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Like approximate entropy (ApEn), Sample entropy (SampEn) is a measure of complexity. [1] But it does not include self-similar patterns as ApEn does. For a given embedding dimension, tolerance and number of data points, SampEn is the negative natural logarithm of the probability that if two sets of simultaneous data points of length have distance < then two sets of simultaneous data points of ...
The inspiration for adopting the word entropy in information theory came from the close resemblance between Shannon's formula and very similar known formulae from statistical mechanics. In statistical thermodynamics the most general formula for the thermodynamic entropy S of a thermodynamic system is the Gibbs entropy
A new approach to the problem of entropy evaluation is to compare the expected entropy of a sample of random sequence with the calculated entropy of the sample. The method gives very accurate results, but it is limited to calculations of random sequences modeled as Markov chains of the first order with small values of bias and correlations ...
The joint information is equal to the mutual information plus the sum of all the marginal information (negative of the marginal entropies) for each particle coordinate. Boltzmann's assumption amounts to ignoring the mutual information in the calculation of entropy, which yields the thermodynamic entropy (divided by the Boltzmann constant).
Entropy is a measure of uncertainty in a probability distribution. For the geometric distribution that models the number of failures before the first success, the probability mass function is: (=) = (), =,,, … The entropy () for this distribution is defined as:
The Sackur–Tetrode equation is an expression for the entropy of a monatomic ideal gas. [1]It is named for Hugo Martin Tetrode [2] (1895–1931) and Otto Sackur [3] (1880–1914), who developed it independently as a solution of Boltzmann's gas statistics and entropy equations, at about the same time in 1912.
where (,) is the cross entropy of Q relative to P and () is the entropy of P (which is the same as the cross-entropy of P with itself). The relative entropy D KL ( P ∥ Q ) {\displaystyle D_{\text{KL}}(P\parallel Q)} can be thought of geometrically as a statistical distance , a measure of how far the distribution Q is from the distribution P .
Boltzmann's equation—carved on his gravestone. [1]In statistical mechanics, Boltzmann's equation (also known as the Boltzmann–Planck equation) is a probability equation relating the entropy, also written as , of an ideal gas to the multiplicity (commonly denoted as or ), the number of real microstates corresponding to the gas's macrostate: