In density estimation task, maximum entropy model (Maxent) can effectively use reliable prior information via certain constraints, i.e., linear constraints without empirical parameters. However, reliable prior information is often insufficient, and the selection of uncertain constraints becomes necessary but poses considerable implementation complexity. Improper setting of uncertain constraints...

We have calculated the Tsallis entropy and Fisher information matrix (entropy) of spatially correlated nonextensive systems, by using an analytic non-Gaussian distribution obtained by the maximum entropy method. The effects of the correlated variability on the Fisher information matrix are shown to be different from those on the Tsallis entropy. The Fisher information is increased (decreased) b...

We study minimization of a parametric family of relative entropies, termed relative α-entropies (denoted Iα(P,Q)). These arise as redundancies under mismatched compression when cumulants of compressed lengths are considered instead of expected compressed lengths. These parametric relative entropies are a generalization of the usual relative entropy (KullbackLeibler divergence). Just like relati...

We study minimization of a parametric family of relative entropies, termed relative α-entropies (denoted Iα(P,Q)). These arise as redundancies under mismatched compression when cumulants of compressed lengths are considered instead of expected compressed lengths. These parametric relative entropies are a generalization of the usual relative entropy (KullbackLeibler divergence). Just like relati...

Several previous results valid for one-dimensional nonlinear Fokker-Planck equations are generalized to N-dimensions. A general nonlinear N-dimensional FokkerPlanck equation is derived directly from a master equation, by considering nonlinearities in the transition rates. Using nonlinear Fokker-Planck equations, the H-theorem is proved; for that, an important relation involving these equations ...

Maximum entropy principle does not seem to distinguish between the use of Tsallis and Renyi entropies as either of them may be used to derive similar power-law distributions. In this paper, we address the question whether the Renyi entropy is equally suitable to describe those systems with powerlaw behaviour, where the use of the Tsallis entropy is relevant. We discuss a specific class of dynam...

In nonextensive statistical mechanics, two kinds of definitions have been considered for expectation value of a physical quantity: one is the ordinary definition and the other is the normalized q-expectation value employing the escort distribution. Since both of them lead to the maximum-Tsallis-entropy distributions of a similar type, it is of crucial importance to determine which the correct p...

In this paper we introduce the concept of entropy operator for continuous systems of finite topological entropy. It is shown that it generates the Kolmogorov entropy as a special case. If $phi$ is invertible then the entropy operator is bounded with the topological entropy of $phi$ as its norm.