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Constrained quantization for a Borel probability measure refers to the idea of estimating a given probability by a discrete probability with a finite number of supporting points lying on a specific set. The specific set is known as the…

A one-to-one correspondence is drawn between law invariant risk measures and divergences, which we define as functionals of pairs of probability measures on arbitrary standard Borel spaces satisfying a few natural properties. Divergences…

Risk Management · Quantitative Finance 2016-06-07 Daniel Lacker

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…

Information Theory · Computer Science 2010-10-13 Maxim Raginsky

We characterize information as risk reduction between knowledge states represented by partitions of the underlying probability space. Entropy corresponds to risk reduction from no (or partial) knowledge to full knowledge about a random…

Information Theory · Computer Science 2026-02-24 Sebastian Gottwald , Daniel A. Braun

We consider the problem of recovering the community structure in the stochastic block model with two communities. We aim to describe the mutual information between the observed network and the actual community structure in the sparse…

Probability · Mathematics 2023-08-30 Tomas Dominguez , Jean-Christophe Mourrat

We propose an entropy-based information measure, namely the Discounted Least Information Theory of Entropy (DLITE), which not only exhibits important characteristics expected as an information measure but also satisfies conditions of a…

Information Theory · Computer Science 2020-02-20 Weimao Ke

Estimating mutual information between continuous random variables is often intractable and extremely challenging for high-dimensional data. Recent progress has leveraged neural networks to optimize variational lower bounds on mutual…

Machine Learning · Computer Science 2020-12-01 Ruizhi Liao , Daniel Moyer , Polina Golland , William M. Wells

It is shown that for any ensemble, whether classical or quantum, continuous or discrete, there is only one measure of the "volume" of the ensemble that is compatible with several basic geometric postulates. This volume measure is thus a…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Michael J. W. Hall

In the era of information proliferation, discerning the credibility of news content poses an ever-growing challenge. This paper introduces RELIANCE, a pioneering ensemble learning system designed for robust information and fake news…

Information Retrieval · Computer Science 2024-04-23 Majid Ramezani , Hamed Mohammadshahi , Mahshid Daliry , Soroor Rahmani , Amir-Hosein Asghari

In recent papers, Zurek has objected to the decision-theoretic approach of Deutsch and Wallace to deriving the Born rule for quantum probabilities on the grounds that it courts circularity. Deutsch and Wallace assume that the many worlds…

Quantum Physics · Physics 2008-11-22 Alan Forrester

This paper deals with four types of point estimators based on minimization of information-theoretic divergences between hypothetical and empirical distributions. These were introduced (i) by Liese & Vajda (2006) and independently…

Statistics Theory · Mathematics 2009-11-06 Michel Broniatowski , Igor Vajda

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yijun Ding , Amit Ashok

We propose a measure of divergence of probability distributions for quantifying the dissimilarity of two chaotic attractors. This measure is defined in terms of a generalized entropy. We illustrate our procedure by considering the effect of…

Chaotic Dynamics · Physics 2009-10-31 Luis Diambra

The quantum probabilistic convergence in measurement, distinct from mathematical convergence, is derived for indeterminate probabilities from the weak quantum law of large numbers. This is presented in three theorems. The first establishes…

Quantum Physics · Physics 2015-12-03 Fedor Herbut

How should social scientists understand and communicate the uncertainty of statistically estimated causal effects? I propose we utilize the posterior distribution of a causal effect and present the probability of the effect being greater…

Applications · Statistics 2022-11-15 Akisato Suzuki

Information theory is a mathematical theory of learning with deep connections with topics as diverse as artificial intelligence, statistical physics, and biological evolution. Many primers on information theory paint a broad picture with…

Information Theory · Computer Science 2019-03-26 Philip Chodrow

We relate the the distinguishability of quantum states with their robustness of the entanglement, where the robustness of any resource quantifies how tolerant it is to noise. In particular, we identify upper and lower bounds on the…

Quantum Physics · Physics 2025-12-24 Debarupa Saha , Kornikar Sen , Chirag Srivastava , Ujjwal Sen

There are (at least) three approaches to quantifying information. The first, algorithmic information or Kolmogorov complexity, takes events as strings and, given a universal Turing machine, quantifies the information content of a string as…

Information Theory · Computer Science 2011-11-29 David Balduzzi

Previously proposed measures of entanglement, such as entanglement of formation and assistance, are shown to be special cases of the relative entropy of entanglement. The difference between these measures for an ensemble of mixed states is…

Quantum Physics · Physics 2009-10-31 L. Henderson , V. Vedral

We explore a family of information measures that stems from R\'enyi's $\alpha$-Divergences with $\alpha<0$. In particular, we extend the definition of Sibson's $\alpha$-Mutual Information to negative values of $\alpha$ and show several…

Information Theory · Computer Science 2022-02-09 Amedeo Roberto Esposito , Adrien Vandenbroucque , Michael Gastpar