analyse data,a question about the loss of ...
2
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3answers
61 views

What's the name of the quantity $\mathbb{P}(A\cap B)/(\mathbb{P}(A)\mathbb{P}(B))\;$?

In a physics book, I've come across the quantity $$ \frac{\def\P{\mathbb{P}}\P(A\cap B)}{\P(A)\P(B)}\,, $$ where $A$ and $B$ are events. The author calls this quantity the correlation of $A$ and ...