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This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2019-11-19 Paul Dupuis , Yixiang Mao

In multicenter research, individual-level data are often protected against sharing across sites. To overcome the barrier of data sharing, many distributed algorithms, which only require sharing aggregated information, have been developed.…

Methodology · Statistics 2021-03-25 Rui Duan , Yang Ning , Yong Chen

Change of measure inequalities translate divergences between probability measures into explicit bounds on event probabilities, and play an important role in deriving probabilistic guarantees in learning theory, information theory, and…

Information Theory · Computer Science 2026-05-28 Yanxiao Liu , Yijun Fan , Deniz Gündüz

Common misconceptions on the Heisenberg principle are reviewed, and the original spirit of the principle is reestablished in terms of the trade-off between information retrieved by a measurement and disturbance on the measured system. After…

Quantum Physics · Physics 2007-05-23 Giacomo Mauro D'Ariano

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leiber's (1951)relative information and Jeffreys (1946) J-divergence, Information…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leibler (1951) relative information and Jeffreys (1951) J-divergence. Sibson (1969)…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja

This paper is an attempt to set a justification for making use of some dicrepancy indexes, starting from the classical Maximum Likelihood definition, and adapting the corresponding basic principle of inference to situations where…

Statistics Theory · Mathematics 2021-02-24 Michel Broniatowski

Message identification (M-I) divergence is an important measure of the information distance between probability distributions, similar to Kullback-Leibler (K-L) and Renyi divergence. In fact, M-I divergence with a variable parameter can…

Information Theory · Computer Science 2024-04-08 Rui She , Shanyun Liu , Pingyi Fan

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

We show that the $k$th order statistic from a heterogeneous sample of $n\geq k$ exponential random variables is larger than that from a homogeneous exponential sample in the sense of star ordering, as conjectured by Xu and Balakrishnan…

Statistics Theory · Mathematics 2016-07-25 Yaming Yu

Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…

Information Theory · Computer Science 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

The distcomp command is introduced and illustrated. The command assesses whether or not two distributions differ at each possible value while controlling the probability of any false positive, even in finite samples. Syntax and the…

Computation · Statistics 2021-10-07 David M. Kaplan

Real-life data are often non-IID due to complex distributions and interactions, and the sensitivity to the distribution of samples can differ among learning models. Accordingly, a key question for any supervised or unsupervised model is…

Machine Learning · Computer Science 2023-10-03 Zhilin Zhao , Longbing Cao

There are three classical divergence measures exist in the literature on information theory and statistics. These are namely, Jeffryes-Kullback-Leiber J-divergence. Sibson-Burbea-Rao Jensen-Shannon divegernce and Taneja arithemtic-geometric…

Information Theory · Computer Science 2011-09-27 Inder Jeet Taneja

How much one has learned from an experiment is quantifiable by the information gain, also known as the Kullback-Leibler divergence. The narrowing of the posterior parameter distribution $P(\theta|D)$ compared with the prior parameter…

Statistical Mechanics · Physics 2022-08-29 Johannes Buchner

Contrastive learning has emerged as a cornerstone in recent achievements of unsupervised representation learning. Its primary paradigm involves an instance discrimination task with a mutual information loss. The loss is known as InfoNCE and…

Artificial Intelligence · Computer Science 2023-08-31 Kyungeun Lee , Jaeill Kim , Suhyun Kang , Wonjong Rhee

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

Probability · Mathematics 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson

Pimentel et al. (2020) recently analysed probing from an information-theoretic perspective. They argue that probing should be seen as approximating a mutual information. This led to the rather unintuitive conclusion that representations…

Computation and Language · Computer Science 2021-09-10 Tiago Pimentel , Ryan Cotterell

Information measures can be constructed from R\'enyi divergences much like mutual information from Kullback-Leibler divergence. One such information measure is known as Sibson $\alpha$-mutual information and has received renewed attention…

Information Theory · Computer Science 2025-07-14 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

The Holevo bound is a bound on the mutual information for a given quantum encoding. In 1996 Schumacher, Westmoreland and Wootters [Schumacher, Westmoreland and Wootters, Phys. Rev. Lett. 76, 3452 (1996)] derived a bound which reduces to the…

Quantum Physics · Physics 2015-06-26 Kurt Jacobs
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