0
votes
0answers
23 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
votes
0answers
29 views

Joint entropy maximization with a constraint

So I have 2 random variables X and Y, where X can take on values {0,1,2,3} and Y can take on values {0,1,2,3,4}. I need to maximize H(X,Y) subject to the constraint that P(X≠Y)=0.5. This also gives ...
0
votes
1answer
48 views

Optimization of entropy for fixed distance to uniform

Suppose that I know that a probability distribution with $n$ outcomes is very close to being uniform (that is: $\forall i,p_i=\frac{1}{n}$), and in particular for $n\epsilon\ll 1$ the distribution ...
4
votes
0answers
249 views

Universal Correlation measure — ranking correlations

I have time series data of experimental observations for two related processes. I want to measure correlation for use in further analysis. Correlation of the series changes over time and across ...
1
vote
2answers
167 views

Entropy expression optimization with Langrange multipliers

I have recently encountered variants of the following expression: \begin{equation} S = H(a,b,c,d)-H(a+b,c+d) \end{equation} where $H$ is the Shannon entropy function, that is $H(X)=\sum_{x\in X}-x\log ...
3
votes
1answer
291 views

Does a maximum entropy probability distribution with KL-divergence constraint not exist?

In my earlier question I asked about a technical aspect of solving a system of equations arising from looking for an entropy-maximizing distribution $p(x)$ continuous on $\mathbb{R}$ and constrained ...