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Entropic Shifting Perspectives and Applications

In: The Information Theory of Comparisons

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  • Roger Bowden

    (Kiwicap Research Ltd.)

Abstract

With the passage of time or circumstance, probability distributions change; and as they do so, the allocation of entropic complexity likewise changes. The present chapter develops a systematic way of modelling such developments, with partition entropy as the organising framework. This leads to unit left and right entropic shifts, enabling a calculus of partial left and right shifts, concentrators and spreaders. Applications include data smoothing and end correction, social dynamics of opinions, and financial risk management.

Suggested Citation

  • Roger Bowden, 2018. "Entropic Shifting Perspectives and Applications," Springer Books, in: The Information Theory of Comparisons, chapter 0, pages 25-56, Springer.
    • Handle: RePEc:spr:sprchp:978-981-13-1550-3_2
    DOI: 10.1007/978-981-13-1550-3_2
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