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We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…

Information Theory · Computer Science 2022-12-27 Doron Cohen , Aryeh Kontorovich , Aaron Koolyk , Geoffrey Wolfer

Finding the minimal relative entropy of two quantum states under semidefinite constraints is a pivotal problem located at the mathematical core of various applications in quantum information theory. An efficient method for providing…

Quantum Physics · Physics 2026-02-02 Gereon Koßmann , René Schwonnek

Observations or measurements taken of a quantum system (a small number of fundamental particles) are inherently random. If the state of the system depends on unknown parameters, then the distribution of the outcome depends on these…

Statistics Theory · Mathematics 2007-06-13 Richard D. Gill

We study the problem of generating a random variate $X$ from a finite discrete probability distribution $P$ using an entropy source of independent fair coin flips. A classic result from Knuth and Yao shows that the optimal expected number…

Data Structures and Algorithms · Computer Science 2026-04-28 Thomas L. Draper , Feras A. Saad

Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…

Portfolio Management · Quantitative Finance 2018-07-03 Nathan Lassance , Frédéric Vrins

We extend the definition of the conditional min-entropy from bipartite quantum states to bipartite quantum channels. We show that many of the properties of the conditional min-entropy carry over to the extended version, including an…

Quantum Physics · Physics 2019-04-04 Gilad Gour

It is a common contention that it is an ``impossible mission'' to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such…

Statistics Theory · Mathematics 2007-08-02 Xinjia Chen

Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the…

Machine Learning · Statistics 2015-09-17 Johannes Kulick , Robert Lieck , Marc Toussaint

We consider the problem of reconstructing a sparse signal $x^0\in\R^n$ from a limited number of linear measurements. Given $m$ randomly selected samples of $U x^0$, where $U$ is an orthonormal matrix, we show that $\ell_1$ minimization…

Statistics Theory · Mathematics 2009-11-11 Emmanuel Candes , Justin Romberg

The lack of perfect randomness can cause significant problems in securing communication between two parties. McInnes and Pinkas proved that unconditionally secure encryption is impossible when the key is sampled from a weak random source.…

Quantum Physics · Physics 2012-02-20 J. Bouda , M. Pivoluska , M. Plesch

Expansion and amplification of weak randomness plays a crucial role in many security protocols. Using quantum devices, such procedure is possible even without trusting the devices used, by utilizing correlations between outcomes of parts of…

Quantum Physics · Physics 2014-10-03 Jan Bouda , Marcin Pawlowski , Matej Pivoluska , Martin Plesch

The rates of quantum cryptographic protocols are usually expressed in terms of a conditional entropy minimized over a certain set of quantum states. In particular, in the device-independent setting, the minimization is over all the quantum…

Quantum Physics · Physics 2022-10-05 Peter Brown , Hamza Fawzi , Omar Fawzi

The min-entropy is a widely used metric to quantify the randomness of generated random numbers in cryptographic applications; it measures the difficulty of guessing the most likely output. An important min-entropy estimator is the…

Cryptography and Security · Computer Science 2021-04-05 Yongjune Kim , Cyril Guyot , Young-Sik Kim

It is well established that the notion of min-entropy fails to satisfy the \emph{chain rule} of the form $H(X,Y) = H(X|Y)+H(Y)$, known for Shannon Entropy. Such a property would help to analyze how min-entropy is split among smaller blocks.…

Information Theory · Computer Science 2017-03-01 Maciej Skorski

Certified randomness guaranteed to be unpredictable by adversaries is central to information security. The fundamental randomness inherent in quantum physics makes certification possible from devices that are only weakly characterised, i.e.…

We give a characterization of Maximum Entropy/Minimum Relative Entropy inference by providing two `strong entropy concentration' theorems. These theorems unify and generalize Jaynes' `concentration phenomenon' and Van Campenhout and Cover's…

Information Theory · Computer Science 2008-09-17 Peter Grunwald

The fidelity-based smooth min-relative entropy is a distinguishability measure that has appeared in a variety of contexts in prior work on quantum information, including resource theories like thermodynamics and coherence. Here we provide a…

Quantum Physics · Physics 2024-05-29 Theshani Nuradha , Mark M. Wilde

To guarantee the security of uniform random numbers generated by a quantum random number generator, we study secure extraction of uniform random numbers when the environment of a given quantum state is controlled by the third party, the…

Quantum Physics · Physics 2018-01-10 Masahito Hayashi , Huangjun Zhu

Many quantum information measures can be written as an optimization of the quantum relative entropy between sets of states. For example, the relative entropy of entanglement of a state is the minimum relative entropy to the set of separable…

Quantum Physics · Physics 2018-08-09 Hamza Fawzi , Omar Fawzi

This paper investigates the stability of the least squares approximation $P_m^n$ within the univariate polynomial space of degree $m$, denoted by ${\mathbb P}_m$. The approximation $P_m^n$ entails identifying a polynomial in ${\mathbb P}_m$…

Numerical Analysis · Mathematics 2026-02-17 Zhiqiang Xu , Xinyue Zhang
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