Estimating Renyi Entropy of Discrete Distributions

It was recently shown that estimating the Shannon entropy $H({\rm p})$ of a discrete $k$-symbol distribution ${\rm p}$ requires $\Theta(k/\log k)$ samples, a number that grows near-linearly in the support size. In many applications $H({\rm p})$ can be replaced by the more general R\'enyi entropy of order $\alpha$, $H_\alpha({\rm p})$. We determine the number of samples needed to estimate $H_\alpha({\rm p})$ for all $\alpha$, showing that $\alpha < 1$ requires a super-linear, roughly $k^{1/\alpha}$ samples, noninteger $\alpha>1$ requires a near-linear $k$ samples, but, perhaps surprisingly, integer $\alpha>1$ requires only $\Theta(k^{1-1/\alpha})$ samples. Furthermore, developing on a recently established connection between polynomial approximation and estimation of additive functions of the form $\sum_{x} f({\rm p}_x)$, we reduce the sample complexity for noninteger values of $\alpha$ by a factor of $\log k$ compared to the empirical estimator. The estimators achieving these bounds are simple and run in time linear in the number of samples. Our lower bounds provide explicit constructions of distributions with different R\'enyi entropies that are hard to distinguish

Universal geometric approach to uncertainty, entropy and information

It is shown that for any ensemble, whether classical or quantum, continuous or discrete, there is only one measure of the "volume" of the ensemble that is compatible with several basic geometric postulates. This volume measure is thus a preferred and universal choice for characterising the inherent spread, dispersion, localisation, etc, of the ensemble. Remarkably, this unique "ensemble volume" is a simple function of the ensemble entropy, and hence provides a new geometric characterisation of the latter quantity. Applications include unified, volume-based derivations of the Holevo and Shannon bounds in quantum and classical information theory; a precise geometric interpretation of thermodynamic entropy for equilibrium ensembles; a geometric derivation of semi-classical uncertainty relations; a new means for defining classical and quantum localization for arbitrary evolution processes; a geometric interpretation of relative entropy; and a new proposed definition for the spot-size of an optical beam. Advantages of the ensemble volume over other measures of localization (root-mean-square deviation, Renyi entropies, and inverse participation ratio) are discussed.Comment: Latex, 38 pages + 2 figures; p(\alpha)->1/|T| in Eq. (72) [Eq. (A10) of published version

On observability of Renyi's entropy

Despite recent claims we argue that Renyi's entropy is an observable quantity. It is shown that, contrary to popular belief, the reported domain of instability for Renyi entropies has zero measure (Bhattacharyya measure). In addition, we show the instabilities can be easily emended by introducing a coarse graining into an actual measurement. We also clear up doubts regarding the observability of Renyi's entropy in (multi--)fractal systems and in systems with absolutely continuous PDF's.Comment: 18 pages, 1 EPS figure, REVTeX, minor changes, accepted to Phys. Rev.