The case for shifting the Renyi Entropy

Abstract

We introduce a variant of the R\'enyi entropy definition that aligns it with the well-known H\"older mean: in the new formulation, the r-th order R\'enyi Entropy is the logarithm of the inverse of the r-th order H\"older mean. This brings about new insights into the relationship of the R\'enyi entropy to quantities close to it, like the information potential and the partition function of statistical mechanics. We also provide expressions that allow us to calculate the R\'enyi entropies from the Shannon cross-entropy and the escort probabilities. Finally, we discuss why shifting the R\'enyi entropy is fruitful in some applications.