Related papers: Convex Entropy Decay via the Bochner-Bakry-Emery a…
We obtain estimates on the exponential rate of decay of the relative entropy from equilibrium for Markov processes with a non-local infinitesimal generator. We adapt some of the ideas coming from the Bakry-Emery approach to this setting. In…
Discrete convex Sobolev inequalities and Beckner inequalities are derived for time-continuous Markov chains on finite state spaces. Beckner inequalities interpolate between the modified logarithmic Sobolev inequality and the Poincar\'e…
We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…
The exponential decay of the relative entropy associated to a fully discrete porous-medium equation in one space dimension is shown by means of a discrete Bakry-Emery approach. The first ingredient of the proof is an abstract discrete…
Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…
Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…
The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
General hyperbolic systems of balance laws with inhomogeneity in space and time in all constitutive functions are studied in the context of relative entropy. A framework is developed in this setting that contributes to a measure-valued weak…
The convergence to equilibrium of mass action reaction-diffusion systems arising from networks of chemical reactions is studied. The considered reaction networks are assumed to satisfy the detailed balance condition and have no boundary…
We consider a thermodynamically correct framework for electro-energy-reaction-diffusion systems, which feature a monotone entropy functional while conserving the total charge and the total energy. For these systems, we construct a relative…
We establish sharp long time asymptotic behaviour for a family of entropies to defective Fokker-Planck equations and show that, much like defective finite dimensional ODEs, their decay rate is an exponential multiplied by a polynomial in…
The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…
We establish convergence in the diffusive limit from entropy weak solutions of the equations of compressible gas dynamics with friction to the porous media equation away from vacuum. The result is based on a Lyapunov type of functional…
The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficients. As applications, the entropy cost inequality and…
Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and natural language processing. A number of approaches have been…
We study the exponential decay of relative entropy functionals for zero-range processes on the complete graph. For the standard model with rates increasing at infinity we prove entropy dissipation estimates, uniformly over the number of…
The convergence to the equilibrium of the solution of the quantum Kac model for Bose-Einstein identical particles is studied in this paper. Using the relative entropy method and a detailed analysis of the entropy production, the exponential…
We study the convergence to equilibrium of a class of nonlinear recombination models. In analogy with Boltzmann's H theorem from kinetic theory, and in contrast with previous analysis of these models, convergence is measured in terms of…