提出耦合熵解决复杂系统不确定性建模中的理论缺陷。
Coupled Entropy: A Goldilocks Generalization for Complex Systems
- 从广义帕累托和t分布推导出兼顾线性与非线性不确定性的耦合熵
- 其取值范围在lnσ到σ之间,避免传统熵过冷或过热问题
- 适合研究非指数分布的复杂系统建模与参数推断
耦合熵被证明可修正塔萨利斯熵推导中的缺陷,从而巩固复杂系统不确定性分析的理论基础。塔萨利斯熵源于对幂概率 $p_i^q$ 的考虑,其中 $q$ 个独立同分布随机变量共享同一状态,其最大熵分布为 $q$-指数分布,属于形状(κ)、尺度(σ)分布族。然而,此前将 $q$-指数参数视为形状与尺度的替代品,导致广义温度解释错误及熵推导不精确。耦合熵源自广义帕累托分布(GPD)与学生t分布,其形状由非线性源决定,尺度由线性源决定。塔萨利斯熵在 $κ\rightarrow\infty$ 时收敛于1,过于“冷”;归一化塔萨利斯熵(NTE)引入非线性项乘以尺度与耦合,又过于“热”。耦合熵则提供完美平衡,取值范围从 $κ=0$ 时的 $\ln σ$ 到 $κ\rightarrow\infty$ 时的 $σ$。这使得科学家、工程师与分析师能放心使用该熵度量,其反映非指数分布的尺度数学物理特性,同时最小化对形状或非线性耦合的依赖。文中还回顾了包含耦合变分推断算法在内的复杂系统设计实例。
原文摘要 · Abstract (English)
The coupled entropy is proven to correct a flaw in the derivation of the Tsallis entropy and thereby solidify the theoretical foundations for analyzing the uncertainty of complex systems. The Tsallis entropy originated from considering power probabilities $p_i^q$ in which \textit{q} independent, identically-distributed random variables share the same state. The maximum entropy distribution was derived to be a \textit{q}-exponential, which is a member of the shape ($κ$), scale ($σ$) distributions. Unfortunately, the $q$-exponential parameters were treated as though valid substitutes for the shape and scale. This flaw causes a misinterpretation of the generalized temperature and an imprecise derivation of the generalized entropy. The coupled entropy is derived from the generalized Pareto distribution (GPD) and the Student's t distribution, whose shape derives from nonlinear sources and scale derives from linear sources of uncertainty. The Tsallis entropy of the GPD converges to one as $κ\rightarrow\infty$, which makes it too cold. The normalized Tsallis entropy (NTE) introduces a nonlinear term multiplying the scale and the coupling, making it too hot. The coupled entropy provides perfect balance, ranging from $\ln σ$ for $κ=0$ to $σ$ as $κ\rightarrow\infty$. One could say, the coupled entropy allows scientists, engineers, and analysts to eat their porridge, confident that its measure of uncertainty reflects the mathematical physics of the scale of non-exponential distributions while minimizing the dependence on the shape or nonlinear coupling. Examples of complex systems design including a coupled variation inference algorithm are reviewed.
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