两个多元t分布之间的Kullback Leibler距离

该文将文［1］的结果推广到多元t分布的情形.结果表明, 两个多元t分布之间的Kullback Leibler距离与分布中的刻度矩阵之比的最大特征根密切相关.作为应用, 文章建立了一种在估计未知正定阵时的熵损失函数.     

High resolution quantization and entropy coding of jump processes

We study the quantization problem for certain types of jump processes. The probabilities for the number of jumps are assumed to be bounded by Poisson weights. Otherwise, jump positions and increments can be rather generally distributed and correlated. We show in particular that in many cases entropy coding error and quantization error have distinct rates. Finally, we investigate the quantization problem for the special case of R^d${\mathbb{R}}^d$-valued compound Poisson processes.     

Algebraic -actions of entropy rank one

We investigate algebraic -actions of entropy rank one, namely those for which each element has finite entropy. Such actions can be completely described in terms of diagonal actions on products of local fields using standard adelic machinery. This leads to numerous alternative characterizations of entropy rank one, both geometric and algebraic. We then compute the measure entropy of a class of skew products, where the fiber maps are elements from an algebraic -action of entropy rank one. This leads, via the relative variational principle, to a formula for the topological entropy of continuous skew products as the maximum of a finite number of topological pressures. We use this to settle a conjecture concerning the relational entropy of commuting toral automorphisms.

     

A Note on Topological Entropy of Maps

For a given collection of subsets of a compact metric space X which cover X,the entropies,hm(f)and hi(f),are introduced for a continuous map f of X to itseif. Also the concept of shadowing property with same end point (SPSEP for short) is introduced. The main results are,(1)H(f)≤hi(f)+hm(f)and,(2)h(f)=hm(f)whenever f has SPSEP,where h(f) is the topological entropy of f. Moreover,several corollaries are obtained.     

The unsaturated flow in porous media with dynamic capillary pressure

In this paper we consider a degenerate pseudoparabolic equation for the wetting saturation of an unsaturated two-phase flow in porous media with dynamic capillary pressure-saturation relationship where the relaxation parameter depends on the saturation. Following the approach given in [13] the existence of a weak solution is proved using Galerkin approximation and regularization techniques. A priori estimates needed for passing to the limit when the regularization parameter goes to zero are obtained by using appropriate test-functions, motivated by the fact that considered PDE allows a natural generalization of the classical Kullback entropy. Finally, a special care was given in obtaining an estimate of the mixed-derivative term by combining the information from the capillary pressure with the obtained a priori estimates on the saturation.     

Compressing strongly connected subgroups in social networks: An entropy-based approach

To detect and study cohesive subgroups of actors is a main objective in social network analysis. What are the respective relations inside such groups and what separates them from the outside. Entropy-based analysis of network structures is an up-and-coming approach. It turns out to be a powerful instrument to detect certain forms of cohesive subgroups and to compress them to superactors without loss of information about their embeddedness in the net: Compressing strongly connected subgroups leaves the whole net’s and the (super-)actors’ information theoretical indices unchanged; i.e., such compression is information-invariant. The actual article relates on the reduction of networks with hundreds of actors. All entropy-based calculations are realized in an expert system shell.     

Modified Multidimensional Dissipation Scheme on Unstructured Meshes for High-speed Compressible Flow Analysis

A Roe's flux-difference splitting scheme, combining with the entropy fix method according to Van Leer et al., and the H-correction entropy fix method by Pandolfi and D'Ambrosio, is proposed. The presented scheme eliminates unphysical flow behaviors such as a spurious bump of the carbuncle phenomenon that occurs on the bow shock from flow over a blunt body, and the expansion shock generated from flow over a forward facing step. The proposed scheme is further extended to obtain high-order spatial and temporal solution accuracy. The scheme is, in addition, combined with an adaptive meshing technique that generates unstructured triangular meshes to resemble the flow phenomena for reducing computational effort. The entire procedure is evaluated by solving several benchmarks as well as complex steady-state and transient high-speed compressible flow problems.     

Fitting the three-parameter Weibull distribution with Cross Entropy

The Weibull distribution is widely used in applications such as reliability and lifetime studies. Although this distribution has three parameters, for simplicity, literature pertaining to Weibull parameter estimation relaxes one of its parameters in order to estimate the other two. When the three-parameter Weibull distribution is of interest, the estimation procedure is complicated. For example, the likelihood function for a three-parameter Weibull distribution is hard to maximize. In this paper, a Cross Entropy (CE) method is developed in the context of maximum likelihood estimation (MLE) of a three-parameter Weibull distribution. Performing a simulation study, a comparative analysis between the newly developed method and two existing methods is conducted. The results show the proposed method has better performance in terms of accuracy, precision and run time for different parameter settings and sample sizes.